{
  "code": "000568",
  "timestamp": "20261018_075816",
  "timezone": "Asia/Shanghai",
  "strategy": "gp_policy_v1",
  "strategy_version": "1.0.0",
  "params": {
    "strategy_version": "1.0.0",
    "ma_fast": 20,
    "ma_slow": 50,
    "breakout_lookback": 20,
    "vol_mult": 1.5,
    "pullback_tol": 0.02,
    "risk_pct": 0.015,
    "name_cap": 0.12,
    "sector_cap": 0.3,
    "extend_block_pct": 0.08,
    "scale_profit": 0.15,
    "timeframe": "daily"
  },
  "config": {
    "initial_cash": 1000000,
    "commission_rate": 0.0003,
    "stamp_duty_rate": 0.0005,
    "slippage_rate": 0.001,
    "fill": "next_open",
    "lot_size": 100
  },
  "data": {
    "start": "2020-01-02",
    "end": "2026-10-16",
    "n_bars": 1643,
    "note": ""
  },
  "metrics": {
    "initial_cash": 1000000,
    "final_equity": 1091206.4283051004,
    "total_return": 0.0912064283051004,
    "total_return_pct": 9.12064283051004,
    "annualized_return": 0.013485702884178385,
    "annualized_return_pct": 1.3485702884178385,
    "sharpe": 0.6533667778364861,
    "sortino": 0.3732881060526267,
    "max_drawdown": -0.0211597412086707,
    "max_drawdown_pct": -2.11597412086707,
    "dd_peak_date": "2022-06-30",
    "dd_trough_date": "2022-10-11",
    "dd_recovery_date": "2023-01-09",
    "win_rate": 0.6190476190476191,
    "win_rate_pct": 61.904761904761905,
    "payoff_ratio": 0.9612454635625898,
    "profit_factor": 1.5620238782892082,
    "n_round_trips": 21,
    "turnover_annual": 0.6454506591284654,
    "avg_hold_days": 13.952380952380953,
    "exposure": 0.14911746804625683,
    "exposure_pct": 14.911746804625684,
    "n_bars": 1643,
    "start_date": "2020-01-02",
    "end_date": "2026-10-16"
  }
}