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results/reverse_window_02_summary.json

@@ -4,13 +4,13 @@
   "train_start": "2009-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-03-26",
-  "ftrl_total_return": 0.09225799493408449,
-  "agg_total_return": 0.06429542206536243,
-  "excess_return": 0.027962572868722058,
-  "ftrl_sharpe": 1.3194955062114813,
-  "ftrl_max_drawdown": -0.03506294014232656,
-  "best_train_epoch": 17,
-  "best_train_return": -27.838424362476957,
-  "n_test_days": 308
+  "test_end": "2026-03-27",
+  "ftrl_total_return": 0.13597295808279686,
+  "agg_total_return": 0.0641874035217671,
+  "excess_return": 0.07178555456102975,
+  "ftrl_sharpe": 1.8837515541909957,
+  "ftrl_max_drawdown": -0.03824721322871854,
+  "best_train_epoch": 7,
+  "best_train_return": -28.661363229258292,
+  "n_test_days": 309
 }