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Fix backtest profit coloring and stop-out drawdown handling

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chrisnov-it
2026-05-19 18:53:41 +08:00
parent cf816de91f
commit bdc2fe4fa5
2 changed files with 16 additions and 3 deletions
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core/backtesting/enhanced_engine.py
+14 -2
View File
@@ -303,6 +303,7 @@ def run_enhanced_backtest(strategy_id, params, historical_data_df, symbol_name=N
peak_equity = initial_capital
max_drawdown = 0.0
total_spread_costs = 0.0
stop_out_triggered = False
position_type = None
entry_price = 0.0
@@ -380,6 +381,11 @@ def run_enhanced_backtest(strategy_id, params, historical_data_df, symbol_name=N
profit = 0.0
capital += profit
if capital <= 0:
# Simulate account stop-out in backtesting mode.
capital = 0.0
stop_out_triggered = True
trades.append({
'entry_time': str(entry_time),
'exit_time': str(current_bar['time']),
@@ -395,10 +401,14 @@ def run_enhanced_backtest(strategy_id, params, historical_data_df, symbol_name=N
equity_curve.append(capital)
peak_equity = max(peak_equity, capital)
drawdown = (peak_equity - capital) / peak_equity if peak_equity > 0 else 0
max_drawdown = max(max_drawdown, drawdown)
max_drawdown = min(1.0, max(max_drawdown, drawdown))
in_position = False
logger.debug(f"Trade closed: {position_type} | Entry: {entry_price:.4f} | Exit: {exit_price:.4f} | Profit: ${profit:.2f} | Spread Cost: ${spread_cost:.2f}")
if stop_out_triggered:
logger.warning("Backtest stop-out triggered: capital reached zero.")
break
if not in_position:
signal = current_bar.get("signal", "HOLD")
@@ -454,7 +464,9 @@ def run_enhanced_backtest(strategy_id, params, historical_data_df, symbol_name=N
win_rate = (wins / len(trades) * 100) if trades else 0
# Clean up results
final_capital = round(capital, 2) if math.isfinite(capital) else 10000.0
capital = max(0.0, capital)
total_profit = capital - initial_capital
final_capital = round(capital, 2) if math.isfinite(capital) else initial_capital
total_profit_clean = round(total_profit, 2) if math.isfinite(total_profit) else 0.0
max_drawdown_clean = round(max_drawdown * 100, 2) if math.isfinite(max_drawdown) else 0.0
win_rate_clean = round(win_rate, 2) if math.isfinite(win_rate) else 0.0
static/js/backtesting.js
+2 -1
View File
@@ -113,6 +113,7 @@ document.addEventListener('DOMContentLoaded', () => {
// Enhanced display with spread costs and protection info
const spreadCosts = data.total_spread_costs || 0;
const netProfit = data.net_profit_after_costs || data.total_profit_usd;
const grossProfit = data.total_profit_usd || 0;
const instrument = data.instrument || 'UNKNOWN';
// Check if protection was applied
@@ -130,7 +131,7 @@ document.addEventListener('DOMContentLoaded', () => {
</div>
<div class="p-4 bg-gray-50 rounded-lg">
<p class="text-sm text-gray-500">Gross Profit</p>
<p class="text-2xl font-bold text-green-600">${data.total_profit_usd.toFixed(2)} $</p>
<p class="text-2xl font-bold ${grossProfit >= 0 ? 'text-green-600' : 'text-red-600'}">${grossProfit.toFixed(2)} $</p>
<p class="text-xs text-gray-400">Before costs</p>
</div>
<div class="p-4 bg-gray-50 rounded-lg">