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1 Parent(s): b4b7a4e

Upload results/reverse_window_04_summary.json with huggingface_hub

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results/reverse_window_04_summary.json CHANGED
@@ -5,12 +5,12 @@
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  "train_end": "2024-12-31",
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  "test_start": "2025-01-01",
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  "test_end": "2026-03-27",
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- "ftrl_total_return": 0.1213834931990041,
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  "agg_total_return": 0.0641874035217671,
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- "excess_return": 0.057196089677236994,
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- "ftrl_sharpe": 2.044468561595565,
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- "ftrl_max_drawdown": -0.04507717775705607,
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- "best_train_epoch": 18,
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- "best_train_return": -22.384721894941123,
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  "n_test_days": 309
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  }
 
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  "train_end": "2024-12-31",
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  "test_start": "2025-01-01",
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  "test_end": "2026-03-27",
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+ "ftrl_total_return": 0.10788540215125586,
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  "agg_total_return": 0.0641874035217671,
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+ "excess_return": 0.043697998629488755,
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+ "ftrl_sharpe": 1.8274608615798789,
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+ "ftrl_max_drawdown": -0.04598629327346911,
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+ "best_train_epoch": 15,
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+ "best_train_return": -23.00908664583791,
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  "n_test_days": 309
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  }