{
  "summary": {
    "测试区间": "2018-01-02 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "697,836",
    "总收益率": "-30.22%",
    "年化收益率": "-5.01%",
    "最大回撤": "-88.49%",
    "夏普比率": "-0.12",
    "Sortino比率": "-0.16"
  },
  "trading_stats": {
    "总交易次数": 35,
    "盈利次数": 17,
    "亏损次数": 18,
    "胜率": "48.57%",
    "平均盈利": "30,533.33",
    "平均亏损": "-44,430.96",
    "盈亏比": "0.65"
  },
  "regime_analysis": {
    "summer": {
      "trades": 31,
      "wins": 13,
      "total_pnl": -388894.64748520823,
      "avg_pnl": -12544.988628555104,
      "win_rate": 0.41935483870967744
    },
    "spring": {
      "trades": 4,
      "wins": 4,
      "total_pnl": 108204.06165777572,
      "avg_pnl": 27051.01541444393,
      "win_rate": 1.0
    }
  },
  "agent_contributions": {
    "trend_hunter": -251152.90752974764
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✗",
    "夏普比率 >1.5": "✗"
  }
}