{
  "metrics": {
    "initial_cash": 5000000,
    "final_equity": 5537600.137456999,
    "total_return": 0.10752002749139988,
    "total_return_pct": 10.752002749139988,
    "annualized_return": 0.015806171894267473,
    "annualized_return_pct": 1.5806171894267473,
    "sharpe": 0.635710764513978,
    "sortino": 0.2847863713691505,
    "max_drawdown": -0.04616625408384878,
    "max_drawdown_pct": -4.616625408384878,
    "dd_peak_date": "2020-11-23",
    "dd_trough_date": "2020-12-14",
    "dd_recovery_date": null,
    "win_rate": 0.6666666666666666,
    "win_rate_pct": 66.66666666666666,
    "payoff_ratio": 1.9387923885591973,
    "profit_factor": 3.8775847771183947,
    "n_round_trips": 6,
    "turnover_annual": 0.2786026511419676,
    "avg_hold_days": 23.0,
    "exposure": 0.07612667478684532,
    "exposure_pct": 7.612667478684532,
    "n_bars": 1642,
    "start_date": "2020-01-02",
    "end_date": "2026-10-19"
  },
  "name": "海尔智家",
  "strategy": "gp_policy_v1_3"
}