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results/reverse_window_13_summary.json

@@ -5,12 +5,12 @@
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
   "test_end": "2026-03-27",
-  "ftrl_total_return": 0.21507208933998134,
+  "ftrl_total_return": 0.13603007336658623,
   "agg_total_return": 0.0641874035217671,
-  "excess_return": 0.15088468581821424,
-  "ftrl_sharpe": 2.7185779065797244,
-  "ftrl_max_drawdown": -0.044795692209686454,
-  "best_train_epoch": 1,
-  "best_train_return": -11.861509648793387,
+  "excess_return": 0.07184266984481913,
+  "ftrl_sharpe": 1.2509670587308823,
+  "ftrl_max_drawdown": -0.06430257604748967,
+  "best_train_epoch": 2,
+  "best_train_return": -15.337854996113679,
   "n_test_days": 309
 }