Upload results/window_03_equity_summary.json with huggingface_hub
Browse files
results/window_03_equity_summary.json
CHANGED
|
@@ -3,19 +3,19 @@
|
|
| 3 |
"test_year": "2013",
|
| 4 |
"train_start": "2008-01-02",
|
| 5 |
"train_end": "2012-12-31",
|
| 6 |
-
"trained_date": "2026-05-
|
| 7 |
-
"ftrl_total_return": 0.
|
| 8 |
-
"agg_total_return": -0.
|
| 9 |
-
"excess_return": 0.
|
| 10 |
-
"ftrl_sharpe": 2.
|
| 11 |
-
"ftrl_max_drawdown": -0.
|
| 12 |
-
"live_ftrl_return": 0.
|
| 13 |
-
"live_agg_return": 0.
|
| 14 |
-
"live_excess_return": 0.
|
| 15 |
-
"live_sharpe":
|
| 16 |
-
"live_max_drawdown": -0.
|
| 17 |
-
"live_n_days":
|
| 18 |
"live_start": "2025-01-01",
|
| 19 |
-
"best_train_epoch":
|
| 20 |
-
"best_train_return": -
|
| 21 |
}
|
|
|
|
| 3 |
"test_year": "2013",
|
| 4 |
"train_start": "2008-01-02",
|
| 5 |
"train_end": "2012-12-31",
|
| 6 |
+
"trained_date": "2026-05-09",
|
| 7 |
+
"ftrl_total_return": 0.27052978515625004,
|
| 8 |
+
"agg_total_return": -0.018628563896343042,
|
| 9 |
+
"excess_return": 0.2891583490525931,
|
| 10 |
+
"ftrl_sharpe": 2.444427829102316,
|
| 11 |
+
"ftrl_max_drawdown": -0.05350052311136394,
|
| 12 |
+
"live_ftrl_return": 0.06263526916503914,
|
| 13 |
+
"live_agg_return": 0.07833858301941943,
|
| 14 |
+
"live_excess_return": -0.015703313854380285,
|
| 15 |
+
"live_sharpe": 0.3984028806885667,
|
| 16 |
+
"live_max_drawdown": -0.11339302061854352,
|
| 17 |
+
"live_n_days": 297,
|
| 18 |
"live_start": "2025-01-01",
|
| 19 |
+
"best_train_epoch": 3,
|
| 20 |
+
"best_train_return": -19.697526931762695
|
| 21 |
}
|