P2SAMAPA commited on
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aefe48f
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1 Parent(s): 668adc1

Upload results/reverse_window_14_summary.json with huggingface_hub

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results/reverse_window_14_summary.json CHANGED
@@ -4,13 +4,13 @@
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  "train_start": "2021-01-01",
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  "train_end": "2024-12-31",
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  "test_start": "2025-01-01",
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- "test_end": "2026-03-26",
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- "ftrl_total_return": 0.8697373369224715,
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- "agg_total_return": 0.06429542206536243,
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- "excess_return": 0.805441914857109,
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- "ftrl_sharpe": 3.5097743126771848,
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- "ftrl_max_drawdown": -0.08723394916352113,
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- "best_train_epoch": 4,
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- "best_train_return": -9.137921585571908,
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- "n_test_days": 308
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  }
 
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  "train_start": "2021-01-01",
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  "train_end": "2024-12-31",
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  "test_start": "2025-01-01",
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+ "test_end": "2026-03-27",
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+ "ftrl_total_return": 0.15700840817121864,
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+ "agg_total_return": 0.0641874035217671,
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+ "excess_return": 0.09282100464945153,
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+ "ftrl_sharpe": 2.1370519269549804,
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+ "ftrl_max_drawdown": -0.04017656931854962,
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+ "best_train_epoch": 6,
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+ "best_train_return": -11.260113678117227,
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+ "n_test_days": 309
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  }