📊 **v25增强优化器报告** (20260225_091205)

## 最优参数
- 仓位: 100%
- 止损: 5%
- 持仓: 8只
- 调仓频率: 10天

## 因子权重配置
- sharpe_like: 0.20
- price_pos_high: 0.10
- vol_20: 0.10
- low_vol_score: 0.10
- vol_120: 0.10
- downside_vol: 0.10
- max_drawdown_120: 0.10
- price_pos_60: 0.10

## 因子重要性排名 (Top 10)
1. price_pos_high: +30.78%
2. sharpe_like: +14.47%
3. vol_20: +7.58%
4. low_vol_score: +5.54%
5. vol_120: +0.67%
6. downside_vol: -0.86%
7. max_drawdown_120: -1.21%
8. price_pos_60: -13.01%
9. mom_accel: -15.58%
10. ret_120: -17.90%

## 回测结果
📈 2018: +4.3% | 2019: +10.1% | 2020: +24.8% | 2021: +49.3%
📊 平均收益: +22.1%