Update README with weekly PPO training performance

Added weekly PPO training performance statistics and observations for the training period from June 2024 to June 2026.
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Vittus Mikiassen
2026-06-23 20:40:48 +02:00
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parent 6af45e2e88
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@@ -97,16 +97,29 @@ These figures are training statistics only and are not guarantees of future perf
### Quarterly stats
| Quarter | Avg Weekly R | Avg PF | Avg Max DD | Avg RF |
| --------------------------: | -----------: | -------: | ---------: | --------: |
| Q1 (Weeks 113) | **6.20R** | **1.10** | **8.80R** | **2.04** |
| Q2 (Weeks 1426) | **7.39R** | **1.12** | **9.80R** | **2.25** |
| Q3 (Weeks 2739) | **16.89R** | **1.25** | **8.14R** | **5.42** |
| Q4 (Weeks 4052) | **43.73R** | **1.29** | **10.81R** | **9.20** |
| Q5 (Weeks 5365) | **36.54R** | **1.38** | **8.94R** | **8.72** |
| Q6 (Weeks 6678) | **75.07R** | **1.38** | **8.62R** | **19.42** |
| Q7 (Weeks 7991) | **164.37R** | **1.82** | **7.23R** | **54.69** |
| Q8 (Weeks 92102, 11 weeks) | **126.55R** | **1.49** | **8.76R** | **34.54** |
## Weekly PPO Training Performance by Quarter
Training period: **~June 2024 June 1, 2026** (102 rolling weekly training windows)
| Period | Approx. Dates | Avg Weekly R | Avg PF | Avg Max DD | Avg Recovery Factor |
| ------ | ---------------------- | -----------: | -----: | ---------: | ------------------: |
| Q1 | Jun 2024 Sep 2024 | 6.20R | 1.10 | 8.80R | 2.04 |
| Q2 | Sep 2024 Dec 2024 | 7.39R | 1.12 | 9.80R | 2.25 |
| Q3 | Dec 2024 Mar 2025 | 16.89R | 1.25 | 8.14R | 5.42 |
| Q4 | Mar 2025 Jun 2025 | 43.73R | 1.29 | 10.81R | 9.20 |
| Q5 | Jun 2025 Sep 2025 | 36.54R | 1.38 | 8.94R | 8.72 |
| Q6 | Sep 2025 Dec 2025 | 75.07R | 1.38 | 8.62R | 19.42 |
| Q7 | Dec 2025 Mar 2026 | 164.37R | 1.82 | 7.23R | 54.69 |
| Q8* | Mar 2026 Jun 1, 2026 | 126.55R | 1.49 | 8.76R | 34.54 |
*Q8 contains the final 11 weeks of training.
### Observations
* Profit Factor increased from approximately **1.10** during the earliest training period to **1.41.8** in the later periods.
* Average weekly drawdown remained relatively stable between **7R and 10R** despite substantially higher returns.
* Recovery Factor improved significantly over time, indicating that profitability increased faster than drawdown.
* The strongest performance occurred during the final two quarters while maintaining comparable risk characteristics.
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