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results/reverse_window_14_fi_summary.json

@@ -4,17 +4,17 @@
   "train_start": "2021-01-01",
   "train_end": "2024-12-31",
   "test_start": "2025-01-01",
-  "test_end": "2026-04-13",
-  "trained_date": "2026-04-14",
-  "ftrl_total_return": 0.09687662124633789,
-  "agg_total_return": 0.07843197234565324,
-  "excess_return": 0.018444648900684646,
-  "ftrl_sharpe": 0.6683795032407389,
-  "ftrl_max_drawdown": -0.12119628905038038,
-  "live_excess_return": 0.018444648900684646,
-  "live_sharpe": 0.6683795032407389,
-  "live_n_days": 278,
-  "best_train_epoch": 3,
-  "best_train_return": -11.488143920898438,
-  "n_test_days": 319
+  "test_end": "2026-04-14",
+  "trained_date": "2026-04-15",
+  "ftrl_total_return": 0.1061781644821167,
+  "agg_total_return": 0.08124953185463601,
+  "excess_return": 0.024928632627480685,
+  "ftrl_sharpe": 1.3448827497090832,
+  "ftrl_max_drawdown": -0.047538106241337266,
+  "live_excess_return": 0.024928632627480685,
+  "live_sharpe": 1.3448827497090832,
+  "live_n_days": 279,
+  "best_train_epoch": 9,
+  "best_train_return": -10.947389602661133,
+  "n_test_days": 320
 }