{
  "summary": {
    "测试区间": "2018-01-02 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "1,700,605",
    "总收益率": "70.06%",
    "年化收益率": "7.89%",
    "最大回撤": "-22.82%",
    "夏普比率": "0.38",
    "Sortino比率": "0.25"
  },
  "trading_stats": {
    "总交易次数": 22,
    "盈利次数": 10,
    "亏损次数": 12,
    "胜率": "45.45%",
    "平均盈利": "117,147.72",
    "平均亏损": "-37,195.61",
    "盈亏比": "2.62"
  },
  "regime_analysis": {
    "spring": {
      "trades": 5,
      "wins": 4,
      "total_pnl": 728943.7317455526,
      "avg_pnl": 145788.74634911053,
      "win_rate": 0.8
    },
    "summer": {
      "trades": 17,
      "wins": 6,
      "total_pnl": -3813.7691285959445,
      "avg_pnl": -224.33936050564378,
      "win_rate": 0.35294117647058826
    }
  },
  "agent_contributions": {
    "breakout": 552423.9463486265
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✗",
    "夏普比率 >1.5": "✗"
  }
}