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results/window_02_equity_summary.json
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{
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"window_id": 2,
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"test_year": "2012",
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"train_start": "2008-01-02",
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"train_end": "2011-12-31",
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"ftrl_total_return": 0.08783348083496101,
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"agg_total_return": 0.03962447259310431,
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"excess_return": 0.0482090082418567,
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"ftrl_sharpe": 0.941633965442608,
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"ftrl_max_drawdown": -0.0689758588164517,
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"live_ftrl_return": 0.03059234619140616,
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"live_agg_return": 0.07207111526230459,
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"live_excess_return": -0.041478769070898425,
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"live_sharpe": 0.255682912148278,
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"live_max_drawdown": -0.1114345550425675,
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"live_n_days": 270,
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"live_start": "2025-01-01",
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"best_train_epoch": 2,
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"best_train_return": -19.172191619873047
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}
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