{
  "summary": {
    "测试区间": "2018-01-02 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "1,365,615",
    "总收益率": "36.56%",
    "年化收益率": "4.56%",
    "最大回撤": "-39.29%",
    "夏普比率": "0.08",
    "Sortino比率": "0.08"
  },
  "trading_stats": {
    "总交易次数": 20,
    "盈利次数": 9,
    "亏损次数": 11,
    "胜率": "45.00%",
    "平均盈利": "130,299.25",
    "平均亏损": "-71,685.26",
    "盈亏比": "1.49"
  },
  "regime_analysis": {
    "spring": {
      "trades": 4,
      "wins": 2,
      "total_pnl": 590856.6005531366,
      "avg_pnl": 147714.15013828414,
      "win_rate": 0.5
    },
    "summer": {
      "trades": 16,
      "wins": 7,
      "total_pnl": -206701.16416426675,
      "avg_pnl": -12918.822760266672,
      "win_rate": 0.4375
    }
  },
  "agent_contributions": {
    "breakout": 280981.5048273957
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✗",
    "夏普比率 >1.5": "✗"
  }
}