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>
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@@ -196,6 +196,10 @@ export interface BacktestCalibrationRow {
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realized_hit_rate: number;
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}
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export interface BacktestSweepRow extends BacktestBucket {
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min_target_probability: number;
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}
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export interface BacktestReport {
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generated_at: string;
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tickers: number;
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@@ -205,6 +209,8 @@ export interface BacktestReport {
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overall_qualified: BacktestBucket;
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overall_all: BacktestBucket;
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by_direction: Record<string, BacktestBucket>;
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min_target_probability: number;
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sweep: BacktestSweepRow[];
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calibration: BacktestCalibrationRow[];
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note: string;
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}
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