feat: take-profit exit sweep in the backtest (alongside target-vs-stop)

The target-vs-stop model counts a near-miss of a far S/R target as a full loss
and ignores the partial gains you actually bank — so it measures a different
strategy than "scalp the early pop, take +8%". Add a realistic take-profit exit
model next to it (original untouched).

Per setup the replay now also records risk%, whether the stop was hit, the
favourable excursion reachable before the stop (MFE), and the horizon-close move.
From those a fixed-take-profit sweep (4/6/8/10/12/15%) is scored in R: bank +X%
if reached before the stop, else -1R, else the horizon close. Hit rate = how
often +X% was banked (the MFE CDF), so you can pick the EV-optimal TP without
top-ticking fantasy. Shown as a new table in the Backtest panel; the IC,
calibration and momentum sweep are unchanged.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

frontend/src/components/signals/BacktestPanel.tsx

@@ -85,6 +85,11 @@ export function BacktestPanel() {
   const queryClient = useQueryClient();
   const toast = useToast();
 
+  const bestTpAvgR =
+    report?.take_profit_sweep && report.take_profit_sweep.length > 0
+      ? Math.max(...report.take_profit_sweep.map((r) => r.avg_r ?? -Infinity))
+      : null;
+
   const run = useMutation({
     mutationFn: () => triggerJob('backtest'),
     onSuccess: (res) => {
@@ -232,6 +237,54 @@ export function BacktestPanel() {
               </div>
             )}
 
+            {report.take_profit_sweep && report.take_profit_sweep.length > 0 && (
+              <div>
+                <p className="mb-2 text-xs font-medium uppercase tracking-widest text-gray-500">
+                  Take-profit exit (alternative to the target above)
+                </p>
+                <p className="mb-2 text-[11px] text-gray-500">
+                  Models a realistic exit instead of waiting for the far S/R target: bank{' '}
+                  <span className="text-gray-300">+X%</span> if price reaches it before the stop, else −1R on
+                  the stop, else exit at the {report.params.horizon_days}-day close. In R, so it compares to the
+                  target model above. <span className="text-gray-300">Hit Rate = how often you'd have banked
+                  +X%</span> (how far winners actually run) — no top-ticking, it's the level you'd really set.
+                  ★ = best avg R.
+                </p>
+                <div className="glass overflow-x-auto">
+                  <table className="w-full text-sm">
+                    <thead>
+                      <tr className="border-b border-white/[0.06] text-left text-xs uppercase tracking-wider text-gray-500">
+                        <th className="px-4 py-2.5">Take-profit</th>
+                        <th className="px-4 py-2.5 text-right">Setups</th>
+                        <th className="px-4 py-2.5 text-right">Hit (banked)</th>
+                        <th className="px-4 py-2.5 text-right">Hit Rate</th>
+                        <th className="px-4 py-2.5 text-right">Avg R</th>
+                        <th className="px-4 py-2.5 text-right">Total R</th>
+                      </tr>
+                    </thead>
+                    <tbody>
+                      {report.take_profit_sweep.map((row) => {
+                        const best = row.avg_r != null && row.avg_r === bestTpAvgR;
+                        return (
+                          <tr key={row.tp_pct} className={`border-b border-white/[0.04] ${best ? 'bg-emerald-400/[0.06]' : ''}`}>
+                            <td className="num px-4 py-2.5 text-gray-200">
+                              {best && <span className="mr-1 text-emerald-300">★</span>}
+                              +{row.tp_pct}%
+                            </td>
+                            <td className="num px-4 py-2.5 text-right text-gray-200">{row.total}</td>
+                            <td className="num px-4 py-2.5 text-right text-emerald-400">{row.wins}</td>
+                            <td className="num px-4 py-2.5 text-right text-gray-200">{fmtPct(row.hit_rate)}</td>
+                            <td className={`num px-4 py-2.5 text-right font-semibold ${rColor(row.avg_r)}`}>{fmtR(row.avg_r)}</td>
+                            <td className={`num px-4 py-2.5 text-right ${rColor(row.total_r)}`}>{fmtR(row.total_r)}</td>
+                          </tr>
+                        );
+                      })}
+                    </tbody>
+                  </table>
+                </div>
+              </div>
+            )}
+
             <div>
               <p className="mb-2 text-xs font-medium uppercase tracking-widest text-gray-500">
                 Probability calibration

frontend/src/lib/types.ts

@@ -230,6 +230,15 @@ export interface BacktestSweepRow extends BacktestBucket {
   min_momentum_percentile: number;
 }
 
+export interface BacktestTakeProfitRow {
+  tp_pct: number;
+  total: number;
+  wins: number;
+  hit_rate: number | null;
+  avg_r: number | null;
+  total_r: number | null;
+}
+
 export interface BacktestSignalEvalRow {
   signal: string;
   weeks: number;
@@ -252,6 +261,7 @@ export interface BacktestReport {
   by_direction: Record<string, BacktestBucket>;
   min_momentum_percentile: number;
   sweep: BacktestSweepRow[];
+  take_profit_sweep?: BacktestTakeProfitRow[];
   calibration: BacktestCalibrationRow[];
   signal_eval?: BacktestSignalEvalRow[];
   signal_eval_note?: string;