{
 "上线基线 (flip4+冷却30)": {
  "final_eq": 6444.48,
  "ret_pct": -35.56,
  "n": 302,
  "win_rate": 0.613,
  "pf": 0.95,
  "fees": 1697.91,
  "max_dd_pct": 35.56,
  "liq_n": 0,
  "reasons": {
   "SL": 88,
   "PARTIAL": 87,
   "BE": 62,
   "signal-flip": 42,
   "TP": 22,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    130,
    -942.5
   ],
   "15-19x": [
    88,
    -535.1
   ],
   "20-24x": [
    48,
    -104.2
   ],
   "25-28x": [
    36,
    -276.0
   ]
  }
 },
 "趋势门 |mom|≥0.20": {
  "final_eq": 6722.54,
  "ret_pct": -32.77,
  "n": 248,
  "win_rate": 0.617,
  "pf": 0.9,
  "fees": 1489.12,
  "max_dd_pct": 32.77,
  "liq_n": 0,
  "reasons": {
   "SL": 77,
   "PARTIAL": 73,
   "BE": 50,
   "signal-flip": 26,
   "TP": 21,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    85,
    -672.1
   ],
   "15-19x": [
    91,
    -134.0
   ],
   "20-24x": [
    46,
    -605.0
   ],
   "25-28x": [
    26,
    -377.9
   ]
  }
 },
 "趋势门 |mom|≥0.35": {
  "final_eq": 6845.09,
  "ret_pct": -31.55,
  "n": 232,
  "win_rate": 0.603,
  "pf": 0.91,
  "fees": 1436.19,
  "max_dd_pct": 31.55,
  "liq_n": 0,
  "reasons": {
   "SL": 82,
   "PARTIAL": 68,
   "BE": 44,
   "signal-flip": 15,
   "TP": 22,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    90,
    -686.5
   ],
   "15-19x": [
    60,
    -265.7
   ],
   "20-24x": [
    49,
    -393.2
   ],
   "25-28x": [
    33,
    -373.4
   ]
  }
 },
 "趋势门 |mom|≥0.50": {
  "final_eq": 7187.24,
  "ret_pct": -28.13,
  "n": 205,
  "win_rate": 0.605,
  "pf": 0.9,
  "fees": 1264.53,
  "max_dd_pct": 28.13,
  "liq_n": 0,
  "reasons": {
   "SL": 71,
   "PARTIAL": 60,
   "BE": 36,
   "TP": 22,
   "signal-flip": 15,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    83,
    -695.1
   ],
   "15-19x": [
    60,
    28.4
   ],
   "20-24x": [
    41,
    -594.1
   ],
   "25-28x": [
    21,
    -287.8
   ]
  }
 },
 "趋势门0.35+固定10x": {
  "final_eq": 7984.86,
  "ret_pct": -20.15,
  "n": 232,
  "win_rate": 0.603,
  "pf": 0.87,
  "fees": 883.85,
  "max_dd_pct": 20.15,
  "liq_n": 0,
  "reasons": {
   "SL": 82,
   "PARTIAL": 68,
   "BE": 44,
   "signal-flip": 15,
   "TP": 22,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    232,
    -1131.4
   ]
  }
 },
 "趋势门0.35+门槛1.3": {
  "final_eq": 6846.6,
  "ret_pct": -31.53,
  "n": 238,
  "win_rate": 0.622,
  "pf": 0.98,
  "fees": 1547.98,
  "max_dd_pct": 31.53,
  "liq_n": 0,
  "reasons": {
   "SL": 80,
   "PARTIAL": 72,
   "TP": 22,
   "BE": 48,
   "signal-flip": 15,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    62,
    -559.0
   ],
   "15-19x": [
    81,
    -266.7
   ],
   "20-24x": [
    59,
    -326.4
   ],
   "25-28x": [
    36,
    -453.6
   ]
  }
 }
}