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results/reverse_window_03_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.8652824890777913,
+  "ftrl_total_return": 0.11342639473521499,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.8010950855560242,
-  "ftrl_sharpe": 3.5031597320371866,
-  "ftrl_max_drawdown": -0.08682171755643699,
-  "best_train_epoch": 1,
-  "best_train_return": -35.370933849140116,
+  "excess_return": 0.04923899121344788,
+  "ftrl_sharpe": 1.8954761372907125,
+  "ftrl_max_drawdown": -0.04667133564353145,
+  "best_train_epoch": 14,
+  "best_train_return": -23.16213439532542,
   "n_test_days": 309
 }