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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": "842,140",
- "总收益率": "-15.79%",
- "年化收益率": "-2.43%",
- "最大回撤": "-15.79%",
- "夏普比率": "-1.98",
- "Sortino比率": "-0.93"
- },
- "trading_stats": {
- "总交易次数": 53,
- "盈利次数": 1,
- "亏损次数": 52,
- "胜率": "1.89%",
- "平均盈利": "26.66",
- "平均亏损": "-2,731.03",
- "盈亏比": "0.00"
- },
- "regime_analysis": {
- "summer": {
- "trades": 24,
- "wins": 1,
- "total_pnl": -112457.50726585924,
- "avg_pnl": -4685.729469410801,
- "win_rate": 0.041666666666666664
- },
- "spring": {
- "trades": 29,
- "wins": 0,
- "total_pnl": -29529.435754459068,
- "avg_pnl": -1018.2564053261748,
- "win_rate": 0.0
- }
- },
- "agent_contributions": {
- "trend_hunter": -67510.62051485083
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
