jgrusewski a69174e99f fix: segment-based trade lifecycle + reversal P&L computation ...

- Trade detection now counts reversals (S100→L50) as completed segments
- old_pos_pnl saved before position update for correct reversal P&L
- realized_pnl writeback uses old position PnL on reversal bars
- 0% win rate persists — needs deeper investigation (likely tx cost interaction)

WIP: The trade_return formula produces correct sign for raw market moves,
but every trade still shows as a loss. Suspect tx costs on both entry AND
exit of each reversal segment exceed the 1-bar price movement.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-03-24 23:57:04 +01:00

9.2 KiB

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