diff --git a/backend/api/routes.py b/backend/api/routes.py
index b4aa98d..73903fb 100644
--- a/backend/api/routes.py
+++ b/backend/api/routes.py
@@ -614,7 +614,6 @@ def get_optimize(req: OptimizeRequest):
ranking_key = req.rank_objective
def _rank_results(items):
- # Lower drawdown is better; all other objectives are maximize.
if ranking_key == "max_drawdown_pct":
return sorted(items, key=lambda x: x.get(ranking_key, 0))
return sorted(items, key=lambda x: x.get(ranking_key, 0), reverse=True)
@@ -666,10 +665,8 @@ def get_optimize(req: OptimizeRequest):
total_generated_combinations = base_count_without_sweep * sweep_factor
if sample_mode == "first":
- # Stop iteration as soon as we hit the cap (no ghost work on remaining permutations).
combos = list(islice(_candidate_iter(), req.max_combinations))
else:
- # Reservoir sampling keeps an unbiased random sample without storing all combos.
for generated_idx, candidate in enumerate(_candidate_iter(), start=1):
if len(combos) < req.max_combinations:
if len(combos) < req.max_combinations:
@@ -686,7 +683,6 @@ def get_optimize(req: OptimizeRequest):
started = time.perf_counter()
results = []
- # Emit immediately so the UI can move off 0% as soon as the stream opens.
yield f"data: {json.dumps({'type': 'progress', 'progress': 0, 'processed': 0, 'total_combinations': executed_combinations, 'generated_combinations': total_generated_combinations, 'executed_combinations': executed_combinations, 'max_combinations': req.max_combinations, 'capped_by_max_combinations': capped_by_max_combinations, 'combo_sampling_mode': sample_mode, 'combo_sampling_seed': req.combo_sampling_seed, 'valid_results': 0, 'top_results': []})}\n\n"
for i, params in enumerate(combos):
@@ -924,12 +920,12 @@ def stream_backtest(
use_fvg: bool = True,
use_ob: bool = True,
proximity_pct: float = 0.5,
- # FVG Quality
+
min_gap_size: float = 0.0,
impulse_multiplier: float = 0.0,
require_unmitigated_fvg: bool = True,
require_bos_confluence: bool = False,
- # Order Block
+
min_ob_size: float = 0.0,
require_fvg_ob_confluence: bool = False,
# Liquidity
diff --git a/backend/engine/backtester.py b/backend/engine/backtester.py
index 4a0041e..c51694d 100644
--- a/backend/engine/backtester.py
+++ b/backend/engine/backtester.py
@@ -30,54 +30,6 @@ def _apply_break_even_if_triggered(position, candle, strategy):
position["break_even_armed"] = True
-def _apply_partial_tp_if_triggered(position, candle, strategy):
- if not position:
- return
-
- if not getattr(strategy, "use_partial_tp", False):
- return
-
- if position.get("partial_taken"):
- return
-
- trigger_rr = float(getattr(strategy, "partial_tp_rr", 1.0) or 0.0)
- if trigger_rr <= 0:
- return
-
- partial_pct = float(getattr(strategy, "partial_tp_percent", 0.0) or 0.0)
- if partial_pct <= 0:
- return
-
- close_fraction = min(max(partial_pct / 100.0, 0.0), 1.0)
- remaining_fraction = max(position.get("remaining_fraction", 1.0), 0.0)
- if remaining_fraction <= 0:
- position["partial_taken"] = True
- return
-
- close_fraction = min(close_fraction, remaining_fraction)
- if close_fraction <= 0:
- return
-
- is_long = position["direction"] == "long"
- entry = position["entry_price"]
- risk_distance = max(position.get("risk_distance", 0.0), 0.0)
- if risk_distance <= 0:
- return
-
- trigger_price = entry + (risk_distance * trigger_rr) if is_long else entry - (risk_distance * trigger_rr)
