{
  "code": "000568",
  "timestamp": "20261018_080313",
  "timezone": "Asia/Shanghai",
  "strategy": "gp_policy_v1_2",
  "strategy_version": "1.2.0",
  "params": {
    "strategy_version": "1.2.0",
    "risk_pct": 0.015,
    "name_cap": 0.15,
    "sector_cap": 0.3,
    "extend_block_pct": 0.12,
    "scale_profit": 0.2,
    "vol_mult": 1.4,
    "timeframe": "daily",
    "changelog": "v1.2 entry-first: 3-bar MA20 touch, breakout day entry, no vol AND"
  },
  "config": {
    "initial_cash": 5000000.0,
    "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": 5000000.0,
    "final_equity": 6183552.950602403,
    "total_return": 0.23671059012048068,
    "total_return_pct": 23.67105901204807,
    "annualized_return": 0.03314317053355187,
    "annualized_return_pct": 3.314317053355187,
    "sharpe": 0.9239256323754286,
    "sortino": 0.4184378455621847,
    "max_drawdown": -0.06664688346755732,
    "max_drawdown_pct": -6.664688346755732,
    "dd_peak_date": "2021-02-10",
    "dd_trough_date": "2021-02-24",
    "dd_recovery_date": null,
    "win_rate": 0.7777777777777778,
    "win_rate_pct": 77.77777777777779,
    "payoff_ratio": 1.0197859306742778,
    "profit_factor": 3.569250757359972,
    "n_round_trips": 9,
    "turnover_annual": 0.4137982732660874,
    "avg_hold_days": 23.444444444444443,
    "exposure": 0.1162507608034084,
    "exposure_pct": 11.62507608034084,
    "n_bars": 1643,
    "start_date": "2020-01-02",
    "end_date": "2026-10-16"
  }
}