feat: Backtest-Metriken (PF, WinRate, MaxDD, AvgR)

src/server/backtest/metrics.test.ts

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+import { expect, test } from 'bun:test';
+import { computeMetrics } from './metrics';
+import type { ClosedTrade } from '../engine/portfolio';
+
+function t(pnl: number): ClosedTrade {
+  return { pair: 'BTC_USDT', entryTs: 0, entryPrice: 1, exitTs: 1, exitPrice: 1, qty: 1, pnl, r: pnl / 10, exitReason: 'trailing_stop' };
+}
+
+test('ProfitFactor, WinRate, AvgR', () => {
+  const m = computeMetrics([t(30), t(-10), t(-10)], [], 1000);
+  expect(m.trades).toBe(3);
+  expect(m.winRate).toBeCloseTo(1 / 3);
+  expect(m.profitFactor).toBeCloseTo(30 / 20);
+  expect(m.totalPnl).toBeCloseTo(10);
+  expect(m.avgR).toBeCloseTo((3 - 1 - 1) / 3);
+});
+
+test('MaxDrawdown aus Equity-Kurve', () => {
+  const curve = [1000, 1100, 880, 990, 1200].map((equity, i) => ({ ts: i, equity }));
+  const m = computeMetrics([], curve, 1000);
+  expect(m.maxDrawdownPct).toBeCloseTo((1100 - 880) / 1100);
+});
+
+test('keine Verlierer → ProfitFactor Infinity, keine Trades → 0', () => {
+  expect(computeMetrics([t(5)], [], 1000).profitFactor).toBe(Infinity);
+  expect(computeMetrics([], [], 1000).profitFactor).toBe(0);
+});

src/server/backtest/metrics.ts

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+import type { ClosedTrade } from '../engine/portfolio';
+
+export interface EquityPoint {
+  ts: number;
+  equity: number;
+}
+
+export interface Metrics {
+  trades: number;
+  wins: number;
+  winRate: number;
+  profitFactor: number;
+  totalPnl: number;
+  maxDrawdownPct: number;
+  avgR: number;
+}
+
+export function computeMetrics(trades: ClosedTrade[], curve: EquityPoint[], startEquity: number): Metrics {
+  const wins = trades.filter((t) => t.pnl > 0);
+  const grossWin = wins.reduce((s, t) => s + t.pnl, 0);
+  const grossLoss = trades.filter((t) => t.pnl <= 0).reduce((s, t) => s - t.pnl, 0);
+  let peak = startEquity;
+  let maxDd = 0;
+  for (const p of curve) {
+    peak = Math.max(peak, p.equity);
+    maxDd = Math.max(maxDd, (peak - p.equity) / peak);
+  }
+  return {
+    trades: trades.length,
+    wins: wins.length,
+    winRate: trades.length ? wins.length / trades.length : 0,
+    profitFactor: grossLoss > 0 ? grossWin / grossLoss : grossWin > 0 ? Infinity : 0,
+    totalPnl: trades.reduce((s, t) => s + t.pnl, 0),
+    maxDrawdownPct: maxDd,
+    avgR: trades.length ? trades.reduce((s, t) => s + t.r, 0) / trades.length : 0,
+  };
+}