{
  "metrics": {
    "initial_cash": 5000000,
    "final_equity": 4974709.3168927,
    "total_return": -0.00505813662145993,
    "total_return_pct": -0.505813662145993,
    "annualized_return": -0.0007774730332261726,
    "annualized_return_pct": -0.07774730332261726,
    "sharpe": -0.07163055218930993,
    "sortino": -0.018539826532497923,
    "max_drawdown": -0.0201238184170609,
    "max_drawdown_pct": -2.01238184170609,
    "dd_peak_date": "2020-07-06",
    "dd_trough_date": "2020-07-16",
    "dd_recovery_date": null,
    "win_rate": 0.5,
    "win_rate_pct": 50.0,
    "payoff_ratio": 0.5381476688885034,
    "profit_factor": 0.5381476688885034,
    "n_round_trips": 2,
    "turnover_annual": 0.09086221021898767,
    "avg_hold_days": 32.5,
    "exposure": 0.026155717761557177,
    "exposure_pct": 2.6155717761557176,
    "n_bars": 1644,
    "start_date": "2020-01-02",
    "end_date": "2026-10-19"
  },
  "name": "格力电器",
  "strategy": "gp_policy_v1_3"
}