{
  "folds": [
    {
      "fold_id": 1,
      "test_start": "2023-01-23",
      "test_end": "2023-04-20",
      "config": {
        "name": "large_batch",
        "learning_rate": 0.0003,
        "batch_size": 256,
        "n_steps": 2048,
        "net_arch": [
          256,
          256
        ]
      },
      "val_metrics": {
        "return_pct": 2.3887845955151255,
        "max_dd_pct": -2.6222469393422765,
        "sharpe": 1.3105027876885098,
        "n_trades": 62.0,
        "excess_vs_bh_pp": 3.7921360312515917
      },
      "test_metrics": {
        "return_pct": 1.1181066252352156,
        "max_dd_pct": -3.6939109176124862,
        "n_trades": 85.0,
        "excess_vs_bh_pp": 3.8502323698520247
      },
      "bh_return_pct": -2.732125744616809,
      "bh_max_dd_pct": -7.2654559867004975,
      "eval_vecnorm": "/home/satya/rl-trading-nifty/models/fold_1_large_batch/best_model/best_model_vecnorm.pkl"
    },
    {
      "fold_id": 2,
      "test_start": "2024-03-19",
      "test_end": "2024-06-14",
      "config": {
        "name": "large_batch",
        "learning_rate": 0.0003,
        "batch_size": 256,
        "n_steps": 2048,
        "net_arch": [
          256,
          256
        ]
      },
      "val_metrics": {
        "return_pct": 4.768989361853304,
        "max_dd_pct": -3.1260267566057265,
        "sharpe": 2.4433750651119412,
        "n_trades": 67.0,
        "excess_vs_bh_pp": 1.094549102047182
      },
      "test_metrics": {
        "return_pct": -0.43309952747433433,
        "max_dd_pct": -3.1135623965782067,
        "n_trades": 93.0,
        "excess_vs_bh_pp": -7.5595294702880516
      },
      "bh_return_pct": 7.126429942813717,
      "bh_max_dd_pct": -6.45800750452139,
      "eval_vecnorm": "/home/satya/rl-trading-nifty/models/fold_2_large_batch/best_model/best_model_vecnorm.pkl"
    },
    {
      "fold_id": 3,
      "test_start": "2025-05-19",
      "test_end": "2025-08-06",
      "config": {
        "name": "large_batch",
        "learning_rate": 0.0003,
        "batch_size": 256,
        "n_steps": 2048,
        "net_arch": [
          256,
          256
        ]
      },
      "val_metrics": {
        "return_pct": 6.911478630582923,
        "max_dd_pct": -1.9105265425971907,
        "sharpe": 3.944032850805245,
        "n_trades": 67.0,
        "excess_vs_bh_pp": 0.4448666578484417
      },
      "test_metrics": {
        "return_pct": -4.041820801401608,
        "max_dd_pct": -5.117147869449612,
        "n_trades": 81.0,
        "excess_vs_bh_pp": -2.3156562650372026
      },
      "bh_return_pct": -1.7261645363644051,
      "bh_max_dd_pct": -4.227134627909967,
      "eval_vecnorm": "/home/satya/rl-trading-nifty/models/fold_3_large_batch/best_model/best_model_vecnorm.pkl"
    },
    {
      "fold_id": 4,
      "test_start": "2026-07-13",
      "test_end": "2026-10-01",
      "config": {
        "name": "large_batch",
        "learning_rate": 0.0003,
        "batch_size": 256,
        "n_steps": 2048,
        "net_arch": [
          256,
          256
        ]
      },
      "val_metrics": {
        "return_pct": 4.551713546610747,
        "max_dd_pct": -2.507083175938285,
        "sharpe": 2.6053843264064174,
        "n_trades": 54.0,
        "excess_vs_bh_pp": 6.056818659070162
      },
      "test_metrics": {
        "return_pct": -4.272686143137849,
        "max_dd_pct": -6.590367380702789,
        "n_trades": 70.0,
        "excess_vs_bh_pp": 3.117297397503549
      },
      "bh_return_pct": -7.389983540641398,
      "bh_max_dd_pct": -10.195646294748983,
      "eval_vecnorm": "/home/satya/rl-trading-nifty/models/fold_4_large_batch/best_model/best_model_vecnorm.pkl"
    }
  ],
  "n_folds": 4,
  "config": {
    "name": "large_batch",
    "learning_rate": 0.0003,
    "batch_size": 256,
    "n_steps": 2048,
    "net_arch": [
      256,
      256
    ]
  },
  "n_envs": 8
}