{
  "config": {
    "strategy": "ATR波动率突破",
    "symbols": [
      "BTCUSDT",
      "ETHUSDT",
      "BNBUSDT",
      "SOLUSDT"
    ],
    "timeframes": [
      "1h",
      "2h",
      "4h",
      "6h"
    ],
    "period": "近半年",
    "initial_capital": 10000.0,
    "warmup_bars": 150,
    "elapsed_seconds": 0.6400730609893799,
    "run_time": "2026-06-13T12:01:08.097745+00:00"
  },
  "results": [
    {
      "币种": "ETHUSDT",
      "时间级别": "1h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 9103.91,
      "总收益%": -8.96,
      "年化收益%": -17.94,
      "夏普比率": -0.17,
      "最大回撤%": -38.98,
      "胜率%": 20.0,
      "盈亏比": 0.91,
      "交易次数": 40,
      "平均盈亏": -12.76,
      "最佳盈亏": 2363.57,
      "最差盈亏": -496.06,
      "耗时s": 0.3
    },
    {
      "币种": "BTCUSDT",
      "时间级别": "1h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 9726.77,
      "总收益%": -2.73,
      "年化收益%": -5.67,
      "夏普比率": 0.01,
      "最大回撤%": -32.4,
      "胜率%": 25.64,
      "盈亏比": 1.02,
      "交易次数": 39,
      "平均盈亏": 2.37,
      "最佳盈亏": 1960.9,
      "最差盈亏": -713.74,
      "耗时s": 0.3
    },
    {
      "币种": "BNBUSDT",
      "时间级别": "1h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 11586.76,
      "总收益%": 15.87,
      "年化收益%": 36.37,
      "夏普比率": 1.09,
      "最大回撤%": -19.14,
      "胜率%": 28.12,
      "盈亏比": 1.51,
      "交易次数": 32,
      "平均盈亏": 58.9,
      "最佳盈亏": 2400.68,
      "最差盈亏": -411.05,
      "耗时s": 0.2
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    {
      "币种": "SOLUSDT",
      "时间级别": "1h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 8240.83,
      "总收益%": -17.59,
      "年化收益%": -33.47,
      "夏普比率": -0.57,
      "最大回撤%": -49.62,
      "胜率%": 23.08,
      "盈亏比": 0.8,
      "交易次数": 39,
      "平均盈亏": -37.47,
      "最佳盈亏": 2837.53,
      "最差盈亏": -814.13,
      "耗时s": 0.3
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    {
      "币种": "ETHUSDT",
      "时间级别": "2h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 12686.34,
      "总收益%": 26.86,
      "年化收益%": 68.25,
      "夏普比率": 1.36,
      "最大回撤%": -21.84,
      "胜率%": 29.41,
      "盈亏比": 1.91,
      "交易次数": 17,
      "平均盈亏": 173.85,
      "最佳盈亏": 2685.48,
      "最差盈亏": -507.73,
      "耗时s": 0.3
    },
    {
      "币种": "BTCUSDT",
      "时间级别": "2h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 14294.36,
      "总收益%": 42.94,
      "年化收益%": 118.42,
      "夏普比率": 2.06,
      "最大回撤%": -17.1,
      "胜率%": 57.14,
      "盈亏比": 3.7,
      "交易次数": 14,
      "平均盈亏": 326.07,
      "最佳盈亏": 2115.62,
      "最差盈亏": -546.69,
      "耗时s": 0.3
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    {
      "币种": "BNBUSDT",
      "时间级别": "2h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 13051.99,
      "总收益%": 30.52,
      "年化收益%": 79.04,
      "夏普比率": 2.05,
      "最大回撤%": -13.6,
      "胜率%": 46.15,
      "盈亏比": 3.62,
      "交易次数": 13,
      "平均盈亏": 246.85,
      "最佳盈亏": 2718.8,
      "最差盈亏": -292.95,
      "耗时s": 0.2
    },
    {
      "币种": "SOLUSDT",
      "时间级别": "2h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 12207.75,
