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results/window_02_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2012",
   "train_start": "2008-01-02",
   "train_end": "2011-12-31",
-  "ftrl_total_return": 0.08644604264358202,
+  "ftrl_total_return": 0.1033649830533847,
   "agg_total_return": 0.03962364482418801,
-  "excess_return": 0.04682239781939401,
-  "ftrl_sharpe": 0.5719287135367913,
-  "ftrl_max_drawdown": -0.2308862704811335,
-  "live_ftrl_return": 2.094762311688793,
-  "live_agg_return": 0.06429542206536243,
-  "live_excess_return": 2.0304668896234306,
-  "live_sharpe": 3.824597629076737,
-  "live_max_drawdown": -0.11384309433049729,
-  "live_n_days": 267,
+  "excess_return": 0.0637413382291967,
+  "ftrl_sharpe": 2.5776977698459937,
+  "ftrl_max_drawdown": -0.030806382384421602,
+  "live_ftrl_return": 0.19197669973308518,
+  "live_agg_return": 0.0641874035217671,
+  "live_excess_return": 0.12778929621131807,
+  "live_sharpe": 2.513485911978468,
+  "live_max_drawdown": -0.0413071344729591,
+  "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 4,
-  "best_train_return": -8.560216909301547
+  "best_train_epoch": 2,
+  "best_train_return": -5.27808583506451
 }