{
  "summary": {
    "测试区间": "2018-01-02 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "1,328,671",
    "总收益率": "32.87%",
    "年化收益率": "4.15%",
    "最大回撤": "-32.18%",
    "夏普比率": "0.08",
    "Sortino比率": "0.07"
  },
  "trading_stats": {
    "总交易次数": 28,
    "盈利次数": 9,
    "亏损次数": 19,
    "胜率": "32.14%",
    "平均盈利": "121,406.89",
    "平均亏损": "-38,821.24",
    "盈亏比": "1.48"
  },
  "regime_analysis": {
    "spring": {
      "trades": 6,
      "wins": 3,
      "total_pnl": 208412.37941681166,
      "avg_pnl": 34735.39656946861,
      "win_rate": 0.5
    },
    "summer": {
      "trades": 20,
      "wins": 6,
      "total_pnl": 157802.95500232113,
      "avg_pnl": 7890.147750116057,
      "win_rate": 0.3
    },
    "winter": {
      "trades": 2,
      "wins": 0,
      "total_pnl": -11156.805815082746,
      "avg_pnl": -5578.402907541373,
      "win_rate": 0.0
    }
  },
  "agent_contributions": {
    "breakout": 282628.68619539746
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✗",
    "夏普比率 >1.5": "✗"
  }
}