📊 **v25增强优化器报告** (20260225_111040)

## 最优参数
- 仓位: 100%
- 止损: 5%
- 持仓: 8只
- 调仓频率: 15天

## 因子权重配置
- sharpe_like: 0.15
- vol_120: 0.10
- low_vol_score: 0.10
- downside_vol: 0.10
- max_drawdown_120: 0.10
- profit_mom: 0.10
- vol_20: 0.10
- ret_60: 0.10

## 因子重要性排名 (Top 10)
1. sharpe_like: +4.54%
2. vol_120: +2.87%
3. low_vol_score: +2.87%
4. downside_vol: +1.78%
5. max_drawdown_120: -9.20%
6. profit_mom: -9.79%
7. vol_20: -10.50%
8. ret_60: -11.18%
9. ma_20: -13.75%
10. pe_ttm: -13.91%

## 回测结果
📈 2018: -3.8% | 2019: +5.8% | 2020: +55.7% | 2021: +0.9%
📊 平均收益: +14.7%