fix: backtest equity curve bugs (#39)

- Fix SELL logic: correctly reduce position.quantity after selling (core bug)
  Previously positions were never decremented, causing sold positions to be
  settled again at backtest end, inflating final balance.
- Fix settleRemainingPositions: profitLoss now correctly computes
  settlementValue - cost (was incorrectly using settlementValue.negate())
- Fix max drawdown calculation: use current balance instead of previous
  iteration's runningBalance
- Frontend: add comment noting chart shows cash balance, not total equity
This commit is contained in:
WrBug
2026-03-28 18:06:06 +08:00
parent 53f1381c3b
commit 748c871af4
2 changed files with 23 additions and 4 deletions
+2
View File
@@ -10,6 +10,8 @@ interface BacktestChartProps {
}[]
}
// Bug #39 Note: This chart currently displays cash balance (balanceAfter), not total equity.
// A true equity curve (cash + position value) would require an equityAfter field in the trade records.
const BacktestChart: React.FC<BacktestChartProps> = ({ trades }) => {
const { t } = useTranslation()
const chartRef = useRef<HTMLDivElement>(null)