{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "1,021,991", "总收益率": "2.20%", "年化收益率": "0.31%", "最大回撤": "-12.59%", "夏普比率": "-0.59", "Sortino比率": "-0.25" }, "trading_stats": { "总交易次数": 43, "盈利次数": 12, "亏损次数": 31, "胜率": "27.91%", "平均盈利": "21,935.79", "平均亏损": "-7,110.20", "盈亏比": "1.19" }, "regime_analysis": { "summer": { "trades": 36, "wins": 10, "total_pnl": 28527.28827966652, "avg_pnl": 792.4246744351811, "win_rate": 0.2777777777777778 }, "spring": { "trades": 7, "wins": 2, "total_pnl": 14285.99101920297, "avg_pnl": 2040.8558598861384, "win_rate": 0.2857142857142857 } }, "agent_contributions": { "trend_hunter": 12327.107768578378 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✗", "夏普比率 >1.5": "✗" } }