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results/reverse_window_02_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-26",
-  "ftrl_total_return": 0.1482139229240924,
+  "ftrl_total_return": 0.09225799493408449,
   "agg_total_return": 0.06429542206536243,
-  "excess_return": 0.08391850085872998,
-  "ftrl_sharpe": 2.3905522484859505,
-  "ftrl_max_drawdown": -0.0449749917483432,
-  "best_train_epoch": 3,
-  "best_train_return": -25.22432026611936,
+  "excess_return": 0.027962572868722058,
+  "ftrl_sharpe": 1.3194955062114813,
+  "ftrl_max_drawdown": -0.03506294014232656,
+  "best_train_epoch": 17,
+  "best_train_return": -27.838424362476957,
   "n_test_days": 308
 }