Fix realized pnl on backtest save + add tests (not all passing)

src/Managing.Workers.Tests/BacktestExecutorTests.cs

@@ -174,14 +174,14 @@ public class BacktestExecutorTests : BaseTests, IDisposable
 
         // Validate key metrics - Updated after bug fix in executor
         Assert.Equal(1000.0m, result.InitialBalance);
-        Assert.Equal(-44.92m, Math.Round(result.FinalPnl, 2));
+        Assert.Equal(45.30m, Math.Round(result.FinalPnl, 2));
         Assert.Equal(31, result.WinRate);
-        Assert.Equal(-4.49m, Math.Round(result.GrowthPercentage, 2));
+        Assert.Equal(-1.77m, Math.Round(result.GrowthPercentage, 2));
         Assert.Equal(-0.67m, Math.Round(result.HodlPercentage, 2));
-        Assert.Equal(86.65m, Math.Round(result.Fees, 2));
-        Assert.Equal(-44.92m, Math.Round(result.NetPnl, 2));
-        Assert.Equal(179.42m, Math.Round((decimal)result.MaxDrawdown, 2));
-        Assert.Equal(-0.011, Math.Round((double)(result.SharpeRatio ?? 0), 3));
+        Assert.Equal(59.97m, Math.Round(result.Fees, 2));
+        Assert.Equal(-17.74m, Math.Round(result.NetPnl, 2));
+        Assert.Equal(158.79m, Math.Round((decimal)result.MaxDrawdown, 2));
+        Assert.Equal(-0.004, Math.Round((double)(result.SharpeRatio ?? 0), 3));
         Assert.True(Math.Abs(result.Score - 0.0) < 0.001,
             $"Score {result.Score} should be within 0.001 of expected value 0.0");
 
@@ -266,14 +266,14 @@ public class BacktestExecutorTests : BaseTests, IDisposable
 
         // Validate key metrics - Updated after bug fix in executor
         Assert.Equal(100000.0m, result.InitialBalance);
-        Assert.Equal(-57729.37m, Math.Round(result.FinalPnl, 2));
+        Assert.Equal(-33978.09m, Math.Round(result.FinalPnl, 2));
         Assert.Equal(21, result.WinRate);
-        Assert.Equal(-57.73m, Math.Round(result.GrowthPercentage, 2));
+        Assert.Equal(-52.16m, Math.Round(result.GrowthPercentage, 2));
         Assert.Equal(-12.87m, Math.Round(result.HodlPercentage, 2));
-        Assert.Equal(25875.44m, Math.Round(result.Fees, 2));
-        Assert.Equal(-57729.37m, Math.Round(result.NetPnl, 2));
-        Assert.Equal(58631.97m, Math.Round((decimal)result.MaxDrawdown, 2));
-        Assert.Equal(-0.042, Math.Round((double)(result.SharpeRatio ?? 0), 3));
+        Assert.Equal(18207.71m, Math.Round(result.Fees, 2));
+        Assert.Equal(-52156.26m, Math.Round(result.NetPnl, 2));
+        Assert.Equal(54523.55m, Math.Round((decimal)result.MaxDrawdown, 2));
+        Assert.Equal(-0.037, Math.Round((double)(result.SharpeRatio ?? 0), 3));
         Assert.True(Math.Abs(result.Score - 0.0) < 0.001,
             $"Score {result.Score} should be within 0.001 of expected value 0.0");
 
@@ -453,10 +453,10 @@ public class BacktestExecutorTests : BaseTests, IDisposable
 
         // Business Logic Baseline Assertions - Updated after bug fix in executor
         // These values establish the expected baseline for the two-scenarios test
-        const decimal expectedFinalPnl = -34137.424000000000000000000000m;
+        const decimal expectedFinalPnl = -35450.45m;
         const double expectedScore = 0.0;
         const int expectedWinRatePercent = 20; // 20% win rate
-        const decimal expectedGrowthPercentage = -34.1374240000000000000000m;
+        const decimal expectedGrowthPercentage = -49.76m;
 
         // Allow small tolerance for floating-point precision variations
         const decimal pnlTolerance = 0.01m;

src/Managing.Workers.Tests/performance-benchmarks-two-scenarios.csv

@@ -14,3 +14,4 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
 2025-11-12T13:56:26Z,Telemetry_ETH_RSI_EMACROSS,5760,6.32,910.9,15.26,15.84,23.13,0.0,0,0.0,0.0,0.0,0.0,-53491.95,20,-53.49,0.00,e0d21115,dev,development
 2025-11-12T14:04:57Z,Telemetry_ETH_RSI_EMACROSS,5760,6.45,893.2,15.27,16.06,23.13,0.0,0,0.0,0.0,0.0,0.0,-53491.95,20,-53.49,0.00,d9489691,dev,development
 2025-11-12T17:31:53Z,Telemetry_ETH_RSI_EMACROSS,5760,5.10,1128.5,15.26,15.61,23.10,0.0,0,0.0,0.0,0.0,0.0,-34137.42,20,-34.14,0.00,6d6f70ae,dev,development
+2025-11-13T19:34:27Z,Telemetry_ETH_RSI_EMACROSS,5760,3.68,1566.4,15.26,15.45,23.08,0.0,0,0.0,0.0,0.0,0.0,-35450.45,20,-49.76,0.00,1f7d9146,dev,development

src/Managing.Workers.Tests/performance-benchmarks.csv

@@ -58,3 +58,5 @@ DateTime,TestName,CandlesCount,ExecutionTimeSeconds,ProcessingRateCandlesPerSec,
 2025-11-12T17:26:33Z,Telemetry_ETH_RSI,5760,3.02,1903.2,15.27,16.86,24.06,0.00,0,0.0,2913.76,0.00,0.51,-29063.40,24,-29.06,0.00,6d6f70ae,dev,development
 2025-11-12T17:28:37Z,Telemetry_ETH_RSI,5760,4.68,1223.9,15.71,16.53,23.94,0.00,0,0.0,4457.31,0.00,0.77,-29063.40,24,-29.06,0.00,6d6f70ae,dev,development
 2025-11-12T17:31:53Z,Telemetry_ETH_RSI,5760,3.145,1826.0,15.26,16.99,24.08,0.00,0,0.0,2982.49,0.00,0.52,-29063.40,24,-29.06,0.00,6d6f70ae,dev,development
+2025-11-13T19:31:55Z,Telemetry_ETH_RSI,5760,3.27,1755.7,15.26,17.03,24.09,0.00,0,0.0,3141.00,0.00,0.55,-30689.97,24,-51.70,0.00,1f7d9146,dev,development
+2025-11-13T19:34:27Z,Telemetry_ETH_RSI,5760,1.655,3461.5,15.26,17.10,23.48,0.00,0,0.0,1595.88,0.00,0.28,-30689.97,24,-51.70,0.00,1f7d9146,dev,development