{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "1,033,991", "总收益率": "3.40%", "年化收益率": "0.48%", "最大回撤": "-11.20%", "夏普比率": "-0.58", "Sortino比率": "-0.22" }, "trading_stats": { "总交易次数": 18, "盈利次数": 11, "亏损次数": 7, "胜率": "61.11%", "平均盈利": "18,282.23", "平均亏损": "-22,596.87", "盈亏比": "1.27" }, "regime_analysis": { "summer": { "trades": 18, "wins": 11, "total_pnl": 42926.477181812355, "avg_pnl": 2384.804287878464, "win_rate": 0.6111111111111112 } }, "agent_contributions": { "trend_hunter": 2476.3693463370473 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✓", "夏普比率 >1.5": "✗" } }