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results/reverse_window_05_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2012-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-02",
-  "trained_date": "2026-04-04",
-  "ftrl_total_return": 0.06344950199127197,
-  "agg_total_return": 0.07528968589489682,
-  "excess_return": -0.011840183903624846,
-  "ftrl_sharpe": 0.894821221431389,
-  "ftrl_max_drawdown": -0.040377754787568776,
-  "live_excess_return": -0.011840183903624846,
-  "live_sharpe": 0.894821221431389,
-  "live_n_days": 272,
-  "best_train_epoch": 12,
-  "best_train_return": -26.33601951599121,
-  "n_test_days": 313
+  "test_end": "2026-04-09",
+  "trained_date": "2026-04-12",
+  "ftrl_total_return": 0.08063685894012451,
+  "agg_total_return": 0.07810707380311244,
+  "excess_return": 0.002529785137012075,
+  "ftrl_sharpe": 1.3035536973476551,
+  "ftrl_max_drawdown": -0.04512351989294859,
+  "live_excess_return": 0.002529785137012075,
+  "live_sharpe": 1.3035536973476551,
+  "live_n_days": 276,
+  "best_train_epoch": 17,
+  "best_train_return": -22.58318519592285,
+  "n_test_days": 317
 }