{
  "summary": {
    "测试区间": "2018-01-02 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "972,124",
    "总收益率": "-2.79%",
    "年化收益率": "-0.40%",
    "最大回撤": "-17.16%",
    "夏普比率": "-0.53",
    "Sortino比率": "-0.28"
  },
  "trading_stats": {
    "总交易次数": 34,
    "盈利次数": 16,
    "亏损次数": 18,
    "胜率": "47.06%",
    "平均盈利": "21,198.05",
    "平均亏损": "-19,382.60",
    "盈亏比": "0.97"
  },
  "regime_analysis": {
    "summer": {
      "trades": 28,
      "wins": 13,
      "total_pnl": -25599.242589347807,
      "avg_pnl": -914.2586639052788,
      "win_rate": 0.4642857142857143
    },
    "unknown": {
      "trades": 1,
      "wins": 0,
      "total_pnl": -3820.198008064751,
      "avg_pnl": -3820.198008064751,
      "win_rate": 0.0
    },
    "spring": {
      "trades": 5,
      "wins": 3,
      "total_pnl": 19701.48659675061,
      "avg_pnl": 3940.2973193501216,
      "win_rate": 0.6
    }
  },
  "agent_contributions": {
    "trend_hunter": -26030.439725214914
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✗",
    "夏普比率 >1.5": "✗"
  }
}