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results/reverse_window_11_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2018-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-05-06",
-  "trained_date": "2026-05-07",
-  "ftrl_total_return": 0.904344916343689,
-  "agg_total_return": 0.07844724219380228,
-  "excess_return": 0.8258976741498867,
-  "ftrl_sharpe": 1.5782933167544504,
-  "ftrl_max_drawdown": -0.32875800627372587,
-  "live_excess_return": 0.8258976741498867,
-  "live_sharpe": 1.5782933167544504,
-  "live_n_days": 295,
-  "best_train_epoch": 8,
-  "best_train_return": -14.352567672729492,
-  "n_test_days": 336
+  "test_end": "2026-05-08",
+  "trained_date": "2026-05-09",
+  "ftrl_total_return": 0.08105087280273438,
+  "agg_total_return": 0.07833858301941943,
+  "excess_return": 0.0027122897833149473,
+  "ftrl_sharpe": 0.6988162513001952,
+  "ftrl_max_drawdown": -0.07145512326531935,
+  "live_excess_return": 0.0027122897833149473,
+  "live_sharpe": 0.6988162513001952,
+  "live_n_days": 297,
+  "best_train_epoch": 1,
+  "best_train_return": -14.93800163269043,
+  "n_test_days": 338
 }