{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "1,009,177", "总收益率": "0.92%", "年化收益率": "0.13%", "最大回撤": "-16.08%", "夏普比率": "-0.24", "Sortino比率": "-0.23" }, "trading_stats": { "总交易次数": 109, "盈利次数": 54, "亏损次数": 55, "胜率": "49.54%", "平均盈利": "20,104.77", "平均亏损": "-18,591.83", "盈亏比": "1.06" }, "regime_analysis": { "summer": { "trades": 96, "wins": 47, "total_pnl": -124533.10634284014, "avg_pnl": -1297.2198577379181, "win_rate": 0.4895833333333333 }, "spring": { "trades": 13, "wins": 7, "total_pnl": 187640.1102300182, "avg_pnl": 14433.854633078325, "win_rate": 0.5384615384615384 } }, "agent_contributions": { "trend_hunter": -19485.180598743747 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✗", "夏普比率 >1.5": "✗" } }