{
  "code": "000858",
  "timestamp": "20261018_075611",
  "timezone": "Asia/Shanghai",
  "strategy": "gp_policy_v1",
  "strategy_version": "1.0.0",
  "params": {
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    "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": {
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    "final_equity": 1041973.2930582997,
    "total_return": 0.041973293058299666,
    "total_return_pct": 4.1973293058299666,
    "annualized_return": 0.006330128187156614,
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    "sharpe": 0.5684630168460113,
    "sortino": 0.21379450368036024,
    "max_drawdown": -0.028102141134947578,
    "max_drawdown_pct": -2.810214113494758,
    "dd_peak_date": "2021-01-07",
    "dd_trough_date": "2021-04-26",
    "dd_recovery_date": null,
    "win_rate": 0.5,
    "win_rate_pct": 50.0,
    "payoff_ratio": 1.1207203034473805,
    "profit_factor": 1.1207203034473805,
    "n_round_trips": 10,
    "turnover_annual": 0.2874519667466323,
    "avg_hold_days": 11.1,
    "exposure": 0.06329884357881924,
    "exposure_pct": 6.329884357881924,
    "n_bars": 1643,
    "start_date": "2020-01-02",
    "end_date": "2026-10-16"
  }
}