{
 "上线基线 (flip4+冷却30)": {
  "final_eq": 8640.45,
  "ret_pct": -13.6,
  "n": 102,
  "win_rate": 0.608,
  "pf": 0.95,
  "fees": 655.36,
  "max_dd_pct": 13.61,
  "liq_n": 0,
  "reasons": {
   "PARTIAL": 30,
   "TP": 7,
   "SL": 26,
   "BE": 22,
   "signal-flip": 16,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    45,
    -221.7
   ],
   "15-19x": [
    31,
    -10.2
   ],
   "20-24x": [
    14,
    -268.1
   ],
   "25-28x": [
    12,
    -202.4
   ]
  }
 },
 "趋势门 |mom|≥0.20": {
  "final_eq": 8732.09,
  "ret_pct": -12.68,
  "n": 86,
  "win_rate": 0.616,
  "pf": 0.79,
  "fees": 543.25,
  "max_dd_pct": 12.68,
  "liq_n": 0,
  "reasons": {
   "SL": 28,
   "signal-flip": 5,
   "PARTIAL": 26,
   "BE": 21,
   "TP": 5,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    39,
    -185.0
   ],
   "15-19x": [
    32,
    -279.4
   ],
   "20-24x": [
    7,
    -179.4
   ],
   "25-28x": [
    8,
    -79.0
   ]
  }
 },
 "趋势门 |mom|≥0.35": {
  "final_eq": 8838.73,
  "ret_pct": -11.61,
  "n": 80,
  "win_rate": 0.637,
  "pf": 0.83,
  "fees": 517.3,
  "max_dd_pct": 11.61,
  "liq_n": 0,
  "reasons": {
   "SL": 24,
   "signal-flip": 5,
   "PARTIAL": 25,
   "BE": 22,
   "TP": 3,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    34,
    -199.0
   ],
   "15-19x": [
    23,
    -104.2
   ],
   "20-24x": [
    15,
    -229.6
   ],
   "25-28x": [
    8,
    -109.4
   ]
  }
 },
 "趋势门 |mom|≥0.50": {
  "final_eq": 9082.57,
  "ret_pct": -9.17,
  "n": 76,
  "win_rate": 0.671,
  "pf": 1.09,
  "fees": 486.75,
  "max_dd_pct": 9.17,
  "liq_n": 0,
  "reasons": {
   "SL": 21,
   "PARTIAL": 25,
   "BE": 20,
   "TP": 5,
   "signal-flip": 4,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    31,
    -135.9
   ],
   "15-19x": [
    27,
    -83.2
   ],
   "20-24x": [
    9,
    2.8
   ],
   "25-28x": [
    9,
    -212.7
   ]
  }
 },
 "趋势门0.35+固定10x": {
  "final_eq": 9309.69,
  "ret_pct": -6.9,
  "n": 80,
  "win_rate": 0.637,
  "pf": 0.88,
  "fees": 316.85,
  "max_dd_pct": 6.9,
  "liq_n": 0,
  "reasons": {
   "SL": 24,
   "signal-flip": 5,
   "PARTIAL": 25,
   "BE": 22,
   "TP": 3,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    80,
    -372.7
   ]
  }
 },
 "趋势门0.35+门槛1.3": {
  "final_eq": 8802.47,
  "ret_pct": -11.98,
  "n": 78,
  "win_rate": 0.641,
  "pf": 0.93,
  "fees": 569.18,
  "max_dd_pct": 11.98,
  "liq_n": 0,
  "reasons": {
   "SL": 22,
   "signal-flip": 7,
   "PARTIAL": 24,
   "BE": 21,
   "TP": 3,
   "EOD": 1
  },
  "by_lev": {
   "10-14x": [
    18,
    -154.8
   ],
   "15-19x": [
    24,
    -183.3
   ],
   "20-24x": [
    19,
    -270.8
   ],
   "25-28x": [
    17,
    -17.3
   ]
  }
 }
}