One tab stacked three things that all called themselves a track record:
realized paper P&L, setup-outcome grading under the rejected take-profit model,
and the backtest portfolio simulation. Split into Setups | Paper Trades |
Backtest, one subject each. `track` stays the Paper Trades slug so the legacy
/performance redirect keeps working. The grading diagnostic and its Evaluate /
Reset controls go with Backtest, not Paper Trades — reset_track_record deletes
trade_setups, not paper trades.
BacktestPanel 439 -> 175 lines. Its run settings alone were 106 lines of
hand-rolled sr-only radio cards for two binary choices; they are now two
Dropdowns and a button on one wrapping row, with the per-option prose moved into
the existing explainer. The amber warnings survive as a conditional slot, so a
non-default choice still announces itself but the common path is silent.
The recommendation printed eight findings at equal weight, burying the verdict
in tuning detail. `topic` now splits them: production, benchmark and robustness
stay inline, gate/exit/cutoff collapse behind a disclosure, and any WARNING or
LAGS item is promoted out of the collapsed group regardless of topic. No topic
chips — every backend string already self-prefixes, so a chip would render
"GATE | Gate: ...".
Portfolio metrics are now two tiers: five headline tiles for what the book
returned, then a smaller labelled row for how good that return was (Sortino,
Calmar (MAR), Gain/Pain, Profit Factor $, EV/trade). Reports cached before those
metrics existed hide the second row rather than showing a half-populated line of
dashes.
Extracted EquityCurveChart, PortfolioMonitorPanel and BacktestRecommendationCard,
plus a StatTile primitive and shared formatters for the duplication in the files
this touched. DashboardPage and OpenTradesPanel deliberately keep their own
copies — migrating them is separate scope.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Three portfolio metrics computed where their inputs already live in
_simulate_portfolio: Sortino off the existing daily return series, Gain-to-Pain
off a monthly aggregation of the equity curve, profit factor off closed-trade
dollar P&L.
Gain-to-Pain follows Schwager — sum of ALL monthly returns over the absolute
sum of the negative ones. The profit-factor-shaped variant,
sum(positive)/|sum(negative)|, sits exactly 1.0 higher for every input since
sum(all) = sum(pos) - |sum(neg)|; the test asserts against both so the wrong one
cannot pass. Sortino divides by len(rets), the full-sample lower partial moment,
not by the count of down days, which would shrink the denominator and inflate
the ratio.
No MAR field: calmar is already CAGR / max drawdown, the same number under the
other name (docs/research/effective-risk-floor-ab.md).
All three keys are emitted unconditionally even when None — the UI reads an
absent key as "report predates these metrics", so presence is a contract.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
dennisthiessenandClaude Opus 5