| 123456789101112131415161718192021222324252627282930313233343536373839404142434445 |
- {
- "summary": {
- "测试区间": "2018-01-02 to 2024-12-31",
- "初始资金": "1,000,000",
- "最终资金": "1,004,784",
- "总收益率": "0.48%",
- "年化收益率": "0.07%",
- "最大回撤": "-15.07%",
- "夏普比率": "-0.55",
- "Sortino比率": "-0.21"
- },
- "trading_stats": {
- "总交易次数": 43,
- "盈利次数": 11,
- "亏损次数": 32,
- "胜率": "25.58%",
- "平均盈利": "30,730.86",
- "平均亏损": "-9,586.37",
- "盈亏比": "1.10"
- },
- "regime_analysis": {
- "summer": {
- "trades": 34,
- "wins": 8,
- "total_pnl": 17269.977888032816,
- "avg_pnl": 507.94052611861224,
- "win_rate": 0.23529411764705882
- },
- "spring": {
- "trades": 9,
- "wins": 3,
- "total_pnl": 14005.451523174279,
- "avg_pnl": 1556.1612803526978,
- "win_rate": 0.3333333333333333
- }
- },
- "agent_contributions": {
- "trend_hunter": -25711.650719011013
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
