{
  "summary": {
    "测试区间": "2018-01-02 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "796,820",
    "总收益率": "-20.32%",
    "年化收益率": "-3.19%",
    "最大回撤": "-20.32%",
    "夏普比率": "-2.48",
    "Sortino比率": "-1.45"
  },
  "trading_stats": {
    "总交易次数": 188,
    "盈利次数": 1,
    "亏损次数": 187,
    "胜率": "0.53%",
    "平均盈利": "21.24",
    "平均亏损": "-977.19",
    "盈亏比": "0.00"
  },
  "regime_analysis": {
    "summer": {
      "trades": 132,
      "wins": 1,
      "total_pnl": -146916.24253941167,
      "avg_pnl": -1113.0018374197855,
      "win_rate": 0.007575757575757576
    },
    "spring": {
      "trades": 56,
      "wins": 0,
      "total_pnl": -35796.31697591236,
      "avg_pnl": -639.219945998435,
      "win_rate": 0.0
    }
  },
  "agent_contributions": {
    "trend_hunter": -80245.98761157748
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✗",
    "夏普比率 >1.5": "✗"
  }
}