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results/window_13_fi_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2023",
   "train_start": "2008-01-02",
   "train_end": "2022-12-31",
-  "ftrl_total_return": 0.10267136441800528,
-  "agg_total_return": 0.05037995282255747,
-  "excess_return": 0.05229141159544781,
-  "ftrl_sharpe": 1.7254380379369427,
-  "ftrl_max_drawdown": -0.042618824491303074,
-  "live_ftrl_return": 0.0739981047775975,
-  "live_agg_return": 0.07207111526230459,
-  "live_excess_return": 0.0019269895152929095,
-  "live_sharpe": 1.204736993813618,
-  "live_max_drawdown": -0.0441474894990803,
-  "live_n_days": 270,
+  "ftrl_total_return": 0.1012728247631709,
+  "agg_total_return": 0.050380455378000955,
+  "excess_return": 0.050892369385169944,
+  "ftrl_sharpe": 1.7106620892276125,
+  "ftrl_max_drawdown": -0.040330561369431084,
+  "live_ftrl_return": 0.06605737235803666,
+  "live_agg_return": 0.07528968589489682,
+  "live_excess_return": -0.00923231353686016,
+  "live_sharpe": 1.1011642784448887,
+  "live_max_drawdown": -0.04499341587456879,
+  "live_n_days": 272,
   "live_start": "2025-01-01",
-  "best_train_epoch": 19,
-  "best_train_return": -22.826801023623645
+  "best_train_epoch": 17,
+  "best_train_return": -22.472111686577072
 }