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results/window_03_equity_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2013",
   "train_start": "2008-01-02",
   "train_end": "2012-12-31",
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-  "ftrl_max_drawdown": -0.06601329390249226,
-  "live_ftrl_return": 0.0808248138427734,
-  "live_agg_return": 0.08124953185463601,
-  "live_excess_return": -0.0004247180118626126,
-  "live_sharpe": 0.47484030773488023,
-  "live_max_drawdown": -0.14256622313027464,
-  "live_n_days": 279,
+  "trained_date": "2026-04-16",
+  "ftrl_total_return": 0.2991687011718751,
+  "agg_total_return": -0.018629185154770633,
+  "excess_return": 0.31779788632664574,
+  "ftrl_sharpe": 2.7261989072975403,
+  "ftrl_max_drawdown": -0.059432836114945084,
+  "live_ftrl_return": 0.27782279968261725,
+  "live_agg_return": 0.0795155826860734,
+  "live_excess_return": 0.19830721699654386,
+  "live_sharpe": 1.1044373086240349,
+  "live_max_drawdown": -0.16511121314796093,
+  "live_n_days": 280,
   "live_start": "2025-01-01",
-  "best_train_epoch": 1,
-  "best_train_return": -22.283802032470703
+  "best_train_epoch": 18,
+  "best_train_return": -21.0834903717041
 }