{
  "code": "603919",
  "timestamp": "20261018_075727",
  "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": 1640,
    "note": ""
  },
  "metrics": {
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    "final_equity": 1095699.0827414,
    "total_return": 0.09569908274139993,
    "total_return_pct": 9.569908274139994,
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    "sharpe": 0.5810235772017164,
    "sortino": 0.28174294473326167,
    "max_drawdown": -0.04301906339869199,
    "max_drawdown_pct": -4.301906339869199,
    "dd_peak_date": "2020-11-12",
    "dd_trough_date": "2021-04-09",
    "dd_recovery_date": null,
    "win_rate": 0.5555555555555556,
    "win_rate_pct": 55.55555555555556,
    "payoff_ratio": 1.4994984811278926,
    "profit_factor": 1.874373101409866,
    "n_round_trips": 9,
    "turnover_annual": 0.2744706380056991,
    "avg_hold_days": 11.666666666666666,
    "exposure": 0.07195121951219512,
    "exposure_pct": 7.1951219512195115,
    "n_bars": 1640,
    "start_date": "2020-01-02",
    "end_date": "2026-10-16"
  }
}