- reached_trigger = candle.high >= trigger_price if is_long else candle.low <= trigger_price
- if not reached_trigger:
- return
-
- lot_size = max(position.get("lot_size", 0.0), 0.0)
- price_move = (trigger_price - entry) if is_long else (entry - trigger_price)
- realized_piece = price_move * lot_size * close_fraction
-
- position["realized_pnl"] = position.get("realized_pnl", 0.0) + realized_piece
- position["remaining_fraction"] = max(0.0, remaining_fraction - close_fraction)
- position["partial_taken"] = True
-
-
def run_backtest(candles, strategy, starting_balance, risk_reward=1.0,
max_daily_loss=0.0, max_consecutive_losses=0, risk_pct=1.0):
trades = []
@@ -89,7 +41,6 @@ def run_backtest(candles, strategy, starting_balance, risk_reward=1.0,
for i, candle in enumerate(candles):
if position:
- _apply_partial_tp_if_triggered(position, candle, strategy)
_apply_break_even_if_triggered(position, candle, strategy)
is_long = position["direction"] == "long"
@@ -102,11 +53,9 @@ def run_backtest(candles, strategy, starting_balance, risk_reward=1.0,
exit_price = sl if hit_sl else tp
price_move = (exit_price - position["entry_price"]) if is_long else (position["entry_price"] - exit_price)
lot_size = max(position.get("lot_size", 0.0), 0.0)
- remaining_fraction = max(position.get("remaining_fraction", 1.0), 0.0)
- remaining_pnl = price_move * lot_size * remaining_fraction
- pnl = position.get("realized_pnl", 0.0) + remaining_pnl
- initial_risk = max(position.get("initial_risk_amount", 0.0), 1e-12)
- r_multiple = pnl / initial_risk
+ pnl = price_move * lot_size
+ risk_distance = max(position.get("risk_distance", 0.0), 1e-12)
+ r_multiple = price_move / risk_distance
trades.append(Trade(
enter_time=position["enter_time"],
@@ -116,8 +65,6 @@ def run_backtest(candles, strategy, starting_balance, risk_reward=1.0,
exit_price=exit_price,
pnl=pnl,
r_multiple=r_multiple,
- partial_tp_taken=bool(position.get("partial_taken", False)),
- partial_tp_realized_pnl=float(position.get("realized_pnl", 0.0) or 0.0),
))
position = None
@@ -171,10 +118,6 @@ def run_backtest(candles, strategy, starting_balance, risk_reward=1.0,
"risk_distance": sl_distance,
"lot_size": lot_size,
"break_even_armed": False,
- "partial_taken": False,
- "remaining_fraction": 1.0,
- "realized_pnl": 0.0,
- "initial_risk_amount": risk_amount,
}
return trades
@@ -199,7 +142,6 @@ def run_backtest_stream(candles, strategy, starting_balance, risk_reward=1.0,
yield {"type": "progress", "processed_candles": i, "total_candles": total}
if position:
- _apply_partial_tp_if_triggered(position, candle, strategy)
_apply_break_even_if_triggered(position, candle, strategy)
is_long = position["direction"] == "long"
@@ -212,11 +154,9 @@ def run_backtest_stream(candles, strategy, starting_balance, risk_reward=1.0,
exit_price = sl if hit_sl else tp
price_move = (exit_price - position["entry_price"]) if is_long else (position["entry_price"] - exit_price)
lot_size = max(position.get("lot_size", 0.0), 0.0)
- remaining_fraction = max(position.get("remaining_fraction", 1.0), 0.0)
- remaining_pnl = price_move * lot_size * remaining_fraction
- pnl = position.get("realized_pnl", 0.0) + remaining_pnl
- initial_risk = max(position.get("initial_risk_amount", 0.0), 1e-12)
- r_multiple = pnl / initial_risk
+ pnl = price_move * lot_size
