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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": "1,700,605",
- "总收益率": "70.06%",
- "年化收益率": "7.89%",
- "最大回撤": "-22.82%",
- "夏普比率": "0.38",
- "Sortino比率": "0.25"
- },
- "trading_stats": {
- "总交易次数": 22,
- "盈利次数": 10,
- "亏损次数": 12,
- "胜率": "45.45%",
- "平均盈利": "117,147.72",
- "平均亏损": "-37,195.61",
- "盈亏比": "2.62"
- },
- "regime_analysis": {
- "spring": {
- "trades": 5,
- "wins": 4,
- "total_pnl": 728943.7317455526,
- "avg_pnl": 145788.74634911053,
- "win_rate": 0.8
- },
- "summer": {
- "trades": 17,
- "wins": 6,
- "total_pnl": -3813.7691285959445,
- "avg_pnl": -224.33936050564378,
- "win_rate": 0.35294117647058826
- }
- },
- "agent_contributions": {
- "breakout": 552423.9463486265
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
