{
  "code": "000858",
  "timestamp": "20261018_080043",
  "timezone": "Asia/Shanghai",
  "strategy": "gp_policy_v1_1",
  "strategy_version": "1.1.0",
  "params": {
    "strategy_version": "1.1.0",
    "ma_fast": 20,
    "ma_slow": 50,
    "vol_mult": 1.5,
    "pullback_tol": 0.025,
    "risk_pct": 0.015,
    "name_cap": 0.15,
    "sector_cap": 0.3,
    "extend_block_pct": 0.12,
    "scale_profit": 0.2,
    "timeframe": "daily",
    "stop": "ATR14x1.5 clipped [3%,6%]",
    "changelog": "v1.1 loosen entries + ATR stop + lot floor + 2-bar MA50 exit"
  },
  "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": 5315269.8510318,
    "total_return": 0.06305397020635994,
    "total_return_pct": 6.305397020635994,
    "annualized_return": 0.009428309881101216,
    "annualized_return_pct": 0.9428309881101216,
    "sharpe": 0.6509177032588261,
    "sortino": 0.16196815646017385,
    "max_drawdown": -0.0232638775186933,
    "max_drawdown_pct": -2.32638775186933,
    "dd_peak_date": "2020-07-15",
    "dd_trough_date": "2020-07-17",
    "dd_recovery_date": null,
    "win_rate": 1.0,
    "win_rate_pct": 100.0,
    "payoff_ratio": Infinity,
    "profit_factor": Infinity,
    "n_round_trips": 3,
    "turnover_annual": 0.14323290240294054,
    "avg_hold_days": 23.0,
    "exposure": 0.04017041996348144,
    "exposure_pct": 4.017041996348144,
    "n_bars": 1643,
    "start_date": "2020-01-02",
    "end_date": "2026-10-16"
  }
}