Update score

src/Managing.Domain/Shared/Helpers/BacktestScore.cs

@@ -5,28 +5,25 @@ public class BacktestScorer
     // Updated weights without ProfitEfficiency
     private static readonly Dictionary<string, double> Weights = new Dictionary<string, double>
     {
-        { "SharpeRatio", 0.22 }, // Increased weight
+        { "GrowthPercentage", 0.30 }, // Increased weight for profitability
-        { "GrowthPercentage", 0.22 }, // Increased weight
+        { "SharpeRatio", 0.18 },
         { "MaxDrawdownPc", 0.15 },
-        { "WinRate", 0.15 }, // Increased weight
+        { "HodlComparison", 0.15 },
-        { "HodlComparison", 0.15 }, // Increased weight
+        { "WinRate", 0.10 },
-        { "TradeCount", 0.06 },
+        { "ProfitabilityBonus", 0.07 }, // New direct profitability component
-        { "RecoveryTime", 0.04 },
+        { "TradeCount", 0.03 },
-        { "RiskAdjustedGrowth", 0.01 }
+        { "RecoveryTime", 0.02 }
     };
 
+
     public static double CalculateTotalScore(BacktestScoringParams p)
     {
         try
         {
-            // Detect inactive strategies
+            var baseScore = CalculateBaseScore(p);
-            if (IsInactiveStrategy(p))
+            var finalScore = ApplyProfitabilityRules(baseScore, p);
-            {
-                return Math.Min(CalculateBaseScore(p) * 0.3, 40);
-            }
 
-            var score = CalculateBaseScore(p);
+            return double.Clamp(finalScore, 0, 100);
-            return double.Clamp(score, 0, 100);
         }
         catch
         {
@@ -38,19 +35,85 @@ public class BacktestScorer
     {
         var componentScores = new Dictionary<string, double>
         {
-            { "SharpeRatio", CalculateSharpeScore(p.SharpeRatio) },
             { "GrowthPercentage", CalculateGrowthScore(p.GrowthPercentage) },
+            { "SharpeRatio", CalculateSharpeScore(p.SharpeRatio) },
             { "MaxDrawdownPc", CalculateDrawdownScore(p.MaxDrawdownPc) },
-            { "WinRate", CalculateWinRateScore(p.WinRate, p.TradeCount) },
             { "HodlComparison", CalculateHodlComparisonScore(p.GrowthPercentage, p.HodlPercentage) },
+            { "WinRate", CalculateWinRateScore(p.WinRate, p.TradeCount) },
+            { "ProfitabilityBonus", CalculateProfitabilityBonus(p.GrowthPercentage) },
             { "TradeCount", CalculateTradeCountScore(p.TradeCount) },
-            { "RecoveryTime", CalculateRecoveryScore(p.MaxDrawdownRecoveryTime) },
+            { "RecoveryTime", CalculateRecoveryScore(p.MaxDrawdownRecoveryTime) }
-            { "RiskAdjustedGrowth", CalculateRiskAdjustedGrowthScore(p.GrowthPercentage, p.MaxDrawdownPc) }
         };
 
         return componentScores.Sum(kvp => kvp.Value * Weights[kvp.Key]);
     }
 
+    private static double ApplyProfitabilityRules(double baseScore, BacktestScoringParams p)
+    {
+        // 1. Negative PnL Penalty (Core Rule)
+        if (p.GrowthPercentage < 0)
+        {
+            baseScore = Math.Min(baseScore, 70) * GetNegativePnLMultiplier(p.GrowthPercentage);
+        }
+
+        // 2. Absolute PnL Validation (Additional Recommendation)
+        if (p.TotalPnL <= 0)
+        {
+            baseScore = Math.Min(baseScore, 50);
+        }
+
+        // 3. Win Rate Validation (Additional Recommendation)
+        if (p.WinRate < 0.3 && p.TradeCount > 10)
+        {
+            baseScore = Math.Min(baseScore, 60);
+        }
+
+        // 4. Minimum Profit Threshold (Additional Recommendation)
+        if (p.GrowthPercentage < 2 && p.TradeCount > 5)
+        {
+            baseScore = Math.Min(baseScore, 80);
+        }
+
+        return baseScore;
+    }
+
+    private static double CalculateGrowthScore(double growthPercentage)
+    {
+        // More aggressive penalty for negative growth
+        if (growthPercentage < 0)
+        {
+            return Math.Max(0, 40 + (growthPercentage * 2)); // -10% → 20, -20% → 0
+        }
+
+        // Require minimum 5% growth for full score
+        return growthPercentage switch
+        {
+            < 5 => growthPercentage * 15, // 2% → 30, 4% → 60
+            _ => 100
+        };
+    }
+
+    // Existing multiplier calculation
+    private static double GetNegativePnLMultiplier(double growthPercentage)
+    {
+        return growthPercentage switch
+        {
+            > -5 => 0.8,
+            > -10 => 0.6,
+            > -20 => 0.4,
+            _ => 0.2
+        };
+    }
+
+    private static double CalculateProfitabilityBonus(double growthPercentage)
+    {
+        return growthPercentage switch
+        {
+            > 0 => 100 * (1 - 1 / (1 + growthPercentage / 50)), // Diminishing returns
+            _ => 0
+        };
+    }
+
     private static bool IsInactiveStrategy(BacktestScoringParams p)
     {
         // Detect strategies with no economic value
@@ -69,14 +132,6 @@ public class BacktestScorer
         };
     }
 
-    private static double CalculateGrowthScore(double growthPercentage)
-    {
-        if (growthPercentage < 0)
-            return Math.Max(0, 50 + (growthPercentage * 2)); // -5% → 40, -25% → 0
-
-        return Math.Min(100, (Math.Log(1 + growthPercentage) / Math.Log(1 + 1000)) * 100);
-    }
-
     private static double CalculateDrawdownScore(double maxDrawdownPc)
     {
         return maxDrawdownPc switch