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Add web dashboard, historical data loader, and backtest reporting

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- Add Flask dashboard with status, config editor, logs, kill switch,
  and backtest results pages with monthly P&L breakdowns
- Add historical_loader.py for paginated OANDA candle fetching (1yr+)
- Update backtester to $100k starting equity, monthly P&L computation,
  and JSON summary output for dashboard display
- Update config to EUR_USD only on M5/M15 with SMA 21/50 strategy
- Add backtest.html template with performance metrics and bar charts

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
Brent Neale
2026-02-17 13:29:12 +10:00
co-authored by Claude Opus 4.6
parent ef950f25dd
commit 212f581d01
15 changed files with 1359 additions and 42 deletions
Download Patch File Download Diff File Expand all files Collapse all files
logs/backtest_summary_EUR_USD_M15.json
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{
"instrument": "EUR_USD",
"granularity": "M15",
"run_time": "2026-02-17T03:21:00.971644+00:00",
"data_range": {
"start": "2025-02-17 15:30:00+00:00",
"end": "2026-02-17 03:15:00+00:00",
"bars": 24816
},
"metrics": {
"starting_equity": 100000.0,
"total_return_pct": 0.0729,
"max_drawdown_pct": 0.138,
"num_trades": 590,
"round_trips": 295,
"win_rate_pct": 33.22,
"sharpe_ratio": 1.965,
"final_equity": 100072.93
},
"monthly_pnl": [
{
"month": "2025-02",
"start_equity": 100000.0,
"end_equity": 99975.28,
"pnl": -24.72,
"pnl_pct": -0.0247
},
{
"month": "2025-03",
"start_equity": 99975.28,
"end_equity": 100010.04,
"pnl": 34.75,
"pnl_pct": 0.0348
},
{
"month": "2025-04",
"start_equity": 100010.04,
"end_equity": 100114.13,
"pnl": 104.09,
"pnl_pct": 0.1041
},
{
"month": "2025-05",
"start_equity": 100114.13,
"end_equity": 100147.54,
"pnl": 33.41,
"pnl_pct": 0.0334
},
{
"month": "2025-06",
"start_equity": 100147.54,
"end_equity": 100141.15,
"pnl": -6.38,
"pnl_pct": -0.0064
},
{
"month": "2025-07",
"start_equity": 100141.15,
"end_equity": 100108.29,
"pnl": -32.86,
"pnl_pct": -0.0328
},
{
"month": "2025-08",
"start_equity": 100108.29,
"end_equity": 100121.7,
"pnl": 13.41,
"pnl_pct": 0.0134
},
{
"month": "2025-09",
"start_equity": 100121.7,
"end_equity": 100121.11,
"pnl": -0.59,
"pnl_pct": -0.0006
},
{
"month": "2025-10",
"start_equity": 100121.11,
"end_equity": 100077.51,
"pnl": -43.6,
"pnl_pct": -0.0435
},
{
"month": "2025-11",
"start_equity": 100077.51,
"end_equity": 100068.99,
"pnl": -8.52,
"pnl_pct": -0.0085
},
{
"month": "2025-12",
"start_equity": 100068.99,
"end_equity": 100072.84,
"pnl": 3.85,
"pnl_pct": 0.0039
},
{
"month": "2026-01",
"start_equity": 100072.84,
"end_equity": 100084.84,
"pnl": 12.0,
"pnl_pct": 0.012
},
{
"month": "2026-02",
"start_equity": 100084.84,
"end_equity": 100072.93,
"pnl": -11.92,
"pnl_pct": -0.0119
}
]
}
logs/backtest_summary_EUR_USD_M5.json
+113
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{
"instrument": "EUR_USD",
"granularity": "M5",
"run_time": "2026-02-17T03:20:15.063316+00:00",
"data_range": {
"start": "2025-02-17 07:15:00+00:00",
"end": "2026-02-17 03:10:00+00:00",
"bars": 74536
},
"metrics": {
"starting_equity": 100000.0,
"total_return_pct": 0.0653,
"max_drawdown_pct": 0.1037,
"num_trades": 1684,
"round_trips": 842,
"win_rate_pct": 35.99,
"sharpe_ratio": 1.0001,
"final_equity": 100065.29
},
"monthly_pnl": [
{
"month": "2025-02",
"start_equity": 100000.0,
"end_equity": 99990.93,
"pnl": -9.07,
"pnl_pct": -0.0091
},
{
"month": "2025-03",
"start_equity": 99990.93,
"end_equity": 100043.93,
"pnl": 53.0,
"pnl_pct": 0.053
},
{
"month": "2025-04",
"start_equity": 100043.93,
"end_equity": 100065.95,
"pnl": 22.02,
"pnl_pct": 0.022
},
{
"month": "2025-05",
"start_equity": 100065.95,
"end_equity": 100122.9,
"pnl": 56.95,
"pnl_pct": 0.0569
},
{
"month": "2025-06",
"start_equity": 100122.9,
"end_equity": 100129.99,
"pnl": 7.09,
"pnl_pct": 0.0071
},
{
"month": "2025-07",
"start_equity": 100129.99,
"end_equity": 100070.84,
"pnl": -59.15,
"pnl_pct": -0.0591
},
{
"month": "2025-08",
"start_equity": 100070.84,
"end_equity": 100136.88,
"pnl": 66.04,
"pnl_pct": 0.066
},
{
"month": "2025-09",
"start_equity": 100136.88,
"end_equity": 100128.96,
"pnl": -7.92,
"pnl_pct": -0.0079
},
{
"month": "2025-10",
"start_equity": 100128.96,
"end_equity": 100114.83,
"pnl": -14.13,
"pnl_pct": -0.0141
},
{
"month": "2025-11",
"start_equity": 100114.83,
"end_equity": 100087.25,
"pnl": -27.58,
"pnl_pct": -0.0275
},
{
"month": "2025-12",
"start_equity": 100087.25,
"end_equity": 100088.28,
"pnl": 1.03,
"pnl_pct": 0.001
},
{
"month": "2026-01",
"start_equity": 100088.28,
"end_equity": 100092.01,
"pnl": 3.73,
"pnl_pct": 0.0037
},
{
"month": "2026-02",
"start_equity": 100092.01,
"end_equity": 100065.29,
"pnl": -26.72,
"pnl_pct": -0.0267
}
]
}