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results/window_12_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2022",
   "train_start": "2008-01-02",
   "train_end": "2021-12-31",
-  "ftrl_total_return": -0.20872716078569842,
+  "ftrl_total_return": -0.1409131926310646,
   "agg_total_return": -0.12422832979666043,
-  "excess_return": -0.08449883098903799,
-  "ftrl_sharpe": -2.322030783020544,
-  "ftrl_max_drawdown": -0.227287861699235,
-  "live_ftrl_return": 0.10419054069890299,
-  "live_agg_return": 0.07034314220258131,
-  "live_excess_return": 0.03384739849632168,
-  "live_sharpe": 1.4833686806220738,
-  "live_max_drawdown": -0.03549841099921707,
-  "live_n_days": 266,
+  "excess_return": -0.01668486283440418,
+  "ftrl_sharpe": -1.4284322697521907,
+  "ftrl_max_drawdown": -0.16579959724063983,
+  "live_ftrl_return": 0.12942534349052992,
+  "live_agg_return": 0.0641874035217671,
+  "live_excess_return": 0.06523793996876281,
+  "live_sharpe": 2.139757517043423,
+  "live_max_drawdown": -0.045102009177721315,
+  "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 12,
-  "best_train_return": -20.14248004514936
+  "best_train_epoch": 7,
+  "best_train_return": -19.77010968275316
 }