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results/window_08_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2018",
   "train_start": "2008-01-02",
   "train_end": "2017-12-31",
-  "ftrl_total_return": -0.04859928397605784,
-  "agg_total_return": 0.0048783558005993655,
-  "excess_return": -0.053477639776657204,
-  "ftrl_sharpe": -1.4691949625571796,
-  "ftrl_max_drawdown": -0.048782836667398084,
-  "live_ftrl_return": 0.11438606208384283,
-  "live_agg_return": 0.0641874035217671,
-  "live_excess_return": 0.050198658562075726,
-  "live_sharpe": 1.6159128693351763,
-  "live_max_drawdown": -0.03609936985396617,
+  "ftrl_total_return": -0.03363053145609396,
+  "agg_total_return": 0.004878534070512863,
+  "excess_return": -0.03850906552660682,
+  "ftrl_sharpe": -0.2822791048306136,
+  "ftrl_max_drawdown": -0.10563518000332464,
+  "live_ftrl_return": 0.17270317390917378,
+  "live_agg_return": 0.06418731583910953,
+  "live_excess_return": 0.10851585807006425,
+  "live_sharpe": 1.1404018176673876,
+  "live_max_drawdown": -0.12104497282717402,
   "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 11,
-  "best_train_return": -16.581438643940427
+  "best_train_epoch": 1,
+  "best_train_return": -18.85031375895316
 }