{
  "summary": {
    "测试区间": "2018-01-02 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "1,312,295",
    "总收益率": "31.23%",
    "年化收益率": "3.96%",
    "最大回撤": "-29.59%",
    "夏普比率": "0.07",
    "Sortino比率": "0.06"
  },
  "trading_stats": {
    "总交易次数": 35,
    "盈利次数": 11,
    "亏损次数": 24,
    "胜率": "31.43%",
    "平均盈利": "109,863.43",
    "平均亏损": "-36,082.54",
    "盈亏比": "1.40"
  },
  "regime_analysis": {
    "spring": {
      "trades": 10,
      "wins": 5,
      "total_pnl": 261076.56935072382,
      "avg_pnl": 26107.65693507238,
      "win_rate": 0.5
    },
    "summer": {
      "trades": 23,
      "wins": 6,
      "total_pnl": 91808.73267720321,
      "avg_pnl": 3991.684029443618,
      "win_rate": 0.2608695652173913
    },
    "winter": {
      "trades": 2,
      "wins": 0,
      "total_pnl": -10368.44854000222,
      "avg_pnl": -5184.22427000111,
      "win_rate": 0.0
    }
  },
  "agent_contributions": {
    "mean_reversion": 44795.41227561748,
    "breakout": 233864.27049926578
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✗",
    "夏普比率 >1.5": "✗"
  }
}