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results/reverse_window_03_summary.json
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{
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"window_id": 3,
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"label": "R3: 2010\u20132024 \u2192 2025+",
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"train_start": "2010-01-01",
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"train_end": "2024-12-31",
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"test_start": "2025-01-01",
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"test_end": "2026-03-05",
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"ftrl_total_return": 0.12209033722805307,
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"agg_total_return": 0.07903286434406698,
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"excess_return": 0.04305747288398609,
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"ftrl_sharpe": 0.8942086281448582,
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"ftrl_max_drawdown": -0.12095388646563021,
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"best_train_epoch": 4,
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"best_train_return": 0.9730845491107505,
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"n_test_days": 293
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}
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