21in7 652990082d fix(weekly-report): calculate combined metrics directly from trades ...

The combined summary (PF, MDD, win_rate) was indirectly reconstructed
from per-symbol averages using round(win_rate * n), which introduced
rounding errors. MDD was max() of individual symbol MDDs, ignoring
simultaneous drawdowns across the correlated crypto portfolio.

Now computes all combined metrics directly from the trade list:
- PF: sum(wins) / sum(losses) from actual trade PnLs
- MDD: portfolio equity curve from time-sorted trades
- Win rate: direct count from trade PnLs

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

2026-03-17 20:12:42 +09:00

13 KiB

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