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df72001
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1 Parent(s): f69067c

Upload results/reverse_window_11_equity_summary.json with huggingface_hub

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results/reverse_window_11_equity_summary.json CHANGED
@@ -4,17 +4,17 @@
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  "train_start": "2018-01-01",
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  "train_end": "2024-12-31",
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  "test_start": "2025-01-01",
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- "test_end": "2026-05-06",
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- "trained_date": "2026-05-07",
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- "ftrl_total_return": 0.3203386068344116,
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- "agg_total_return": 0.07844724219380228,
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- "excess_return": 0.24189136464060934,
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- "ftrl_sharpe": 1.33321374702916,
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- "ftrl_max_drawdown": -0.13605927009514804,
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- "live_excess_return": 0.24189136464060934,
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- "live_sharpe": 1.33321374702916,
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- "live_n_days": 295,
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- "best_train_epoch": 4,
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- "best_train_return": -11.069737434387207,
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- "n_test_days": 336
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  }
 
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  "train_start": "2018-01-01",
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  "train_end": "2024-12-31",
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  "test_start": "2025-01-01",
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+ "test_end": "2026-05-08",
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+ "trained_date": "2026-05-09",
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+ "ftrl_total_return": 0.5322630405426025,
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+ "agg_total_return": 0.07833858301941943,
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+ "excess_return": 0.4539244575231831,
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+ "ftrl_sharpe": 1.5895190635791012,
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+ "ftrl_max_drawdown": -0.1779598312805954,
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+ "live_excess_return": 0.4539244575231831,
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+ "live_sharpe": 1.5895190635791012,
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+ "live_n_days": 297,
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+ "best_train_epoch": 1,
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+ "best_train_return": -11.06247615814209,
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+ "n_test_days": 338
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  }