{ "summary": { "测试区间": "2018-01-02 to 2024-12-31", "初始资金": "1,000,000", "最终资金": "862,472", "总收益率": "-13.75%", "年化收益率": "-2.09%", "最大回撤": "-13.75%", "夏普比率": "-1.56", "Sortino比率": "-0.45" }, "trading_stats": { "总交易次数": 8, "盈利次数": 0, "亏损次数": 8, "胜率": "0.00%", "平均盈利": "0.00", "平均亏损": "-16,516.41", "盈亏比": "0.00" }, "regime_analysis": { "summer": { "trades": 5, "wins": 0, "total_pnl": -128202.02848172025, "avg_pnl": -25640.40569634405, "win_rate": 0.0 }, "spring": { "trades": 3, "wins": 0, "total_pnl": -3929.222968354392, "avg_pnl": -1309.740989451464, "win_rate": 0.0 } }, "agent_contributions": { "simple_trend": -77656.84573030406 }, "target_validation": { "年化收益 25-35%": "✗", "最大回撤 <12%": "✗", "夏普比率 >1.5": "✗" } }