Update scoring system

README.md

@@ -381,6 +381,115 @@ This configuration allows for more aggressive trading strategies while maintaini
 - **Initial Balance**: Starting capital for backtest
 - **Advanced Config**: All bot parameters (time limits, profit control, etc.)
 
+### Backtest Scoring System
+
+The backtest scoring system evaluates strategy performance using a comprehensive multi-factor approach with weighted components and dynamic penalties. The final score ranges from 0-100, where 100 represents optimal performance.
+
+#### Scoring Components (Weighted Distribution)
+
+| Component | Weight | Description |
+|-----------|--------|-------------|
+| **Growth Percentage** | 25% | Primary performance metric based on total return |
+| **Sharpe Ratio** | 15% | Risk-adjusted return measure |
+| **Max Drawdown (USD)** | 12% | Maximum capital loss in absolute terms |
+| **Win Rate** | 15% | Percentage of profitable trades (weighted by trade count) |
+| **Profitability Bonus** | 8% | Additional reward for positive returns |
+| **Hodl Comparison** | 5% | Performance vs buy-and-hold strategy |
+| **Trade Count** | 5% | Sufficient trading activity validation |
+| **Recovery Time** | 2% | Time to recover from maximum drawdown |
+| **Test Duration** | 3% | Adequate testing period validation |
+| **Fees Impact** | 2% | Trading cost efficiency |
+
+#### Component Scoring Details
+
+**Growth Percentage (25%)**
+- **Negative Returns**: Linear penalty (20 + growth% × 1.5)
+- **0-5%**: Linear scale (0-40 points)
+- **5-10%**: Accelerated scale (40-100 points)
+- **10%+**: Full score (100 points)
+
+**Sharpe Ratio (15%)**
+- **Negative**: 0 points
+- **0-4**: Linear scale (0-100 points)
+- **4+**: Full score (100 points)
+
+**Max Drawdown USD (12%)**
+- **0-30%**: Exponential penalty (100 - (drawdown%/30 × 100)^1.5)
+- **30%+**: 0 points
+
+**Win Rate (15%)**
+- **Base Score**: Win rate percentage
+- **Trade Count Factor**: Full significance at 55+ trades, reduced for fewer trades
+- **Minimum Trade Penalty**: 50% penalty for <10 trades
+
+**Profitability Bonus (8%)**
+- **Positive Returns**: Logarithmic bonus (50 × (1 - 1/(1 + growth%/30)))
+- **Negative Returns**: 0 points
+
+**Hodl Comparison (5%)**
+- **Outperforms Hodl**: 0-80 points based on margin
+- **Underperforms Hodl**: 0-20 points based on underperformance
+
+**Trade Count (5%)**
+- **<5 trades**: 0 points
+- **5-10 trades**: Linear scale (0-50 points)
+- **10-50 trades**: Linear scale (50-100 points)
+- **50+ trades**: 100 points
+
+**Recovery Time (2%)**
+- **Timeframe-adjusted expectations**:
+  - 5m: 3 days max recovery
+  - 15m: 5 days max recovery
+  - 30m: 10 days max recovery
+  - 1h: 15 days max recovery
+  - 4h: 30 days max recovery
+  - 1d: 90 days max recovery
+
+**Test Duration (3%)**
+- **Timeframe-adjusted minimums**:
+  - 5m: 14 days minimum
+  - 15m: 28 days minimum
+  - 30m: 56 days minimum
+  - 1h: 84 days minimum
+  - 4h: 120 days minimum
+  - 1d: 90 days minimum
+- **Optimal duration**: 3× minimum duration
+
+**Fees Impact (2%)**
+- **0-2% fees**: Linear penalty (100-50 points)
+- **2-5% fees**: Linear penalty (50-0 points)
+- **5%+ fees**: 0 points
+- **Fees > PnL**: 0 points
+
+#### Dynamic Penalty System
+
+The scoring system applies dynamic penalties based on performance thresholds:
+
+**Profitability Rules**
+- **Negative Growth**: 10% penalty per 1% loss
+- **Negative Absolute PnL**: 70% penalty
+- **Low Win Rate**: 50% penalty per 10% below 30% (for 10+ trades)
+- **Low Profit**: 10% penalty per 1% below 2% (for 5+ trades)
+- **High Drawdown**: 2% penalty per 1% above 20%
+- **Short Test Duration**: 2% penalty per day below 30 days
+
+**Special Rules**
+- **No Positions**: Automatic 0 score
+- **Score Clamping**: Final score clamped between 0-100
+- **Error Handling**: Returns 0 for any calculation errors
+
+#### Scoring Philosophy
+
+The system prioritizes:
+1. **Consistent profitability** over high-risk gains
+2. **Risk management** through drawdown control
+3. **Statistical significance** through adequate trade counts
+4. **Timeframe-appropriate** expectations for recovery and duration
+5. **Cost efficiency** through fee management
+6. **Realistic performance** through dynamic penalties
+
+This comprehensive approach ensures that high-scoring strategies demonstrate robust, sustainable performance across multiple dimensions rather than relying on single metrics or short-term luck.
+
 ### RunBacktestRequest Structure
 
 The backtest request supports both saved and dynamic configurations: