diff --git a/evolution/b_group_miner.py b/evolution/b_group_miner.py
index 12527caa..803aa325 100644
--- a/evolution/b_group_miner.py
+++ b/evolution/b_group_miner.py
@@ -100,6 +100,7 @@ def _simulate_verify(market, regime, panel, cond, tp=20, sl=10, maxh=40):
         return None
     sub = sub.sort_values(["code", "date"])
     trades = []
+    trade_details = []
     for code, g in sub.groupby("code"):
         g = g.sort_values("date")
         idxs = list(g.index)
@@ -121,10 +122,15 @@ def _simulate_verify(market, regime, panel, cond, tp=20, sl=10, maxh=40):
             if res is None:
                 res = (fut.iloc[-1]["close"] / ep - 1) * 100
             trades.append(res)
+            trade_details.append({"entry_date": str(g.loc[i, "date"]), "pnl_pct": round(res, 2),
+                                  "code": str(code)})
     if not trades:
         return None
     wins = [x for x in trades if x > 0]
-    return len(trades), len(wins) / len(trades) * 100, sum(trades) / len(trades)
+    if not trades:
+        return None
+    return {"n": len(trades), "win_rate": len(wins) / len(trades) * 100,
+            "avg_pnl": sum(trades) / len(trades), "trades": trade_details}
 
 
 def to_entry(cond_dict):
@@ -155,11 +161,12 @@ def mine(market="a", regimes=None):
                 passed_params = []
                 for tp, sl, mh in [(20, 10, 40), (25, 10, 45), (30, 12, 50), (15, 8, 35)]:
                     r = _simulate_verify(market, rg, panel, c, tp, sl, mh)
-                    if r and r[1] >= 50 and r[2] > 0:
-                        passed_params.append((tp, sl, mh, *r))
+                    if r and r["win_rate"] >= 50 and r["avg_pnl"] > 0:
+                        passed_params.append((tp, sl, mh, r))
                 if passed_params:
-                    best = max(passed_params, key=lambda x: x[5])  # (tp,sl,mh,tn,twr,tavg) -> tavg=index5
-                    tp, sl, mh, tn, twr, tavg = best
+                    best = max(passed_params, key=lambda x: x[3]["avg_pnl"])
+                    tp, sl, mh, rd = best
+                    tn, twr, tavg = rd["n"], rd["win_rate"], rd["avg_pnl"]
                     if twr >= 50 and tavg > 0:
                         cand = {
                             "regime": rg, "market": market, "group": "B", "status": "verified",
@@ -167,6 +174,7 @@ def mine(market="a", regimes=None):
                             "avg60": avg, "excess_pp": extra,
                             "sim_trades": tn, "sim_win_rate": round(twr, 1), "sim_avg_pnl": round(tavg, 2),
                             "sim_tp": tp, "sim_sl": sl, "sim_maxh": mh,
+                            "trades": rd.get("trades", []),
                             "hypothesis": f"[{rg}] 由果及因{nf}因子: {list(cond.keys())} → 大涨率{rate}%(基线+{extra}pp)",
                         }
                         out["candidates"].append(cand)