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results/window_11_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2021",
   "train_start": "2008-01-02",
   "train_end": "2020-12-31",
-  "ftrl_total_return": 0.31558703343145367,
+  "ftrl_total_return": 0.02746248907643145,
   "agg_total_return": -0.016412036212588688,
-  "excess_return": 0.33199906964404235,
-  "ftrl_sharpe": 2.677652150208206,
-  "ftrl_max_drawdown": -0.07192267987933708,
-  "live_ftrl_return": 0.09660801998394564,
-  "live_agg_return": 0.06429542206536243,
-  "live_excess_return": 0.03231259791858321,
-  "live_sharpe": 0.6465511043263006,
-  "live_max_drawdown": -0.13288214194865433,
-  "live_n_days": 267,
+  "excess_return": 0.04387452528902014,
+  "ftrl_sharpe": 0.8303163938974529,
+  "ftrl_max_drawdown": -0.022118793712445243,
+  "live_ftrl_return": 0.12293257774563582,
+  "live_agg_return": 0.0641874035217671,
+  "live_excess_return": 0.05874517422386871,
+  "live_sharpe": 2.057853170127268,
+  "live_max_drawdown": -0.045557138191196445,
+  "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 8,
-  "best_train_return": -23.16589114316021
+  "best_train_epoch": 10,
+  "best_train_return": -18.34559319121766
 }