{
  "code": "600600",
  "timestamp": "20261018_075811",
  "timezone": "Asia/Shanghai",
  "strategy": "gp_policy_v1",
  "strategy_version": "1.0.0",
  "params": {
    "strategy_version": "1.0.0",
    "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": {
    "initial_cash": 1000000,
    "final_equity": 1074380.4432145008,
    "total_return": 0.07438044321450077,
    "total_return_pct": 7.438044321450077,
    "annualized_return": 0.011071516106847978,
    "annualized_return_pct": 1.1071516106847978,
    "sharpe": 0.5994295303589803,
    "sortino": 0.34852464266021793,
    "max_drawdown": -0.028660635651772903,
    "max_drawdown_pct": -2.8660635651772903,
    "dd_peak_date": "2020-08-28",
    "dd_trough_date": "2020-10-30",
    "dd_recovery_date": "2020-12-07",
    "win_rate": 0.6,
    "win_rate_pct": 60.0,
    "payoff_ratio": 1.033717906761694,
    "profit_factor": 1.5505768601425411,
    "n_round_trips": 15,
    "turnover_annual": 0.5008378299042997,
    "avg_hold_days": 17.4,
    "exposure": 0.13329275715155203,
    "exposure_pct": 13.329275715155203,
    "n_bars": 1643,
    "start_date": "2020-01-02",
    "end_date": "2026-10-16"
  }
}