{
  "metrics": {
    "initial_cash": 5000000,
    "final_equity": 5234066.050657399,
    "total_return": 0.046813210131479766,
    "total_return_pct": 4.6813210131479766,
    "annualized_return": 0.0070417980702499605,
    "annualized_return_pct": 0.704179807024996,
    "sharpe": 0.3759369743428172,
    "sortino": 0.17780904020389146,
    "max_drawdown": -0.0247699986745894,
    "max_drawdown_pct": -2.47699986745894,
    "dd_peak_date": "2020-11-19",
    "dd_trough_date": "2020-12-10",
    "dd_recovery_date": null,
    "win_rate": 0.8,
    "win_rate_pct": 80.0,
    "payoff_ratio": 0.5196185064592458,
    "profit_factor": 2.078474025836983,
    "n_round_trips": 5,
    "turnover_annual": 0.231869042193163,
    "avg_hold_days": 30.4,
    "exposure": 0.07603406326034064,
    "exposure_pct": 7.603406326034063,
    "n_bars": 1644,
    "start_date": "2020-01-02",
    "end_date": "2026-10-19"
  },
  "name": "美的集团",
  "strategy": "gp_policy_v1_3"
}