P2SAMAPA commited on
Commit
e1892f4
·
verified ·
1 Parent(s): 82fe9a5

Upload results/reverse_window_01_fi_summary.json with huggingface_hub

Browse files
results/reverse_window_01_fi_summary.json CHANGED
@@ -4,17 +4,17 @@
4
  "train_start": "2008-01-01",
5
  "train_end": "2024-12-31",
6
  "test_start": "2025-01-01",
7
- "test_end": "2026-05-06",
8
- "trained_date": "2026-05-08",
9
- "ftrl_total_return": 0.06758320331573486,
10
- "agg_total_return": 0.07844724219380228,
11
- "excess_return": -0.010864038878067417,
12
- "ftrl_sharpe": 0.7194370165919017,
13
- "ftrl_max_drawdown": -0.055162800064473376,
14
- "live_excess_return": -0.010864038878067417,
15
- "live_sharpe": 0.7194370165919017,
16
- "live_n_days": 295,
17
- "best_train_epoch": 8,
18
- "best_train_return": -35.42892837524414,
19
- "n_test_days": 336
20
  }
 
4
  "train_start": "2008-01-01",
5
  "train_end": "2024-12-31",
6
  "test_start": "2025-01-01",
7
+ "test_end": "2026-05-08",
8
+ "trained_date": "2026-05-09",
9
+ "ftrl_total_return": 0.14225924015045166,
10
+ "agg_total_return": 0.07833858301941943,
11
+ "excess_return": 0.06392065713103223,
12
+ "ftrl_sharpe": 0.8560876685400378,
13
+ "ftrl_max_drawdown": -0.1233033752318103,
14
+ "live_excess_return": 0.06392065713103223,
15
+ "live_sharpe": 0.8560876685400378,
16
+ "live_n_days": 297,
17
+ "best_train_epoch": 1,
18
+ "best_train_return": -34.81153869628906,
19
+ "n_test_days": 338
20
  }