Demote/relabel the setup-outcome check; add exit reason to My Trades
The "tracking/drift" chip compared the live target/stop/expired outcome cohort against the backtest's target/stop bucket (overall_qualified) — a like-for-like pipeline check — but sat directly under the portfolio monitor, which shows the promoted 3x-ATR-trailing book. That juxtaposition (plus "faithfully implementing it" copy) made a plumbing/QA signal read as validation of the ATR-trail strategy you actually trade. It validates neither the trailing-stop book nor real trades. - Move the check out of the monitor block into the "Track-record maintenance" disclosure, relabelled "Setup-outcome pipeline check" with copy that says it checks the setup-grading pipeline (no look-ahead/config/data drift), NOT the ATR-trail production book. The genuine live validation stays My Trades (real paper trades, same ATR-trail exits) up top. - Add a compact "Exit" column to My Trades showing close_reason (Stop/Trail/Target/Time/Manual) — the field was already plumbed to the frontend PaperTrade type, so this is frontend-only. tsc -b && vite build pass. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Claude Opus 4.8
@@ -1,4 +1,6 @@
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import { useMutation, useQueryClient } from '@tanstack/react-query';
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import { usePerformance } from '../../hooks/usePerformance';
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import { useBacktestReport } from '../../hooks/useMarketRegime';
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import { triggerJob, resetTrackRecord } from '../../api/admin';
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import { Button } from '../ui/Button';
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import { Disclosure } from '../ui/Disclosure';
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@@ -6,10 +8,63 @@ import { useToast } from '../ui/Toast';
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import { BacktestPanel } from './BacktestPanel';
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import { MyTradesPanel } from './MyTradesPanel';
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// Need at least this many matured setups before the pipeline check means anything;
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// below it the live sample is too noisy to compare.
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const MIN_MATURED = 20;
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// Live expectancy this far (in R) below the backtest counts as drift, not noise.
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const DRIFT_TOLERANCE_R = 0.2;
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type PipelineStatus = 'building' | 'tracking' | 'drift' | 'no-backtest';
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function fmtR(value: number | null): string {
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if (value === null) return '—';
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return `${value > 0 ? '+' : ''}${value.toFixed(2)}R`;
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}
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function rColor(value: number | null): string {
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if (value === null) return 'text-gray-400';
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if (value > 0) return 'text-emerald-400';
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if (value < 0) return 'text-red-400';
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return 'text-gray-300';
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}
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function StatusChip({ status }: { status: PipelineStatus }) {
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const styles: Record<PipelineStatus, { cls: string; label: string }> = {
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tracking: { cls: 'border-emerald-500/30 bg-emerald-500/15 text-emerald-300', label: '✓ in sync' },
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drift: { cls: 'border-amber-500/30 bg-amber-500/15 text-amber-300', label: '⚠ drift' },
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building: { cls: 'border-white/10 bg-white/[0.05] text-gray-400', label: 'building' },
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'no-backtest': { cls: 'border-white/10 bg-white/[0.05] text-gray-400', label: 'no backtest' },
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};
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const s = styles[status];
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return <span className={`shrink-0 rounded-full border px-2.5 py-1 text-xs font-medium ${s.cls}`}>{s.label}</span>;
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}
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export function TrackRecordPanel() {
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const queryClient = useQueryClient();
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const toast = useToast();
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// Setup-outcome pipeline check: does the live outcome evaluator reproduce the
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// backtest's target/stop grading? Both sides use the SAME target/stop/expired
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// model — this is a plumbing/QA signal (no look-ahead, config or data drift),
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// NOT validation of the ATR-trail production strategy shown in the monitor.
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const { data: perf } = usePerformance({ qualified_only: true });
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const { data: report } = useBacktestReport();
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const liveAvgR = perf?.overall.avg_r ?? null;
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const liveN = perf?.overall.total ?? 0;
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const btAvgR = report?.overall_qualified.avg_r ?? null;
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let status: PipelineStatus = 'building';
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if (liveAvgR != null && liveN >= MIN_MATURED) {
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status = btAvgR == null ? 'no-backtest' : liveAvgR >= btAvgR - DRIFT_TOLERANCE_R ? 'tracking' : 'drift';
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}
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const statusNote: Record<PipelineStatus, string> = {
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building: `Fewer than ~${MIN_MATURED} matured setups so far — too few to compare.`,
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'no-backtest': 'Run the backtest to get a target/stop baseline to check against.',
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tracking:
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"Live setup outcomes are resolving in line with the backtest's target/stop model — the outcome-evaluation pipeline shows no look-ahead, config or data drift. (Checks the setup-grading pipeline, not the ATR-trail production book above.)",
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drift:
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"Live setup outcomes are running materially below the backtest's target/stop model — small-sample noise, a regime shift, or a live/backtest pipeline gap. Worth a look.",
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};
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const evaluateMutation = useMutation({
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mutationFn: () => triggerJob('outcome_evaluator'),
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onSuccess: () => {
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@@ -46,22 +101,42 @@ export function TrackRecordPanel() {
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return (
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<div className="space-y-6">
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{/* Your real, realized results come first; the strategy validation follows. */}
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{/* Your real, realized results come first; the strategy simulation follows. */}
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<MyTradesPanel />
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<div className="border-t border-white/[0.06]" />
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<BacktestPanel />
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<Disclosure summary="Track-record maintenance">
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<div className="space-y-3 pt-1">
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<div className="space-y-4 pt-1">
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<p className="max-w-2xl text-xs text-gray-500">
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The live check replays every setup against the daily bars after detection: target before stop =
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win, stop first = loss (both in one bar counts conservatively as a loss), neither within 30
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trading days = expired at 0R. Only setups whose full window has elapsed count; younger ones are
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still maturing (near stops resolve fast, far targets need time, so early numbers skew negative).
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The evaluator scores <span className="text-gray-300">all</span> setups — qualified or not, so
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unqualified ones stay a control group — and runs nightly. Reset permanently clears all setups and
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their outcomes; live setups regenerate on the next scan.
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unqualified ones stay a control group — and runs nightly.
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</p>
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{/* Diagnostic, not strategy validation: live target/stop outcomes vs the backtest's target/stop model. */}
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<div className="glass-sm space-y-2 p-4">
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<div className="flex flex-wrap items-center justify-between gap-x-6 gap-y-2">
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<div className="flex flex-wrap items-baseline gap-x-5 gap-y-1">
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<span className="text-sm text-gray-300">Setup-outcome pipeline check</span>
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<span className="text-sm text-gray-400">
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Live <span className={`num font-semibold ${rColor(liveAvgR)}`}>{fmtR(liveAvgR)}</span>
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</span>
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<span className="text-sm text-gray-400">
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Backtest <span className={`num font-semibold ${rColor(btAvgR)}`}>{fmtR(btAvgR)}</span>
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</span>
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<span className="text-xs text-gray-500">
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{liveN} matured{perf ? ` · ${perf.maturing} maturing` : ''} · qualified target/stop
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</span>
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</div>
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<StatusChip status={status} />
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</div>
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<p className="text-[11px] leading-relaxed text-gray-500">{statusNote[status]}</p>
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</div>
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<div className="flex flex-wrap items-center gap-2">
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<Button onClick={() => evaluateMutation.mutate()} loading={evaluateMutation.isPending}>
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{evaluateMutation.isPending ? 'Evaluating…' : 'Evaluate Now'}
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