backtest: add min target-probability sweep

Re-applies the activation gate at several min_target_probability thresholds (60→30, other conditions fixed) over the already-replayed candidates, so the trade-off between how many setups qualify and their expectancy is visible in one table — the cheap "optimize" half of Phase 2. Candidates now carry meets_core + best_prob so the sweep needs no re-replay. New sweep table in BacktestPanel with the current threshold starred. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-16 06:13:30 +02:00
parent 9d2e1e74bf
commit 050abc6f71
4 changed files with 81 additions and 3 deletions
@@ -158,6 +158,53 @@ export function BacktestPanel() {
              </table>
            </div>

+            {report.sweep && report.sweep.length > 0 && (
+              <div>
+                <p className="mb-2 text-xs font-medium uppercase tracking-widest text-gray-500">
+                  Min target-probability sweep
+                </p>
+                <p className="mb-2 text-[11px] text-gray-500">
+                  How many setups qualify — and how they perform — at each gate threshold (other
+                  gate conditions held fixed). Lower = more trades, watch that expectancy holds.
+                  Your current setting is highlighted; set it in Admin → Settings → Activation.
+                </p>
+                <div className="glass overflow-x-auto">
+                  <table className="w-full text-sm">
+                    <thead>
+                      <tr className="border-b border-white/[0.06] text-left text-xs uppercase tracking-wider text-gray-500">
+                        <th className="px-4 py-2.5">Min Target Prob</th>
+                        <th className="px-4 py-2.5 text-right">Qualified</th>
+                        <th className="px-4 py-2.5 text-right">Wins</th>
+                        <th className="px-4 py-2.5 text-right">Losses</th>
+                        <th className="px-4 py-2.5 text-right">Hit Rate</th>
+                        <th className="px-4 py-2.5 text-right">Avg R</th>
+                        <th className="px-4 py-2.5 text-right">Total R</th>
+                      </tr>
+                    </thead>
+                    <tbody>
+                      {report.sweep.map((row) => {
+                        const current = Math.abs(row.min_target_probability - report.min_target_probability) < 0.5;
+                        return (
+                          <tr key={row.min_target_probability} className={`border-b border-white/[0.04] ${current ? 'bg-blue-400/10' : ''}`}>
+                            <td className="num px-4 py-2.5 text-gray-200">
+                              {current && <span className="mr-1 text-blue-300">★</span>}
+                              {row.min_target_probability}%
+                            </td>
+                            <td className="num px-4 py-2.5 text-right text-gray-200">{row.total}</td>
+                            <td className="num px-4 py-2.5 text-right text-emerald-400">{row.wins}</td>
+                            <td className="num px-4 py-2.5 text-right text-red-400">{row.losses}</td>
+                            <td className="num px-4 py-2.5 text-right text-gray-200">{fmtPct(row.hit_rate)}</td>
+                            <td className={`num px-4 py-2.5 text-right font-semibold ${rColor(row.avg_r)}`}>{fmtR(row.avg_r)}</td>
+                            <td className={`num px-4 py-2.5 text-right ${rColor(row.total_r)}`}>{fmtR(row.total_r)}</td>
+                          </tr>
+                        );
+                      })}
+                    </tbody>
+                  </table>
+                </div>
+              </div>
+            )}
+
            <div>
              <p className="mb-2 text-xs font-medium uppercase tracking-widest text-gray-500">
                Probability calibration