Split backtest into N equal time slices (left-closed right-open) and
compute the 7 core metrics per window: Profit, EP, PF, RF, Balance DD
Rel%, Trades, Sharpe. Each window gets an outlier flag based on per-
metric z-score (|z|>=2 = notable, |z|>=5 = extreme). N=1 runs a full-
period cross-check vs the HTML report.
Key changes:
- Add compute_windows / compute_window_metrics / print_windows /
windows_comparison functions, CLI subcommand 'windows'
- pair_trades now exports gross_pnl/entry_costs for MT5 GP/GL split
- compute_gross_profit_loss: MT5 accounting (entry costs always to GL)
- _balance_dd_relative: max relative DD (STAT_BALANCE_DDREL_PERCENT)
- _sharpe_ratio: textbook (AHPR-1)/std_HPR formula, 365-day year
- Help text with examples for both --help and windows --help
- verify_sl_tp_formulas.py: localize all output labels to English
- AGENTS.md / SKILL.md: document windows subcommand conventions
Docs: 5 of 7 metrics exact for N=1 (Profit, EP, PF, Trades exact;
RF/BalDD% are approximations due to balance-only reconstruction;
Sharpe uses textbook formula diverging from MT5's 22.92)
- Remove gap_days_to_end and last_trade_close from analyze_report output
- Add idle_time: total backtest duration minus all position holding times
(includes flat time before first trade and after last trade)
- Add format_duration() helper for timedelta -> HH:MM:SS formatting
- Parse both start/end dates from period string for accurate calculation
- Update print_report() to display idle_time in Holding Times section
- main() now always computes analyze data for text report
- Update AGENTS.md: add scripts docs, jobs/resources dirs, verification method
Period format is "H4 (2024.12.25 - 2026.06.22)" — use regex to extract
the date before the closing paren instead of split+strip which fails on
the trailing ")".
Parse end date from Settings.period ("2024.01.01 - 2025.06.22") and use
it as reference for gap_days. Falls back to datetime.now() only if period
cannot be parsed. Rename output key gap_days_to_now → gap_days_to_end.
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