{
  "portfolios": [
    {
      "name": "SOL双均线策略（负面案例）",
      "code": "crypto_sol_dual_ma",
      "description": "经典50/200日双均线金叉死叉策略。由于加密币高波动性，均线严重滞后，预期表现不佳，作为负面案例研究",
      "strategy_definition": {
        "trade_strategy": {
          "indicators": [
            {
              "id": "ma_short",
              "type": "SMA",
              "params": {
                "period": 50,
                "column": "Close"
              }
            },
            {
              "id": "ma_long",
              "type": "SMA",
              "params": {
                "period": 200,
                "column": "Close"
              }
            }
          ],
          "signals": [
            {
              "id": "golden_cross",
              "type": "CrossAbove",
              "inputs": [{ "ref": "ma_short" }, { "ref": "ma_long" }]
            },
            {
              "id": "death_cross",
              "type": "CrossBelow",
              "inputs": [{ "ref": "ma_short" }, { "ref": "ma_long" }]
            }
          ],
          "outputs": {
            "buy_signal": "golden_cross",
            "sell_signal": "death_cross",
            "indicators": [
              { "id": "ma_short", "output_name": "ma50" },
              { "id": "ma_long", "output_name": "ma200" },
              { "id": "golden_cross", "output_name": "buy_cross" },
              { "id": "death_cross", "output_name": "sell_cross" }
            ]
          }
        },
        "capital_strategy": {
          "name": "PercentCapitalStrategy",
          "params": {
            "initial_capital": 100000,
            "percents": 95
          }
        }
      },
      "symbols": [{ "symbol": "SOL", "name": "Solana" }],
      "start_date": "2020-01-01",
      "currency": "USD",
      "market": "Crypto",
      "commission": 0.001,
      "update_time": "04:00"
    }
  ]
}