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results/reverse_window_01_summary.json

@@ -4,13 +4,13 @@
   "train_start": "2008-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-03-26",
-  "ftrl_total_return": 0.09502814815066296,
-  "agg_total_return": 0.06429542206536243,
-  "excess_return": 0.030732726085300532,
-  "ftrl_sharpe": 1.3555062513158884,
-  "ftrl_max_drawdown": -0.035421023160232844,
-  "best_train_epoch": 20,
-  "best_train_return": -32.212413280211955,
-  "n_test_days": 308
+  "test_end": "2026-03-27",
+  "ftrl_total_return": 0.12258094980781786,
+  "agg_total_return": 0.0641874035217671,
+  "excess_return": 0.05839354628605076,
+  "ftrl_sharpe": 2.041821772373079,
+  "ftrl_max_drawdown": -0.045679718759544845,
+  "best_train_epoch": 7,
+  "best_train_return": -28.86187419895808,
+  "n_test_days": 309
 }