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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": "1,021,882",
- "总收益率": "2.19%",
- "年化收益率": "0.31%",
- "最大回撤": "-12.24%",
- "夏普比率": "-0.59",
- "Sortino比率": "-0.28"
- },
- "trading_stats": {
- "总交易次数": 65,
- "盈利次数": 12,
- "亏损次数": 53,
- "胜率": "18.46%",
- "平均盈利": "17,677.16",
- "平均亏损": "-2,974.76",
- "盈亏比": "1.35"
- },
- "regime_analysis": {
- "summer": {
- "trades": 45,
- "wins": 11,
- "total_pnl": 61849.35725472897,
- "avg_pnl": 1374.4301612161994,
- "win_rate": 0.24444444444444444
- },
- "spring": {
- "trades": 20,
- "wins": 1,
- "total_pnl": -7385.641413120147,
- "avg_pnl": -369.28207065600736,
- "win_rate": 0.05
- }
- },
- "agent_contributions": {
- "trend_hunter": 14681.27110959845
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
