P2SAMAPA commited on
Commit
dfef905
·
verified ·
1 Parent(s): 6e6b4fc

Upload results/reverse_window_11_summary.json with huggingface_hub

Browse files
results/reverse_window_11_summary.json ADDED
@@ -0,0 +1,16 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "window_id": 11,
3
+ "label": "R11: 2018\u20132024 \u2192 2025+",
4
+ "train_start": "2018-01-01",
5
+ "train_end": "2024-12-31",
6
+ "test_start": "2025-01-01",
7
+ "test_end": "2026-03-05",
8
+ "ftrl_total_return": 0.09072048923115994,
9
+ "agg_total_return": 0.07903286434406698,
10
+ "excess_return": 0.011687624887092962,
11
+ "ftrl_sharpe": 1.0268525126605914,
12
+ "ftrl_max_drawdown": -0.08314979501479289,
13
+ "best_train_epoch": 1,
14
+ "best_train_return": 0.3399162158811898,
15
+ "n_test_days": 293
16
+ }