{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "1,017,079", "总收益率": "1.71%", "年化收益率": "0.24%", "最大回撤": "-13.72%", "夏普比率": "-0.50", "Sortino比率": "-0.19" }, "trading_stats": { "总交易次数": 30, "盈利次数": 12, "亏损次数": 18, "胜率": "40.00%", "平均盈利": "30,018.52", "平均亏损": "-18,011.47", "盈亏比": "1.11" }, "regime_analysis": { "summer": { "trades": 26, "wins": 9, "total_pnl": 15986.536271005505, "avg_pnl": 614.8667796540578, "win_rate": 0.34615384615384615 }, "spring": { "trades": 4, "wins": 3, "total_pnl": 20029.283339062138, "avg_pnl": 5007.3208347655345, "win_rate": 0.75 } }, "agent_contributions": { "trend_hunter": -13890.587999331026 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✗", "夏普比率 >1.5": "✗" } }