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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": "1,050,720",
- "总收益率": "5.07%",
- "年化收益率": "0.71%",
- "最大回撤": "-10.13%",
- "夏普比率": "-0.50",
- "Sortino比率": "-0.19"
- },
- "trading_stats": {
- "总交易次数": 22,
- "盈利次数": 12,
- "亏损次数": 10,
- "胜率": "54.55%",
- "平均盈利": "21,935.79",
- "平均亏损": "-20,126.15",
- "盈亏比": "1.31"
- },
- "regime_analysis": {
- "summer": {
- "trades": 19,
- "wins": 10,
- "total_pnl": 44563.01808397376,
- "avg_pnl": 2345.4220044196713,
- "win_rate": 0.5263157894736842
- },
- "spring": {
- "trades": 3,
- "wins": 2,
- "total_pnl": 17405.007802057997,
- "avg_pnl": 5801.669267352666,
- "win_rate": 0.6666666666666666
- }
- },
- "agent_contributions": {
- "trend_hunter": 27079.006096869358
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✓",
- "夏普比率 >1.5": "✗"
- }
- }
|
