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- {
- "summary": {
- "测试区间": "2018-01-01 to 2024-12-31",
- "初始资金": "1,000,000",
- "最终资金": "1,906,916",
- "总收益率": "90.69%",
- "年化收益率": "9.66%",
- "最大回撤": "-66.54%",
- "夏普比率": "0.29",
- "Sortino比率": "0.39"
- },
- "trading_stats": {
- "总交易次数": 26,
- "盈利次数": 13,
- "亏损次数": 13,
- "胜率": "50.00%",
- "平均盈利": "131,784.67",
- "平均亏损": "-60,742.23",
- "盈亏比": "2.17"
- },
- "regime_analysis": {
- "summer": {
- "trades": 22,
- "wins": 11,
- "total_pnl": 799021.6427123034,
- "avg_pnl": 36319.16557783198,
- "win_rate": 0.5
- },
- "winter": {
- "trades": 2,
- "wins": 1,
- "total_pnl": -446.6070210670857,
- "avg_pnl": -223.30351053354286,
- "win_rate": 0.5
- },
- "spring": {
- "trades": 2,
- "wins": 1,
- "total_pnl": 124976.61872221396,
- "avg_pnl": 62488.30936110698,
- "win_rate": 0.5
- }
- },
- "agent_contributions": {
- "trend_hunter": 531931.9576319864
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
