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results/reverse_window_04_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2011-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-07",
-  "trained_date": "2026-04-08",
-  "ftrl_total_return": 0.5230777263641357,
-  "agg_total_return": 0.07463927180811081,
-  "excess_return": 0.44843845455602493,
-  "ftrl_sharpe": 1.7845675750083596,
-  "ftrl_max_drawdown": -0.1734937399568231,
-  "live_excess_return": 0.44843845455602493,
-  "live_sharpe": 1.7845675750083596,
-  "live_n_days": 274,
-  "best_train_epoch": 1,
-  "best_train_return": -30.693824768066406,
-  "n_test_days": 315
+  "test_end": "2026-04-09",
+  "trained_date": "2026-04-12",
+  "ftrl_total_return": 0.031871795654296875,
+  "agg_total_return": 0.07810707380311244,
+  "excess_return": -0.04623527814881556,
+  "ftrl_sharpe": 0.3261443692855123,
+  "ftrl_max_drawdown": -0.07457646013567483,
+  "live_excess_return": -0.04623527814881556,
+  "live_sharpe": 0.3261443692855123,
+  "live_n_days": 276,
+  "best_train_epoch": 8,
+  "best_train_return": -34.29446792602539,
+  "n_test_days": 317
 }