this is garbage. the partial autocorrelation clearly shows that successive values are highly correlated, and the model was trained to predict the price at time t using the price at time t-1: the model is basically learning to add a constant to its only input value. just look at the predictions on the test set
As can be seen from PAC, lookback should be 1, larger values give worst result, but perhaps the model remains more stable to overfittting. There is no constant term.
