The use of directly modulated lasers (DMLs) is attractive in low-power, cost-constrained short-reach optical links. However, their limited modulation bandwidth can induce waveform distortion, undermining their data throughput. Traditional distortion mitigation techniques have relied mainly on the separate training of transmitter-side pre-distortion and receiver-side equalization. This approach overlooks the potential gains obtained by simultaneous optimization of the transmitter (constellation and pulse shaping) and receiver (equalization and symbol demapping). Moreover, in the context of DML operation, the choice of laser-driving configuration parameters such as the bias current and peak-to-peak modulation current has a significant impact on system performance. We propose, to our knowledge, a novel end-to-end optimization approach for DML systems, incorporating the learning of bias and peak-to-peak modulation current to the optimization of constellation points, pulse shaping, and equalization. The simulation of the DML dynamics is based on the use of the laser rate equations at symbol rates between 15 and 25 Gbaud. The resulting output sequences from the rate equations are used to build a differentiable data-driven model, simplifying the calculation of gradients needed for end-to-end optimization. The proposed end-to-end approach is compared to three additional benchmark approaches: the uncompensated system without equalization, a receiver-side finite impulse response equalization approach, and an end-to-end approach with learnable pulse shape and nonlinear Volterra equalization but fixed bias and peak-to-peak modulation current. The numerical simulations on the four approaches show that the joint optimization of bias, peak-to-peak current, constellation points, pulse shaping, and equalization outperforms all other approaches throughout the tested symbol rates.