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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": "1,017,079",
- "总收益率": "1.71%",
- "年化收益率": "0.24%",
- "最大回撤": "-13.72%",
- "夏普比率": "-0.50",
- "Sortino比率": "-0.19"
- },
- "trading_stats": {
- "总交易次数": 30,
- "盈利次数": 12,
- "亏损次数": 18,
- "胜率": "40.00%",
- "平均盈利": "30,018.52",
- "平均亏损": "-18,011.47",
- "盈亏比": "1.11"
- },
- "regime_analysis": {
- "summer": {
- "trades": 26,
- "wins": 9,
- "total_pnl": 15986.536271005505,
- "avg_pnl": 614.8667796540578,
- "win_rate": 0.34615384615384615
- },
- "spring": {
- "trades": 4,
- "wins": 3,
- "total_pnl": 20029.283339062138,
- "avg_pnl": 5007.3208347655345,
- "win_rate": 0.75
- }
- },
- "agent_contributions": {
- "trend_hunter": -13890.587999331026
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
