{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "1,226,707", "总收益率": "22.67%", "年化收益率": "2.96%", "最大回撤": "-49.95%", "夏普比率": "-0.00", "Sortino比率": "-0.00" }, "trading_stats": { "总交易次数": 20, "盈利次数": 9, "亏损次数": 11, "胜率": "45.00%", "平均盈利": "115,659.14", "平均亏损": "-72,483.61", "盈亏比": "1.31" }, "regime_analysis": { "spring": { "trades": 4, "wins": 2, "total_pnl": 484641.2149965294, "avg_pnl": 121160.30374913235, "win_rate": 0.5 }, "summer": { "trades": 16, "wins": 7, "total_pnl": -241028.68665531662, "avg_pnl": -15064.292915957289, "win_rate": 0.4375 } }, "agent_contributions": { "breakout": 177955.55964335141 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✗", "夏普比率 >1.5": "✗" } }