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results/reverse_window_09_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.19133038559748106,
+  "ftrl_total_return": 0.18516790929363824,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.12714298207571395,
-  "ftrl_sharpe": 2.489747617417998,
-  "ftrl_max_drawdown": -0.0441014451818148,
+  "excess_return": 0.12098050577187114,
+  "ftrl_sharpe": 1.2434894971968504,
+  "ftrl_max_drawdown": -0.11801477831400385,
   "best_train_epoch": 1,
-  "best_train_return": -17.49628523103784,
+  "best_train_return": -19.945252433446292,
   "n_test_days": 309
 }