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results/reverse_window_09_equity_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2016-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-13",
-  "trained_date": "2026-04-14",
-  "ftrl_total_return": 0.14475643634796143,
-  "agg_total_return": 0.07843197234565324,
-  "excess_return": 0.06632446400230818,
-  "ftrl_sharpe": 0.9464751404209718,
-  "ftrl_max_drawdown": -0.10900344847542778,
-  "live_excess_return": 0.06632446400230818,
-  "live_sharpe": 0.9464751404209718,
-  "live_n_days": 278,
-  "best_train_epoch": 4,
-  "best_train_return": -11.321684837341309,
-  "n_test_days": 319
+  "test_end": "2026-04-14",
+  "trained_date": "2026-04-15",
+  "ftrl_total_return": 0.08173930644989014,
+  "agg_total_return": 0.08124953185463601,
+  "excess_return": 0.0004897745952541221,
+  "ftrl_sharpe": 0.4802276690676944,
+  "ftrl_max_drawdown": -0.14267433165077165,
+  "live_excess_return": 0.0004897745952541221,
+  "live_sharpe": 0.4802276690676944,
+  "live_n_days": 279,
+  "best_train_epoch": 1,
+  "best_train_return": -12.082375526428223,
+  "n_test_days": 320
 }