Upload results/window_13_summary.json with huggingface_hub
Browse files- results/window_13_summary.json +10 -10
results/window_13_summary.json
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@@ -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.
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"agg_total_return": 0.05037986071773681,
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"excess_return": -0.
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"ftrl_sharpe": -0.
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"ftrl_max_drawdown": -0.
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"live_ftrl_return": 0.
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"live_agg_return": 0.0641874035217671,
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"live_excess_return": 0.
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"live_sharpe":
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"live_max_drawdown": -0.
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"live_n_days": 268,
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"live_start": "2025-01-01",
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"best_train_epoch":
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"best_train_return": -
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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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| 8 |
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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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}
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