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results/reverse_window_06_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.8512717972021835,
+  "ftrl_total_return": 0.8676221602347531,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.7870843936804164,
-  "ftrl_sharpe": 3.5104634930644365,
-  "ftrl_max_drawdown": -0.0859296432605788,
+  "excess_return": 0.803434756712986,
+  "ftrl_sharpe": 3.529294989712768,
+  "ftrl_max_drawdown": -0.08643693473575229,
   "best_train_epoch": 1,
-  "best_train_return": -30.074316493074903,
+  "best_train_return": -31.075578831457534,
   "n_test_days": 309
 }