{
  "code": "603919",
  "timestamp": "20261018_080326",
  "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": 1640,
    "note": ""
  },
  "metrics": {
    "initial_cash": 5000000.0,
    "final_equity": 5146513.20049,
    "total_return": 0.029302640097999877,
    "total_return_pct": 2.9302640097999877,
    "annualized_return": 0.004450474547510241,
    "annualized_return_pct": 0.44504745475102414,
    "sharpe": 0.24987895831354412,
    "sortino": 0.0629584989591959,
    "max_drawdown": -0.029598675330165025,
    "max_drawdown_pct": -2.9598675330165025,
    "dd_peak_date": "2020-07-15",
    "dd_trough_date": "2020-07-24",
    "dd_recovery_date": null,
    "win_rate": 0.3333333333333333,
    "win_rate_pct": 33.33333333333333,
    "payoff_ratio": 1.7964513544535654,
    "profit_factor": 0.8982256772267827,
    "n_round_trips": 3,
    "turnover_annual": 0.13997951300458586,
    "avg_hold_days": 15.0,
    "exposure": 0.02378048780487805,
    "exposure_pct": 2.3780487804878048,
    "n_bars": 1640,
    "start_date": "2020-01-02",
    "end_date": "2026-10-16"
  }
}