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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": "796,820",
- "总收益率": "-20.32%",
- "年化收益率": "-3.19%",
- "最大回撤": "-20.32%",
- "夏普比率": "-2.48",
- "Sortino比率": "-1.45"
- },
- "trading_stats": {
- "总交易次数": 188,
- "盈利次数": 1,
- "亏损次数": 187,
- "胜率": "0.53%",
- "平均盈利": "21.24",
- "平均亏损": "-977.19",
- "盈亏比": "0.00"
- },
- "regime_analysis": {
- "summer": {
- "trades": 132,
- "wins": 1,
- "total_pnl": -146916.24253941167,
- "avg_pnl": -1113.0018374197855,
- "win_rate": 0.007575757575757576
- },
- "spring": {
- "trades": 56,
- "wins": 0,
- "total_pnl": -35796.31697591236,
- "avg_pnl": -639.219945998435,
- "win_rate": 0.0
- }
- },
- "agent_contributions": {
- "trend_hunter": -80245.98761157748
- },
- "target_validation": {
- "年化收益 25-35%": "✗",
- "最大回撤 <12%": "✗",
- "夏普比率 >1.5": "✗"
- }
- }
|
