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Upload results/window_13_summary.json with huggingface_hub

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  1. results/window_13_summary.json +10 -10
results/window_13_summary.json CHANGED
@@ -3,18 +3,18 @@
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  "test_year": "2023",
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  "train_start": "2008-01-02",
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  "train_end": "2022-12-31",
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- "ftrl_total_return": -0.02628580578631201,
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  "agg_total_return": 0.05037986071773681,
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- "excess_return": -0.07666566650404882,
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- "ftrl_sharpe": -0.290174814245355,
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- "ftrl_max_drawdown": -0.09785911997981812,
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- "live_ftrl_return": 0.09875122703429362,
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  "live_agg_return": 0.0641874035217671,
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- "live_excess_return": 0.034563823512526515,
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- "live_sharpe": 1.3948883215726957,
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- "live_max_drawdown": -0.03540472419028037,
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  "live_n_days": 268,
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  "live_start": "2025-01-01",
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- "best_train_epoch": 25,
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- "best_train_return": -23.82833983505884
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  }
 
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  "test_year": "2023",
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  "train_start": "2008-01-02",
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  "train_end": "2022-12-31",
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+ "ftrl_total_return": -0.13423952047526966,
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  "agg_total_return": 0.05037986071773681,
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+ "excess_return": -0.18461938119300647,
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+ "ftrl_sharpe": -0.9043424332720762,
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+ "ftrl_max_drawdown": -0.21887040857469792,
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+ "live_ftrl_return": 0.05823423202716582,
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  "live_agg_return": 0.0641874035217671,
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+ "live_excess_return": -0.005953171494601284,
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+ "live_sharpe": 0.523982228897261,
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+ "live_max_drawdown": -0.08759777506987414,
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  "live_n_days": 268,
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  "live_start": "2025-01-01",
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+ "best_train_epoch": 13,
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+ "best_train_return": -28.719488642285217
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  }