{
  "summary": {
    "测试区间": "2018-01-02 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "842,140",
    "总收益率": "-15.79%",
    "年化收益率": "-2.43%",
    "最大回撤": "-15.79%",
    "夏普比率": "-1.98",
    "Sortino比率": "-0.93"
  },
  "trading_stats": {
    "总交易次数": 53,
    "盈利次数": 1,
    "亏损次数": 52,
    "胜率": "1.89%",
    "平均盈利": "26.66",
    "平均亏损": "-2,731.03",
    "盈亏比": "0.00"
  },
  "regime_analysis": {
    "summer": {
      "trades": 24,
      "wins": 1,
      "total_pnl": -112457.50726585924,
      "avg_pnl": -4685.729469410801,
      "win_rate": 0.041666666666666664
    },
    "spring": {
      "trades": 29,
      "wins": 0,
      "total_pnl": -29529.435754459068,
      "avg_pnl": -1018.2564053261748,
      "win_rate": 0.0
    }
  },
  "agent_contributions": {
    "trend_hunter": -67510.62051485083
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✗",
    "夏普比率 >1.5": "✗"
  }
}