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results/window_13_summary.json

@@ -3,18 +3,18 @@
   "test_year": "2023",
   "train_start": "2008-01-02",
   "train_end": "2022-12-31",
-  "ftrl_total_return": -0.02609823976407799,
+  "ftrl_total_return": -0.02304536720377559,
   "agg_total_return": 0.05037986071773681,
-  "excess_return": -0.0764781004818148,
-  "ftrl_sharpe": -0.2926128836912439,
-  "ftrl_max_drawdown": -0.09743676023899922,
-  "live_ftrl_return": 0.12342032046419948,
-  "live_agg_return": 0.0665633171168194,
-  "live_excess_return": 0.056857003347380086,
-  "live_sharpe": 1.7280532341462351,
-  "live_max_drawdown": -0.03796721875751329,
-  "live_n_days": 265,
+  "excess_return": -0.0734252279215124,
+  "ftrl_sharpe": -0.25555014531335574,
+  "ftrl_max_drawdown": -0.09365446577414448,
+  "live_ftrl_return": 0.13063553042445997,
+  "live_agg_return": 0.07034314220258131,
+  "live_excess_return": 0.06029238822187866,
+  "live_sharpe": 1.8437920772337155,
+  "live_max_drawdown": -0.03701673965750842,
+  "live_n_days": 266,
   "live_start": "2025-01-01",
   "best_train_epoch": 6,
-  "best_train_return": -24.387071202558676
+  "best_train_return": -24.51457495913675
 }