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results/window_08_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2018",
   "train_start": "2008-01-02",
   "train_end": "2017-12-31",
-  "ftrl_total_return": -0.04907046742485055,
+  "ftrl_total_return": -0.0516831046863766,
   "agg_total_return": 0.0048783558005993655,
-  "excess_return": -0.053948823225449916,
-  "ftrl_sharpe": -1.54319989046508,
-  "ftrl_max_drawdown": -0.0494388561359818,
-  "live_ftrl_return": 0.15961341749558988,
-  "live_agg_return": 0.07034314220258131,
-  "live_excess_return": 0.08927027529300857,
-  "live_sharpe": 2.245971033119833,
-  "live_max_drawdown": -0.03960200799581546,
-  "live_n_days": 266,
+  "excess_return": -0.05656146048697597,
+  "ftrl_sharpe": -1.5360502405851733,
+  "ftrl_max_drawdown": -0.05191482417889335,
+  "live_ftrl_return": 0.17370844107276873,
+  "live_agg_return": 0.0641874035217671,
+  "live_excess_return": 0.10952103755100162,
+  "live_sharpe": 2.325967998600824,
+  "live_max_drawdown": -0.04081810069993274,
+  "live_n_days": 268,
   "live_start": "2025-01-01",
-  "best_train_epoch": 20,
-  "best_train_return": -15.913070662222776
+  "best_train_epoch": 2,
+  "best_train_return": -16.658834265814537
 }