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results/window_03_equity_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2013",
   "train_start": "2008-01-02",
   "train_end": "2012-12-31",
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-  "ftrl_max_drawdown": -0.11098852569142333,
-  "live_ftrl_return": 0.23493545532226556,
-  "live_agg_return": 0.07810707380311244,
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-  "live_sharpe": 1.3424989775281895,
-  "live_max_drawdown": -0.0840181022951891,
-  "live_n_days": 276,
+  "trained_date": "2026-04-14",
+  "ftrl_total_return": 0.14679023742675779,
+  "agg_total_return": -0.01862937575767376,
+  "excess_return": 0.16541961318443155,
+  "ftrl_sharpe": 1.302385245451658,
+  "ftrl_max_drawdown": -0.07145073387589297,
+  "live_ftrl_return": 0.3466874694824218,
+  "live_agg_return": 0.07843197234565324,
+  "live_excess_return": 0.26825549713676855,
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+  "live_max_drawdown": -0.17231016174526,
+  "live_n_days": 278,
   "live_start": "2025-01-01",
-  "best_train_epoch": 15,
-  "best_train_return": -20.815847396850586
+  "best_train_epoch": 1,
+  "best_train_return": -22.948392868041992
 }