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results/reverse_window_02_equity_summary.json
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{
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"window_id": 2,
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"label": "R2: 2009\u20132024 \u2192 2025+",
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"train_start": "2009-01-01",
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"train_end": "2024-12-31",
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"test_start": "2025-01-01",
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"test_end": "2026-04-02",
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"ftrl_total_return": 1.2253971099853516,
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"agg_total_return": 0.07528968589489682,
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"excess_return": 1.1501074240904547,
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"ftrl_sharpe": 2.0820009937283395,
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"ftrl_max_drawdown": -0.2769671702998742,
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"live_excess_return": 1.1501074240904547,
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"live_sharpe": 2.0820009937283395,
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"live_n_days": 272,
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"best_train_epoch": 2,
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"best_train_return": -23.96650505065918,
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"n_test_days": 313
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}
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