{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "1,021,882", "总收益率": "2.19%", "年化收益率": "0.31%", "最大回撤": "-12.24%", "夏普比率": "-0.59", "Sortino比率": "-0.28" }, "trading_stats": { "总交易次数": 65, "盈利次数": 12, "亏损次数": 53, "胜率": "18.46%", "平均盈利": "17,677.16", "平均亏损": "-2,974.76", "盈亏比": "1.35" }, "regime_analysis": { "summer": { "trades": 45, "wins": 11, "total_pnl": 61849.35725472897, "avg_pnl": 1374.4301612161994, "win_rate": 0.24444444444444444 }, "spring": { "trades": 20, "wins": 1, "total_pnl": -7385.641413120147, "avg_pnl": -369.28207065600736, "win_rate": 0.05 } }, "agent_contributions": { "trend_hunter": 14681.27110959845 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✗", "夏普比率 >1.5": "✗" } }