{
  "code": "000858",
  "timestamp": "20261018_080301",
  "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": 5549077.249195002,
    "total_return": 0.10981544983900049,
    "total_return_pct": 10.981544983900049,
    "annualized_return": 0.01611929306879345,
    "annualized_return_pct": 1.611929306879345,
    "sharpe": 0.7963042541546715,
    "sortino": 0.36562189057322136,
    "max_drawdown": -0.026242732376754785,
    "max_drawdown_pct": -2.6242732376754785,
    "dd_peak_date": "2021-01-07",
    "dd_trough_date": "2021-01-15",
    "dd_recovery_date": null,
    "win_rate": 0.7142857142857143,
    "win_rate_pct": 71.42857142857143,
    "payoff_ratio": 0.9941497452942686,
    "profit_factor": 2.4853743632356715,
    "n_round_trips": 7,
    "turnover_annual": 0.32295140570428976,
    "avg_hold_days": 27.714285714285715,
    "exposure": 0.09920876445526476,
    "exposure_pct": 9.920876445526476,
    "n_bars": 1643,
    "start_date": "2020-01-02",
    "end_date": "2026-10-16"
  }
}