{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "1,004,784", "总收益率": "0.48%", "年化收益率": "0.07%", "最大回撤": "-15.07%", "夏普比率": "-0.55", "Sortino比率": "-0.21" }, "trading_stats": { "总交易次数": 43, "盈利次数": 11, "亏损次数": 32, "胜率": "25.58%", "平均盈利": "30,730.86", "平均亏损": "-9,586.37", "盈亏比": "1.10" }, "regime_analysis": { "summer": { "trades": 34, "wins": 8, "total_pnl": 17269.977888032816, "avg_pnl": 507.94052611861224, "win_rate": 0.23529411764705882 }, "spring": { "trades": 9, "wins": 3, "total_pnl": 14005.451523174279, "avg_pnl": 1556.1612803526978, "win_rate": 0.3333333333333333 } }, "agent_contributions": { "trend_hunter": -25711.650719011013 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✗", "夏普比率 >1.5": "✗" } }