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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": "1,111,682",
- "总收益率": "11.17%",
- "年化收益率": "1.53%",
- "最大回撤": "-15.71%",
- "夏普比率": "-0.14",
- "Sortino比率": "-0.16"
- },
- "trading_stats": {
- "总交易次数": 76,
- "盈利次数": 39,
- "亏损次数": 37,
- "胜率": "51.32%",
- "平均盈利": "25,878.51",
- "平均亏损": "-23,453.03",
- "盈亏比": "1.16"
- },
- "regime_analysis": {
- "summer": {
- "trades": 56,
- "wins": 28,
- "total_pnl": 53322.266411092845,
- "avg_pnl": 952.1833287695151,
- "win_rate": 0.5
- },
- "spring": {
- "trades": 20,
- "wins": 11,
- "total_pnl": 88177.83833505335,
- "avg_pnl": 4408.891916752667,
- "win_rate": 0.55
- }
- },
- "agent_contributions": {
- "trend_hunter": 68996.57230498402
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
