diff --git a/deploy/profile-scripts/hk_backtest.py b/deploy/profile-scripts/hk_backtest.py
index c874ae07..d86173f1 100644
--- a/deploy/profile-scripts/hk_backtest.py
+++ b/deploy/profile-scripts/hk_backtest.py
@@ -198,10 +198,10 @@ def window_returns(nav_series):
 
 
 def portfolio_metrics(trades, capital=1000000, slots=8):
-    """资金模拟 + 窗口收益（净值曲线）"""
+    """资金模拟 + 完整 summary_stats（复用 strategy_lab.calc_summary，与A股同构）"""
+    import strategy_lab as lab
     nav, stats = portfolio_nav(trades, capital, slots)
     win = window_returns(nav)
-    # 年化（用首末净值）
     cagr = None
     if nav:
         items = sorted(nav.items())
@@ -209,14 +209,23 @@ def portfolio_metrics(trades, capital=1000000, slots=8):
         d1, v1 = items[-1]
         yrs = max((datetime.strptime(d1, "%Y-%m-%d") - datetime.strptime(d0, "%Y-%m-%d")).days / 365.0, 0.5)
         cagr = (((v1 / v0) ** (1 / yrs)) - 1) * 100 if v0 > 0 else None
+    # 完整 summary_stats（复用 A 股 calc_summary——字段结构与A股完全一致）
+    cs = lab.calc_summary(trades, capital)
+    pf = lab.portfolio_sim(trades, capital, max_positions=slots) or {}
+    pff = lab.portfolio_sim_full(trades, capital) or {}
+    summary = dict(cs)
+    summary["sizing_slots"] = slots
+    summary["portfolio"] = pf
+    summary["portfolio_full"] = pff
     return {
+        "summary_stats": summary,
         "cagr": cagr,
         "year1": win.get("year1"),
         "month6": win.get("month6"),
         "month3": win.get("month3"),
         "trades": len(trades),
         "skipped": stats.get("skipped", 0),
-        "win_rate": sum(1 for t in trades if t["profit_pct"] > 0) / len(trades) * 100 if trades else 0,
+        "win_rate": cs.get("win_rate"),
     }
 
 
@@ -261,14 +270,16 @@ def main():
                 trades = [t for t in trades if td_run.get(t["entry_date"], 0) <= args.td_guard]
             print(f"  温区调度({reg})+防守: 保留 {len(trades)} 笔", flush=True)
         m = portfolio_metrics(trades, slots=args.slots)
-        print(f"  交易{m['trades']} 胜率{m['win_rate']:.0f}% 组合年化{m['cagr']}% "
+        ss = m["summary_stats"]
+        print(f"  交易{ss['total_trades']} 胜率{ss['win_rate']}% 组合年化{m['cagr']}% "
               f"近1年{m['year1']:+.1f}% 近6月{m['month6']:+.1f}% 近3月{m['month3']:+.1f}%\n", flush=True)
         all_trades += trades
 
     if all_trades and not args.version:
         print("=== 港股策略组合（全温区）===", flush=True)
         m = portfolio_metrics(all_trades, slots=args.slots)
-        print(f"  组合: 交易{m['trades']} 胜率{m['win_rate']:.0f}% 组合年化{m['cagr']}% "
+        ss = m["summary_stats"]
+        print(f"  组合: 交易{ss['total_trades']} 胜率{ss['win_rate']}% 组合年化{m['cagr']}% "
               f"近1年{m['year1']:+.1f}% 近6月{m['month6']:+.1f}% 近3月{m['month3']:+.1f}%", flush=True)
         ok = (m['cagr'] or 0) > 10 and (m['year1'] or 0) > 10 and (m['month6'] or 0) > 5 and (m['month3'] or 0) > 0
         print(f"  验收: {'✅ 达标' if ok else '❌ 未达标'}（年化>10/近1年>10/近6月>5/近3月>0）", flush=True)