feat: grade gate-ablation variants under the hold-to-horizon exit too

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>

tests/unit/test_backtest_service.py

@@ -221,6 +221,7 @@ def _acand(
         "outcome": OUTCOME_TARGET_HIT,
         "realized_r": rr,
         "risk_pct": 0.05,
+        "time_r": {d: 0.5 for d in bt.TIME_EXIT_DAYS},
     }
 
 
@@ -249,6 +250,11 @@ class TestGateAblation:
         assert rows["no_neutral_exclusion"]["total"] == 2
         assert rows["momentum_only"]["total"] == 4
         assert rows["all_floors"]["net_avg_r"] is not None
+        # Every variant is also graded under the hold-to-horizon exit.
+        assert rows["all_floors"]["hold_days"] == max(bt.TIME_EXIT_DAYS)
+        assert rows["all_floors"]["hold_avg_r"] == pytest.approx(0.5)
+        assert rows["all_floors"]["hold_net_avg_r"] is not None
+        assert rows["momentum_only"]["hold_total_r"] == pytest.approx(4 * 0.5, abs=0.01)
 
     def test_threshold_zero_disables_momentum_gate(self):
         # Floors only: the short and the low-momentum long both pass all_floors.
@@ -378,9 +384,12 @@ async def test_run_backtest_smoke(session):
     assert report["params"]["cost_per_side_pct"] == pytest.approx(bt.COST_PER_SIDE * 100)
     assert "net_avg_r" in report["overall_all"]
 
-    # ablation baseline reproduces the qualified set exactly
+    # ablation baseline reproduces the qualified set exactly, and every row
+    # carries the hold-to-horizon grading alongside the target model
     ablation = {r["variant"]: r for r in report["gate_ablation"]}
     assert ablation["all_floors"]["total"] == report["overall_qualified"]["total"]
+    for row in report["gate_ablation"]:
+        assert "hold_net_avg_r" in row
 
     # time-exit sweep covers the configured hold lengths
     assert [r["hold_days"] for r in report["time_exit_sweep"]] == list(bt.TIME_EXIT_DAYS)