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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": "1,021,991",
- "总收益率": "2.20%",
- "年化收益率": "0.31%",
- "最大回撤": "-12.59%",
- "夏普比率": "-0.59",
- "Sortino比率": "-0.25"
- },
- "trading_stats": {
- "总交易次数": 43,
- "盈利次数": 12,
- "亏损次数": 31,
- "胜率": "27.91%",
- "平均盈利": "21,935.79",
- "平均亏损": "-7,110.20",
- "盈亏比": "1.19"
- },
- "regime_analysis": {
- "summer": {
- "trades": 36,
- "wins": 10,
- "total_pnl": 28527.28827966652,
- "avg_pnl": 792.4246744351811,
- "win_rate": 0.2777777777777778
- },
- "spring": {
- "trades": 7,
- "wins": 2,
- "total_pnl": 14285.99101920297,
- "avg_pnl": 2040.8558598861384,
- "win_rate": 0.2857142857142857
- }
- },
- "agent_contributions": {
- "trend_hunter": 12327.107768578378
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
