{
  "summary": {
    "测试区间": "2018-01-02 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "1,035,176",
    "总收益率": "3.52%",
    "年化收益率": "0.50%",
    "最大回撤": "-11.48%",
    "夏普比率": "-0.49",
    "Sortino比率": "-0.20"
  },
  "trading_stats": {
    "总交易次数": 40,
    "盈利次数": 19,
    "亏损次数": 21,
    "胜率": "47.50%",
    "平均盈利": "15,314.40",
    "平均亏损": "-11,237.62",
    "盈亏比": "1.23"
  },
  "regime_analysis": {
    "autumn": {
      "trades": 1,
      "wins": 1,
      "total_pnl": 3955.8509964105992,
      "avg_pnl": 3955.8509964105992,
      "win_rate": 1.0
    },
    "unknown": {
      "trades": 6,
      "wins": 4,
      "total_pnl": 2692.949583272646,
      "avg_pnl": 448.824930545441,
      "win_rate": 0.6666666666666666
    },
    "summer": {
      "trades": 25,
      "wins": 10,
      "total_pnl": 66864.69418077264,
      "avg_pnl": 2674.5877672309057,
      "win_rate": 0.4
    },
    "winter": {
      "trades": 3,
      "wins": 1,
      "total_pnl": 3797.7698693435286,
      "avg_pnl": 1265.9232897811762,
      "win_rate": 0.3333333333333333
    },
    "spring": {
      "trades": 5,
      "wins": 3,
      "total_pnl": -22327.74853870202,
      "avg_pnl": -4465.549707740404,
      "win_rate": 0.6
    }
  },
  "agent_contributions": {
    "trend_hunter": 19646.79524890115
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✓",
    "夏普比率 >1.5": "✗"
  }
}