{
  "code": "605499",
  "timestamp": "20261102_081154",
  "timezone": "Asia/Shanghai",
  "strategy": "gp_policy_v1_3",
  "strategy_version": "1.3.0",
  "params": {
    "strategy_version": "1.3.0",
    "risk_pct": 0.015,
    "name_cap": 0.15,
    "sector_cap": 0.3,
    "extend_block_pct": 0.12,
    "scale_profit": 0.2,
    "vol_mult": 1.2,
    "timeframe": "daily",
    "changelog": "v1.3 exposure: 5-bar touch, MA50 bounce, slower trail, easier breakout"
  },
  "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": "2021-05-27",
    "end": "2026-10-19",
    "n_bars": 1307,
    "note": ""
  },
  "metrics": {
    "initial_cash": 5000000.0,
    "final_equity": 4984597.178091401,
    "total_return": -0.0030805643817197748,
    "total_return_pct": -0.3080564381719775,
    "annualized_return": -0.0005951523901013278,
    "annualized_return_pct": -0.05951523901013278,
    "sharpe": -0.02814431443263278,
    "sortino": -0.010173030729562285,
    "max_drawdown": -0.0343492428062071,
    "max_drawdown_pct": -3.4349242806207103,
    "dd_peak_date": "2022-06-29",
    "dd_trough_date": "2022-08-19",
    "dd_recovery_date": null,
    "win_rate": 0.25,
    "win_rate_pct": 25.0,
    "payoff_ratio": 2.4066165279679272,
    "profit_factor": 0.8022055093226425,
    "n_round_trips": 4,
    "turnover_annual": 0.2325511812020775,
    "avg_hold_days": 17.75,
    "exposure": 0.03978576893649579,
    "exposure_pct": 3.978576893649579,
    "n_bars": 1307,
    "start_date": "2021-05-27",
    "end_date": "2026-10-19"
  }
}