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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": "1,009,177",
- "总收益率": "0.92%",
- "年化收益率": "0.13%",
- "最大回撤": "-16.08%",
- "夏普比率": "-0.24",
- "Sortino比率": "-0.23"
- },
- "trading_stats": {
- "总交易次数": 109,
- "盈利次数": 54,
- "亏损次数": 55,
- "胜率": "49.54%",
- "平均盈利": "20,104.77",
- "平均亏损": "-18,591.83",
- "盈亏比": "1.06"
- },
- "regime_analysis": {
- "summer": {
- "trades": 96,
- "wins": 47,
- "total_pnl": -124533.10634284014,
- "avg_pnl": -1297.2198577379181,
- "win_rate": 0.4895833333333333
- },
- "spring": {
- "trades": 13,
- "wins": 7,
- "total_pnl": 187640.1102300182,
- "avg_pnl": 14433.854633078325,
- "win_rate": 0.5384615384615384
- }
- },
- "agent_contributions": {
- "trend_hunter": -19485.180598743747
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