+ risk_distance = max(position.get("risk_distance", 0.0), 1e-12)
+ r_multiple = price_move / risk_distance
trade = Trade(
enter_time=position["enter_time"],
@@ -226,8 +166,6 @@ def run_backtest_stream(candles, strategy, starting_balance, risk_reward=1.0,
exit_price=exit_price,
pnl=pnl,
r_multiple=r_multiple,
- partial_tp_taken=bool(position.get("partial_taken", False)),
- partial_tp_realized_pnl=float(position.get("realized_pnl", 0.0) or 0.0),
)
position = None
@@ -283,10 +221,6 @@ def run_backtest_stream(candles, strategy, starting_balance, risk_reward=1.0,
"risk_distance": sl_distance,
"lot_size": lot_size,
"break_even_armed": False,
- "partial_taken": False,
- "remaining_fraction": 1.0,
- "realized_pnl": 0.0,
- "initial_risk_amount": risk_amount,
}
yield {"type": "done", "total_candles": total}
\ No newline at end of file
diff --git a/backend/indicators/fvg.py b/backend/indicators/fvg.py
index 48807a6..ec3ff63 100644
--- a/backend/indicators/fvg.py
+++ b/backend/indicators/fvg.py
@@ -1,12 +1,4 @@
def find_fvgs(candles, min_gap_size=0.0, impulse_multiplier=0.0):
- """
- Find Fair Value Gaps in candle data.
-
- Args:
- candles: list of Candle objects
- min_gap_size: minimum gap size in price units to filter noise (0 = no filter)
- impulse_multiplier: minimum body-to-avg ratio for the middle candle (0 = no filter)
- """
fvgs = []
avg_body = 0
@@ -50,7 +42,6 @@ def find_fvgs(candles, min_gap_size=0.0, impulse_multiplier=0.0):
"bottom": c3.high,
"mitigated": False,
})
-
# Mark mitigated FVGs
for fvg in fvgs:
if fvg["mitigated"]:
diff --git a/frontend/src/App.jsx b/frontend/src/App.jsx
index 7e01b49..e0c192a 100644
--- a/frontend/src/App.jsx
+++ b/frontend/src/App.jsx
@@ -14,6 +14,7 @@ import { EquityCurve } from './components/EquityCurve';
import { MetricCard } from './components/MetricCard';
import { PerformanceBreakdown } from './components/PerformanceBreakdown';
import { TradeDistribution } from './components/TradeDistribution';
+import appLogo from './assets/favicon.png';
const TIMEFRAMES = [
{ label: '1m', value: 1 },
@@ -143,6 +144,17 @@ export default function App() {
useEffect(() => { setMounted(true); }, []);
+ useEffect(() => {
+ let link = document.querySelector("link[rel='icon']");
+ if (!link) {
+ link = document.createElement('link');
+ link.rel = 'icon';
+ document.head.appendChild(link);
+ }
+ link.type = 'image/png';
+ link.href = appLogo;
+ }, []);
+
useEffect(() => {
let isMounted = true;
const loadDatasets = async () => {
@@ -461,12 +473,13 @@ export default function App() {
animate={mounted ? 'visible' : 'hidden'}
>
-
- nQ
-
+
noteQuant
-
ICT / SMC Backtester
diff --git a/frontend/src/assets/favicon.png b/frontend/src/assets/favicon.png
new file mode 100644
index 0000000..f6f8839
Binary files /dev/null and b/frontend/src/assets/favicon.png differ
diff --git a/frontend/src/components/BacktestingTab.jsx b/frontend/src/components/BacktestingTab.jsx
index 5694547..5c35561 100644
--- a/frontend/src/components/BacktestingTab.jsx
+++ b/frontend/src/components/BacktestingTab.jsx
@@ -81,7 +81,8 @@ function savePresets(presets) {
function loadRecentResults() {
try {
const parsed = JSON.parse(localStorage.getItem(RESULT_HISTORY_KEY) || '[]');
- return Array.isArray(parsed) ? parsed.slice(0, 5) : [];
+ return Array.isArray(parsed) ? parsed.slice(0,
+ 5) : [];
} catch {
return [];
}