{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "1,028,763", "总收益率": "2.88%", "年化收益率": "0.41%", "最大回撤": "-12.73%", "夏普比率": "-0.48", "Sortino比率": "-0.17" }, "trading_stats": { "总交易次数": 29, "盈利次数": 12, "亏损次数": 17, "胜率": "41.38%", "平均盈利": "30,018.52", "平均亏损": "-18,403.62", "盈亏比": "1.15" }, "regime_analysis": { "summer": { "trades": 24, "wins": 9, "total_pnl": 28609.203590181387, "avg_pnl": 1192.0501495908911, "win_rate": 0.375 }, "spring": { "trades": 5, "wins": 3, "total_pnl": 18751.520730154716, "avg_pnl": 3750.3041460309432, "win_rate": 0.6 } }, "agent_contributions": { "trend_hunter": -6419.959087876772 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✗", "夏普比率 >1.5": "✗" } }