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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": "862,472",
- "总收益率": "-13.75%",
- "年化收益率": "-2.09%",
- "最大回撤": "-13.75%",
- "夏普比率": "-1.56",
- "Sortino比率": "-0.45"
- },
- "trading_stats": {
- "总交易次数": 8,
- "盈利次数": 0,
- "亏损次数": 8,
- "胜率": "0.00%",
- "平均盈利": "0.00",
- "平均亏损": "-16,516.41",
- "盈亏比": "0.00"
- },
- "regime_analysis": {
- "summer": {
- "trades": 5,
- "wins": 0,
- "total_pnl": -128202.02848172025,
- "avg_pnl": -25640.40569634405,
- "win_rate": 0.0
- },
- "spring": {
- "trades": 3,
- "wins": 0,
- "total_pnl": -3929.222968354392,
- "avg_pnl": -1309.740989451464,
- "win_rate": 0.0
- }
- },
- "agent_contributions": {
- "simple_trend": -77656.84573030406
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
