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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": "697,836",
- "总收益率": "-30.22%",
- "年化收益率": "-5.01%",
- "最大回撤": "-88.49%",
- "夏普比率": "-0.12",
- "Sortino比率": "-0.16"
- },
- "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": "30,533.33",
- "平均亏损": "-44,430.96",
- "盈亏比": "0.65"
- },
- "regime_analysis": {
- "summer": {
- "trades": 31,
- "wins": 13,
- "total_pnl": -388894.64748520823,
- "avg_pnl": -12544.988628555104,
- "win_rate": 0.41935483870967744
- },
- "spring": {
- "trades": 4,
- "wins": 4,
- "total_pnl": 108204.06165777572,
- "avg_pnl": 27051.01541444393,
- "win_rate": 1.0
- }
- },
- "agent_contributions": {
- "trend_hunter": -251152.90752974764
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
