{
  "summary": {
    "测试区间": "2018-01-02 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "1,036,916",
    "总收益率": "3.69%",
    "年化收益率": "0.52%",
    "最大回撤": "-15.24%",
    "夏普比率": "-0.42",
    "Sortino比率": "-0.45"
  },
  "trading_stats": {
    "总交易次数": 90,
    "盈利次数": 15,
    "亏损次数": 75,
    "胜率": "16.67%",
    "平均盈利": "27,314.06",
    "平均亏损": "-4,580.14",
    "盈亏比": "1.19"
  },
  "regime_analysis": {
    "summer": {
      "trades": 67,
      "wins": 11,
      "total_pnl": -29481.502120847104,
      "avg_pnl": -440.0224197141359,
      "win_rate": 0.16417910447761194
    },
    "spring": {
      "trades": 23,
      "wins": 4,
      "total_pnl": 95681.94978810054,
      "avg_pnl": 4160.084773395675,
      "win_rate": 0.17391304347826086
    }
  },
  "agent_contributions": {
    "trend_hunter": 10450.356297643844
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✗",
    "夏普比率 >1.5": "✗"
  }
}