      "总收益%": 22.08,
      "年化收益%": 54.68,
      "夏普比率": 1.22,
      "最大回撤%": -25.2,
      "胜率%": 35.29,
      "盈亏比": 1.75,
      "交易次数": 17,
      "平均盈亏": 150.9,
      "最佳盈亏": 2571.92,
      "最差盈亏": -719.69,
      "耗时s": 0.2
    },
    {
      "币种": "BTCUSDT",
      "时间级别": "4h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 12105.54,
      "总收益%": 21.06,
      "年化收益%": 57.21,
      "夏普比率": 1.41,
      "最大回撤%": -13.55,
      "胜率%": 54.55,
      "盈亏比": 2.38,
      "交易次数": 11,
      "平均盈亏": 195.47,
      "最佳盈亏": 1727.66,
      "最差盈亏": -580.61,
      "耗时s": 0.3
    },
    {
      "币种": "BNBUSDT",
      "时间级别": "4h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 10800.73,
      "总收益%": 8.01,
      "年化收益%": 20.01,
      "夏普比率": 0.64,
      "最大回撤%": -21.48,
      "胜率%": 57.14,
      "盈亏比": 1.95,
      "交易次数": 7,
      "平均盈亏": 127.36,
      "最佳盈亏": 907.82,
      "最差盈亏": -465.17,
      "耗时s": 0.2
    },
    {
      "币种": "ETHUSDT",
      "时间级别": "4h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 20044.4,
      "总收益%": 100.44,
      "年化收益%": 418.79,
      "夏普比率": 2.52,
      "最大回撤%": -21.71,
      "胜率%": 30.0,
      "盈亏比": 3.55,
      "交易次数": 10,
      "平均盈亏": 1013.41,
      "最佳盈亏": 8978.94,
      "最差盈亏": -1167.65,
      "耗时s": 0.2
    },
    {
      "币种": "SOLUSDT",
      "时间级别": "4h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 16846.12,
      "总收益%": 68.46,
      "年化收益%": 243.76,
      "夏普比率": 2.02,
      "最大回撤%": -36.03,
      "胜率%": 22.22,
      "盈亏比": 2.38,
      "交易次数": 9,
      "平均盈亏": 768.98,
      "最佳盈亏": 9654.28,
      "最差盈亏": -1427.23,
      "耗时s": 0.2
    },
    {
      "币种": "BTCUSDT",
      "时间级别": "6h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 14121.75,
      "总收益%": 41.22,
      "年化收益%": 143.58,
      "夏普比率": 2.79,
      "最大回撤%": -11.58,
      "胜率%": 75.0,
      "盈亏比": 6.87,
      "交易次数": 4,
      "平均盈亏": 1015.11,
      "最佳盈亏": 2377.43,
      "最差盈亏": -692.0,
      "耗时s": 0.3
    },
    {
      "币种": "ETHUSDT",
      "时间级别": "6h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 12832.56,
      "总收益%": 28.33,
      "年化收益%": 90.28,
      "夏普比率": 1.61,
      "最大回撤%": -18.93,
      "胜率%": 40.0,
      "盈亏比": 3.54,
      "交易次数": 5,
      "平均盈亏": 561.57,
      "最佳盈亏": 2473.69,
      "最差盈亏": -528.44,
      "耗时s": 0.1
    },
    {
      "币种": "BNBUSDT",
      "时间级别": "6h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 16288.39,
      "总收益%": 62.88,
      "年化收益%": 252.0,
      "夏普比率": 2.08,
      "最大回撤%": -18.31,
      "胜率%": 25.0,
      "盈亏比": 4.45,
      "交易次数": 4,
      "平均盈亏": 1593.04,
      "最佳盈亏": 8218.32,
      "最差盈亏": -1176.64,
      "耗时s": 0.2
    },
    {
      "币种": "SOLUSDT",
      "时间级别": "6h",
      "日期范围": "2025-12-13~2026-06-11",
      "初始资金": 10000.0,
      "最终权益": 14329.33,
      "总收益%": 43.29,
      "年化收益%": 152.92,
      "夏普比率": 2.65,
      "最大回撤%": -13.51,
      "胜率%": 50.0,
      "盈亏比": 6.8,
      "交易次数": 4,
      "平均盈亏": 1054.76,
      "最佳盈亏": 3189.27,
      "最差盈亏": -701.15,
      "耗时s": 0.2
    }
  ]
}