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results/reverse_window_05_equity_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2012-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-02",
-  "trained_date": "2026-04-04",
-  "ftrl_total_return": 0.25037074089050293,
-  "agg_total_return": 0.07528968589489682,
-  "excess_return": 0.1750810549956061,
-  "ftrl_sharpe": 0.9484905023951568,
-  "ftrl_max_drawdown": -0.17607084835360354,
-  "live_excess_return": 0.1750810549956061,
-  "live_sharpe": 0.9484905023951568,
-  "live_n_days": 272,
-  "best_train_epoch": 3,
-  "best_train_return": -16.819129943847656,
-  "n_test_days": 313
+  "test_end": "2026-04-09",
+  "trained_date": "2026-04-11",
+  "ftrl_total_return": 0.36687028408050537,
+  "agg_total_return": 0.07810707380311244,
+  "excess_return": 0.28876321027739293,
+  "ftrl_sharpe": 1.3861176751872506,
+  "ftrl_max_drawdown": -0.1767853278465329,
+  "live_excess_return": 0.28876321027739293,
+  "live_sharpe": 1.3861176751872506,
+  "live_n_days": 276,
+  "best_train_epoch": 4,
+  "best_train_return": -15.979352951049805,
+  "n_test_days": 317
 }