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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": "975,853",
- "总收益率": "-2.41%",
- "年化收益率": "-0.35%",
- "最大回撤": "-16.19%",
- "夏普比率": "-0.44",
- "Sortino比率": "-0.25"
- },
- "trading_stats": {
- "总交易次数": 102,
- "盈利次数": 19,
- "亏损次数": 83,
- "胜率": "18.63%",
- "平均盈利": "21,610.74",
- "平均亏损": "-4,608.27",
- "盈亏比": "1.07"
- },
- "regime_analysis": {
- "summer": {
- "trades": 73,
- "wins": 17,
- "total_pnl": 269.965678433289,
- "avg_pnl": 3.698159978538205,
- "win_rate": 0.2328767123287671
- },
- "spring": {
- "trades": 29,
- "wins": 2,
- "total_pnl": 27847.5774630803,
- "avg_pnl": 960.2612918303552,
- "win_rate": 0.06896551724137931
- }
- },
- "agent_contributions": {
- "trend_hunter": -6464.894141915987
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
