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results/reverse_window_11_summary.json

@@ -4,13 +4,13 @@
   "train_start": "2018-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-03-26",
-  "ftrl_total_return": 0.8935822059516267,
-  "agg_total_return": 0.06429542206536243,
-  "excess_return": 0.8292867838862643,
-  "ftrl_sharpe": 3.479335088534091,
-  "ftrl_max_drawdown": -0.08962615771087534,
-  "best_train_epoch": 5,
-  "best_train_return": -12.872991731210414,
-  "n_test_days": 308
+  "test_end": "2026-03-27",
+  "ftrl_total_return": 0.16161596452945215,
+  "agg_total_return": 0.0641874035217671,
+  "excess_return": 0.09742856100768504,
+  "ftrl_sharpe": 2.0214325377707003,
+  "ftrl_max_drawdown": -0.041041462324153156,
+  "best_train_epoch": 2,
+  "best_train_return": -14.558504404613135,
+  "n_test_days": 309
 }