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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": "1,328,671",
- "总收益率": "32.87%",
- "年化收益率": "4.15%",
- "最大回撤": "-32.18%",
- "夏普比率": "0.08",
- "Sortino比率": "0.07"
- },
- "trading_stats": {
- "总交易次数": 28,
- "盈利次数": 9,
- "亏损次数": 19,
- "胜率": "32.14%",
- "平均盈利": "121,406.89",
- "平均亏损": "-38,821.24",
- "盈亏比": "1.48"
- },
- "regime_analysis": {
- "spring": {
- "trades": 6,
- "wins": 3,
- "total_pnl": 208412.37941681166,
- "avg_pnl": 34735.39656946861,
- "win_rate": 0.5
- },
- "summer": {
- "trades": 20,
- "wins": 6,
- "total_pnl": 157802.95500232113,
- "avg_pnl": 7890.147750116057,
- "win_rate": 0.3
- },
- "winter": {
- "trades": 2,
- "wins": 0,
- "total_pnl": -11156.805815082746,
- "avg_pnl": -5578.402907541373,
- "win_rate": 0.0
- }
- },
- "agent_contributions": {
- "breakout": 282628.68619539746
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
