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results/reverse_window_07_summary.json

@@ -4,13 +4,13 @@
   "train_start": "2014-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-03-26",
-  "ftrl_total_return": 0.14191916031462548,
-  "agg_total_return": 0.06429542206536243,
-  "excess_return": 0.07762373824926305,
-  "ftrl_sharpe": 1.9709308442397933,
-  "ftrl_max_drawdown": -0.03861786034679824,
-  "best_train_epoch": 8,
-  "best_train_return": -20.99530114397048,
-  "n_test_days": 308
+  "test_end": "2026-03-27",
+  "ftrl_total_return": 0.12136379559110888,
+  "agg_total_return": 0.0641874035217671,
+  "excess_return": 0.057176392069341775,
+  "ftrl_sharpe": 1.6976011726908626,
+  "ftrl_max_drawdown": -0.036625009176800255,
+  "best_train_epoch": 11,
+  "best_train_return": -20.820417370159625,
+  "n_test_days": 309
 }