{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "1,050,720", "总收益率": "5.07%", "年化收益率": "0.71%", "最大回撤": "-10.13%", "夏普比率": "-0.50", "Sortino比率": "-0.19" }, "trading_stats": { "总交易次数": 22, "盈利次数": 12, "亏损次数": 10, "胜率": "54.55%", "平均盈利": "21,935.79", "平均亏损": "-20,126.15", "盈亏比": "1.31" }, "regime_analysis": { "summer": { "trades": 19, "wins": 10, "total_pnl": 44563.01808397376, "avg_pnl": 2345.4220044196713, "win_rate": 0.5263157894736842 }, "spring": { "trades": 3, "wins": 2, "total_pnl": 17405.007802057997, "avg_pnl": 5801.669267352666, "win_rate": 0.6666666666666666 } }, "agent_contributions": { "trend_hunter": 27079.006096869358 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✓", "夏普比率 >1.5": "✗" } }