| 123456789101112131415161718192021222324252627282930313233343536373839404142434445 |
- {
- "summary": {
- "测试区间": "2018-01-02 to 2024-12-31",
- "初始资金": "1,000,000",
- "最终资金": "694,502",
- "总收益率": "-30.55%",
- "年化收益率": "-5.08%",
- "最大回撤": "-89.29%",
- "夏普比率": "-0.12",
- "Sortino比率": "-0.15"
- },
- "trading_stats": {
- "总交易次数": 35,
- "盈利次数": 17,
- "亏损次数": 18,
- "胜率": "48.57%",
- "平均盈利": "30,813.01",
- "平均亏损": "-44,868.69",
- "盈亏比": "0.65"
- },
- "regime_analysis": {
- "summer": {
- "trades": 31,
- "wins": 13,
- "total_pnl": -393095.99275909434,
- "avg_pnl": -12680.515895454657,
- "win_rate": 0.41935483870967744
- },
- "spring": {
- "trades": 4,
- "wins": 4,
- "total_pnl": 109280.74236198944,
- "avg_pnl": 27320.18559049736,
- "win_rate": 1.0
- }
- },
- "agent_contributions": {
- "trend_hunter": -253900.0478922734
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
