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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": "1,036,916",
- "总收益率": "3.69%",
- "年化收益率": "0.52%",
- "最大回撤": "-15.24%",
- "夏普比率": "-0.42",
- "Sortino比率": "-0.45"
- },
- "trading_stats": {
- "总交易次数": 90,
- "盈利次数": 15,
- "亏损次数": 75,
- "胜率": "16.67%",
- "平均盈利": "27,314.06",
- "平均亏损": "-4,580.14",
- "盈亏比": "1.19"
- },
- "regime_analysis": {
- "summer": {
- "trades": 67,
- "wins": 11,
- "total_pnl": -29481.502120847104,
- "avg_pnl": -440.0224197141359,
- "win_rate": 0.16417910447761194
- },
- "spring": {
- "trades": 23,
- "wins": 4,
- "total_pnl": 95681.94978810054,
- "avg_pnl": 4160.084773395675,
- "win_rate": 0.17391304347826086
- }
- },
- "agent_contributions": {
- "trend_hunter": 10450.356297643844
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
