feat: grade gate-ablation variants under the hold-to-horizon exit too
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The ablation judged floors under the target/stop model, but the exit
sweeps point at replacing that exit with a fixed hold — under which the
R:R floor's rationale (bigger payoff at the target) may not apply. Each
ablation row now also carries hold_avg_r / hold_net_avg_r / hold_total_r
(30d hold, initial stop only), so the Phase 3 gate decision can be read
under the exit policy that would actually be used.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
2026-07-02 11:34:41 +02:00
parent 8750aac6d9
commit 942a22ce65
4 changed files with 47 additions and 11 deletions
@@ -285,6 +285,8 @@ export function BacktestPanel() {
<th className="px-4 py-2.5 text-right">Avg R</th>
<th className="px-4 py-2.5 text-right">Net Avg R</th>
<th className="px-4 py-2.5 text-right">Total R</th>
<th className="px-4 py-2.5 text-right">Hold Net Avg R</th>
<th className="px-4 py-2.5 text-right">Hold Total R</th>
</tr>
</thead>
<tbody>
@@ -303,6 +305,12 @@ export function BacktestPanel() {
{fmtR(row.net_avg_r ?? null)}
</td>
<td className={`num px-4 py-2.5 text-right ${rColor(row.total_r)}`}>{fmtR(row.total_r)}</td>
<td className={`num px-4 py-2.5 text-right font-semibold ${rColor(row.hold_net_avg_r ?? null)}`}>
{fmtR(row.hold_net_avg_r ?? null)}
</td>
<td className={`num px-4 py-2.5 text-right ${rColor(row.hold_total_r ?? null)}`}>
{fmtR(row.hold_total_r ?? null)}
</td>
</tr>
))}
</tbody>