{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "975,853", "总收益率": "-2.41%", "年化收益率": "-0.35%", "最大回撤": "-16.19%", "夏普比率": "-0.44", "Sortino比率": "-0.25" }, "trading_stats": { "总交易次数": 102, "盈利次数": 19, "亏损次数": 83, "胜率": "18.63%", "平均盈利": "21,610.74", "平均亏损": "-4,608.27", "盈亏比": "1.07" }, "regime_analysis": { "summer": { "trades": 73, "wins": 17, "total_pnl": 269.965678433289, "avg_pnl": 3.698159978538205, "win_rate": 0.2328767123287671 }, "spring": { "trades": 29, "wins": 2, "total_pnl": 27847.5774630803, "avg_pnl": 960.2612918303552, "win_rate": 0.06896551724137931 } }, "agent_contributions": { "trend_hunter": -6464.894141915987 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✗", "夏普比率 >1.5": "✗" } }