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- {
- "summary": {
- "测试区间": "2018-01-02 to 2024-12-31",
- "初始资金": "1,000,000",
- "最终资金": "972,124",
- "总收益率": "-2.79%",
- "年化收益率": "-0.40%",
- "最大回撤": "-17.16%",
- "夏普比率": "-0.53",
- "Sortino比率": "-0.28"
- },
- "trading_stats": {
- "总交易次数": 34,
- "盈利次数": 16,
- "亏损次数": 18,
- "胜率": "47.06%",
- "平均盈利": "21,198.05",
- "平均亏损": "-19,382.60",
- "盈亏比": "0.97"
- },
- "regime_analysis": {
- "summer": {
- "trades": 28,
- "wins": 13,
- "total_pnl": -25599.242589347807,
- "avg_pnl": -914.2586639052788,
- "win_rate": 0.4642857142857143
- },
- "unknown": {
- "trades": 1,
- "wins": 0,
- "total_pnl": -3820.198008064751,
- "avg_pnl": -3820.198008064751,
- "win_rate": 0.0
- },
- "spring": {
- "trades": 5,
- "wins": 3,
- "total_pnl": 19701.48659675061,
- "avg_pnl": 3940.2973193501216,
- "win_rate": 0.6
- }
- },
- "agent_contributions": {
- "trend_hunter": -26030.439725214914
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
