{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "1,111,682", "总收益率": "11.17%", "年化收益率": "1.53%", "最大回撤": "-15.71%", "夏普比率": "-0.14", "Sortino比率": "-0.16" }, "trading_stats": { "总交易次数": 76, "盈利次数": 39, "亏损次数": 37, "胜率": "51.32%", "平均盈利": "25,878.51", "平均亏损": "-23,453.03", "盈亏比": "1.16" }, "regime_analysis": { "summer": { "trades": 56, "wins": 28, "total_pnl": 53322.266411092845, "avg_pnl": 952.1833287695151, "win_rate": 0.5 }, "spring": { "trades": 20, "wins": 11, "total_pnl": 88177.83833505335, "avg_pnl": 4408.891916752667, "win_rate": 0.55 } }, "agent_contributions": { "trend_hunter": 68996.57230498402 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✗", "夏普比率 >1.5": "✗" } }