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results/window_07_equity_summary.json
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{
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"window_id": 7,
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"test_year": "2017",
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"train_start": "2008-01-02",
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"train_end": "2016-12-31",
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"ftrl_total_return": 0.044881515502929625,
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"agg_total_return": 0.03447435404696031,
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"excess_return": 0.010407161455969316,
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"ftrl_sharpe": 0.5250708668430691,
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"ftrl_max_drawdown": -0.11052185057488532,
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"live_ftrl_return": 0.41352310180664054,
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"live_agg_return": 0.07207111526230459,
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"live_excess_return": 0.34145198654433595,
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"live_sharpe": 1.5987948824414886,
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"live_max_drawdown": -0.173717163000831,
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"live_n_days": 270,
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"live_start": "2025-01-01",
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"best_train_epoch": 1,
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"best_train_return": -27.840112686157227
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}
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