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b2c827f
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Upload results/reverse_window_13_summary.json with huggingface_hub

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results/reverse_window_13_summary.json CHANGED
@@ -4,13 +4,13 @@
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  "train_start": "2020-01-01",
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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": 0.08267525385859065,
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- "agg_total_return": 0.06429542206536243,
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- "excess_return": 0.01837983179322822,
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- "ftrl_sharpe": 0.7752239903418268,
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- "ftrl_max_drawdown": -0.07237390430758589,
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- "best_train_epoch": 14,
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- "best_train_return": -14.019643004786325,
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- "n_test_days": 308
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  }
 
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  "train_start": "2020-01-01",
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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": 0.21507208933998134,
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+ "agg_total_return": 0.0641874035217671,
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+ "excess_return": 0.15088468581821424,
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+ "ftrl_sharpe": 2.7185779065797244,
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+ "ftrl_max_drawdown": -0.044795692209686454,
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+ "best_train_epoch": 1,
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+ "best_train_return": -11.861509648793387,
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+ "n_test_days": 309
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  }