{
  "code": "603198",
  "timestamp": "20261018_080321",
  "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": 5624245.610296302,
    "total_return": 0.12484912205926024,
    "total_return_pct": 12.484912205926024,
    "annualized_return": 0.01821973098363694,
    "annualized_return_pct": 1.821973098363694,
    "sharpe": 0.4343981510535743,
    "sortino": 0.13152701523094124,
    "max_drawdown": -0.08458800431375835,
    "max_drawdown_pct": -8.458800431375835,
    "dd_peak_date": "2020-11-12",
    "dd_trough_date": "2020-12-03",
    "dd_recovery_date": null,
    "win_rate": 0.6,
    "win_rate_pct": 60.0,
    "payoff_ratio": 1.7313484504271102,
    "profit_factor": 2.5970226756406656,
    "n_round_trips": 5,
    "turnover_annual": 0.24143429883706008,
    "avg_hold_days": 10.4,
    "exposure": 0.04382227632379793,
    "exposure_pct": 4.382227632379793,
    "n_bars": 1643,
    "start_date": "2020-01-02",
    "end_date": "2026-10-16"
  }
}