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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": "1,033,991",
- "总收益率": "3.40%",
- "年化收益率": "0.48%",
- "最大回撤": "-11.20%",
- "夏普比率": "-0.58",
- "Sortino比率": "-0.22"
- },
- "trading_stats": {
- "总交易次数": 18,
- "盈利次数": 11,
- "亏损次数": 7,
- "胜率": "61.11%",
- "平均盈利": "18,282.23",
- "平均亏损": "-22,596.87",
- "盈亏比": "1.27"
- },
- "regime_analysis": {
- "summer": {
- "trades": 18,
- "wins": 11,
- "total_pnl": 42926.477181812355,
- "avg_pnl": 2384.804287878464,
- "win_rate": 0.6111111111111112
- }
- },
- "agent_contributions": {
- "trend_hunter": 2476.3693463370473
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✓",
- "夏普比率 >1.5": "✗"
- }
- }
|
