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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": "1,226,707",
- "总收益率": "22.67%",
- "年化收益率": "2.96%",
- "最大回撤": "-49.95%",
- "夏普比率": "-0.00",
- "Sortino比率": "-0.00"
- },
- "trading_stats": {
- "总交易次数": 20,
- "盈利次数": 9,
- "亏损次数": 11,
- "胜率": "45.00%",
- "平均盈利": "115,659.14",
- "平均亏损": "-72,483.61",
- "盈亏比": "1.31"
- },
- "regime_analysis": {
- "spring": {
- "trades": 4,
- "wins": 2,
- "total_pnl": 484641.2149965294,
- "avg_pnl": 121160.30374913235,
- "win_rate": 0.5
- },
- "summer": {
- "trades": 16,
- "wins": 7,
- "total_pnl": -241028.68665531662,
- "avg_pnl": -15064.292915957289,
- "win_rate": 0.4375
- }
- },
- "agent_contributions": {
- "breakout": 177955.55964335141
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
