feat: add five-session post-stop reentry lockdown
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@@ -321,6 +321,9 @@ export function BacktestPanel() {
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<p className="text-[11px] text-gray-500">
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Avg hold {fmtDays(monitorRun.avg_hold_days)} · Best {fmtR(monitorRun.best_trade_r)} / Worst{' '}
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{fmtR(monitorRun.worst_trade_r)} · Avg P&L per trade {fmtMoney(monitorRun.avg_trade_pnl)}
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{monitorRun.reentry_lockdown_sessions ? (
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<> · Re-entry lockdown {monitorRun.reentry_lockdown_sessions} market sessions after initial stop</>
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) : null}
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</p>
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{monitorRun.yearly_returns && monitorRun.yearly_returns.length > 0 && (
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@@ -357,13 +357,20 @@ export interface BacktestPortfolioMonitorRun extends BacktestPortfolioPolicy {
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is_production: boolean;
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entry_variant: string;
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exit_policy: string;
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reentry_lockdown_sessions?: number;
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lookback: string;
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lookback_label: string;
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}
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export interface BacktestPortfolioMonitor {
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production_strategy: string;
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strategies: { strategy: string; label: string; description: string; is_production: boolean }[];
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strategies: {
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strategy: string;
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label: string;
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description: string;
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is_production: boolean;
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reentry_lockdown_sessions?: number;
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}[];
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lookbacks: { lookback: string; label: string }[];
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runs: BacktestPortfolioMonitorRun[];
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note?: string;
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@@ -402,6 +409,7 @@ export interface BacktestReport {
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target_model?: 'production_gtl' | 'structural_sr';
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target_model_label?: string;
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is_production_target_model?: boolean;
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production_reentry_lockdown_sessions?: number;
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};
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overall_qualified: BacktestBucket;
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overall_all: BacktestBucket;
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