{
  "code": "600809",
  "timestamp": "20261022_101625",
  "timezone": "Asia/Shanghai",
  "strategy": "gp_swing_mom_ma20slope_s5_sp000_h20_cus_v1",
  "strategy_version": "1.3.1-slope-s5-sp0.0-h20-custrict",
  "params": {
    "strategy_version": "1.3.1-slope-s5-sp0.0-h20-custrict",
    "entry_mode": "ma20slope",
    "base": "gp_policy_v1_3@1.3.0",
    "touch_n": 5,
    "touch_tol": 0.03,
    "classic_mode": "strict",
    "slope_n": 5,
    "slope_min_pct": 0.0,
    "max_hold": 20,
    "allow_add": false,
    "risk_pct": 0.015,
    "name_cap": 0.15,
    "extend_block_pct": 0.12,
    "scale_profit": 0.2,
    "vol_mult": 1.2,
    "role": "bakeoff"
  },
  "config": {
    "initial_cash": 5000000,
    "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": "2026-10-22",
    "n_bars": 1647,
    "note": "bakeoff promote gp_swing_mom_ma20slope_s5_sp000_h20_cus_v1"
  },
  "metrics": {
    "initial_cash": 5000000,
    "final_equity": 6285677.877136801,
    "total_return": 0.2571355754273603,
    "total_return_pct": 25.713557542736034,
    "annualized_return": 0.035655331077809826,
    "annualized_return_pct": 3.5655331077809826,
    "sharpe": 1.3109883319011455,
    "sortino": 0.7966437176799701,
    "max_drawdown": -0.020458142638663968,
    "max_drawdown_pct": -2.0458142638663968,
    "dd_peak_date": "2020-11-16",
    "dd_trough_date": "2020-11-30",
    "dd_recovery_date": "2020-12-11",
    "win_rate": 0.7,
    "win_rate_pct": 70.0,
    "payoff_ratio": 1.6912115230616085,
    "profit_factor": 3.9461602204770867,
    "n_round_trips": 10,
    "turnover_annual": 0.45278744773765095,
    "avg_hold_days": 18.8,
    "exposure": 0.09957498482088646,
    "exposure_pct": 9.957498482088646,
    "n_bars": 1647,
    "start_date": "2020-01-02",
    "end_date": "2026-10-22"
  }
}