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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": "1,028,763",
- "总收益率": "2.88%",
- "年化收益率": "0.41%",
- "最大回撤": "-12.73%",
- "夏普比率": "-0.48",
- "Sortino比率": "-0.17"
- },
- "trading_stats": {
- "总交易次数": 29,
- "盈利次数": 12,
- "亏损次数": 17,
- "胜率": "41.38%",
- "平均盈利": "30,018.52",
- "平均亏损": "-18,403.62",
- "盈亏比": "1.15"
- },
- "regime_analysis": {
- "summer": {
- "trades": 24,
- "wins": 9,
- "total_pnl": 28609.203590181387,
- "avg_pnl": 1192.0501495908911,
- "win_rate": 0.375
- },
- "spring": {
- "trades": 5,
- "wins": 3,
- "total_pnl": 18751.520730154716,
- "avg_pnl": 3750.3041460309432,
- "win_rate": 0.6
- }
- },
- "agent_contributions": {
- "trend_hunter": -6419.959087876772
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
