{
  "summary": {
    "测试区间": "2018-01-01 to 2024-12-31",
    "初始资金": "1,000,000",
    "最终资金": "1,906,916",
    "总收益率": "90.69%",
    "年化收益率": "9.66%",
    "最大回撤": "-66.54%",
    "夏普比率": "0.29",
    "Sortino比率": "0.39"
  },
  "trading_stats": {
    "总交易次数": 26,
    "盈利次数": 13,
    "亏损次数": 13,
    "胜率": "50.00%",
    "平均盈利": "131,784.67",
    "平均亏损": "-60,742.23",
    "盈亏比": "2.17"
  },
  "regime_analysis": {
    "summer": {
      "trades": 22,
      "wins": 11,
      "total_pnl": 799021.6427123034,
      "avg_pnl": 36319.16557783198,
      "win_rate": 0.5
    },
    "winter": {
      "trades": 2,
      "wins": 1,
      "total_pnl": -446.6070210670857,
      "avg_pnl": -223.30351053354286,
      "win_rate": 0.5
    },
    "spring": {
      "trades": 2,
      "wins": 1,
      "total_pnl": 124976.61872221396,
      "avg_pnl": 62488.30936110698,
      "win_rate": 0.5
    }
  },
  "agent_contributions": {
    "trend_hunter": 531931.9576319864
  },
  "target_validation": {
    "年化收益 25-35%": "✗",
    "最大回撤 <12%": "✗",
    "夏普比率 >1.5": "✗"
  }
}