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results/window_09_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2019",
   "train_start": "2008-01-02",
   "train_end": "2018-12-31",
-  "ftrl_total_return": 0.15822155740973898,
+  "ftrl_total_return": 0.17670480035212943,
   "agg_total_return": 0.08374243573485307,
-  "excess_return": 0.0744791216748859,
-  "ftrl_sharpe": 3.668424686543121,
-  "ftrl_max_drawdown": -0.031644379879021266,
-  "live_ftrl_return": 0.09158715544572549,
+  "excess_return": 0.09296236461727636,
+  "ftrl_sharpe": 1.8662982083419448,
+  "ftrl_max_drawdown": -0.04900618997624614,
+  "live_ftrl_return": 0.870939312625153,
   "live_agg_return": 0.0641874035217671,
-  "live_excess_return": 0.027399751923958382,
-  "live_sharpe": 1.3069684497176086,
-  "live_max_drawdown": -0.035278695877755825,
+  "live_excess_return": 0.8067519091033859,
+  "live_sharpe": 3.4964199818131543,
+  "live_max_drawdown": -0.08741075459454871,
   "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 22,
-  "best_train_return": -18.389129152946953
+  "best_train_epoch": 2,
+  "best_train_return": -28.48254271673652
 }