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results/window_04_equity_summary.json
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{
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"window_id": 4,
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"test_year": "2014",
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"train_start": "2008-01-02",
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"train_end": "2013-12-31",
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"ftrl_total_return": -0.22630676269531247,
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"agg_total_return": 0.05928961117938858,
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"excess_return": -0.28559637387470105,
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"ftrl_sharpe": -0.7364991899410013,
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"ftrl_max_drawdown": -0.3387332626034545,
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"live_ftrl_return": 0.98913818359375,
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"live_agg_return": 0.07207111526230459,
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"live_excess_return": 0.9170670683314455,
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"live_sharpe": 1.8739852001759643,
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"live_max_drawdown": -0.2727198099600921,
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"live_n_days": 270,
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"live_start": "2025-01-01",
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"best_train_epoch": 18,
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"best_train_return": -20.633773803710938
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}
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