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results/reverse_window_07_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2014-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-05-04",
-  "trained_date": "2026-05-05",
-  "ftrl_total_return": 0.09588086605072021,
-  "agg_total_return": 0.07192347416208622,
-  "excess_return": 0.023957391888633994,
-  "ftrl_sharpe": 1.1771352252074905,
-  "ftrl_max_drawdown": -0.04729222126873089,
-  "live_excess_return": 0.023957391888633994,
-  "live_sharpe": 1.1771352252074905,
-  "live_n_days": 293,
-  "best_train_epoch": 3,
-  "best_train_return": -21.517274856567383,
-  "n_test_days": 334
+  "test_end": "2026-05-08",
+  "trained_date": "2026-05-09",
+  "ftrl_total_return": 0.6190235614776611,
+  "agg_total_return": 0.07833858301941943,
+  "excess_return": 0.5406849784582417,
+  "ftrl_sharpe": 1.7719593799943765,
+  "ftrl_max_drawdown": -0.19361185372648154,
+  "live_excess_return": 0.5406849784582417,
+  "live_sharpe": 1.7719593799943765,
+  "live_n_days": 297,
+  "best_train_epoch": 2,
+  "best_train_return": -23.406755447387695,
+  "n_test_days": 338
 }