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results/reverse_window_11_equity_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2018-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-14",
-  "trained_date": "2026-04-15",
-  "ftrl_total_return": 0.27332067489624023,
-  "agg_total_return": 0.08124953185463601,
-  "excess_return": 0.19207114304160422,
-  "ftrl_sharpe": 1.1579256532195878,
-  "ftrl_max_drawdown": -0.1540184263635786,
-  "live_excess_return": 0.19207114304160422,
-  "live_sharpe": 1.1579256532195878,
-  "live_n_days": 279,
-  "best_train_epoch": 3,
-  "best_train_return": -9.908286094665527,
-  "n_test_days": 320
+  "test_end": "2026-04-20",
+  "trained_date": "2026-04-21",
+  "ftrl_total_return": 1.3496193885803223,
+  "agg_total_return": 0.08189959607635933,
+  "excess_return": 1.267719792503963,
+  "ftrl_sharpe": 2.1691554247857283,
+  "ftrl_max_drawdown": -0.27446143577390336,
+  "live_excess_return": 1.267719792503963,
+  "live_sharpe": 2.1691554247857283,
+  "live_n_days": 283,
+  "best_train_epoch": 7,
+  "best_train_return": -11.28757095336914,
+  "n_test_days": 324
 }