| 12345678910111213141516171819202122232425262728 |
- {
- "summary": {
- "测试区间": "2018-01-02 to 2024-12-31",
- "初始资金": "1,000,000",
- "最终资金": "1,000,000",
- "总收益率": "0.00%",
- "年化收益率": "0.00%",
- "最大回撤": "0.00%",
- "夏普比率": "0.00",
- "Sortino比率": "0.00"
- },
- "trading_stats": {
- "总交易次数": 0,
- "盈利次数": 0,
- "亏损次数": 0,
- "胜率": "0.00%",
- "平均盈利": "0.00",
- "平均亏损": "0.00",
- "盈亏比": "inf"
- },
- "regime_analysis": {},
- "agent_contributions": {},
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✓",
- "夏普比率 >1.5": "✗"
- }
- }
|
