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results/reverse_window_05_fi_summary.json
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{
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"window_id": 5,
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"label": "R5: 2012\u20132024 \u2192 2025+",
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"train_start": "2012-01-01",
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"train_end": "2024-12-31",
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"test_start": "2025-01-01",
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"test_end": "2026-03-31",
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"ftrl_total_return": 0.05417878827716294,
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"agg_total_return": 0.07207111526230459,
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"excess_return": -0.01789232698514165,
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"ftrl_sharpe": 0.5334710490096235,
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"ftrl_max_drawdown": -0.06669079882479825,
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"live_excess_return": -0.01789232698514165,
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"live_sharpe": 0.5334710490096235,
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"live_n_days": 270,
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"best_train_epoch": 1,
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"best_train_return": -33.504739608010304,
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"n_test_days": 311
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}
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