Add penality for bad risk reward

src/Managing.Application.Tests/BotsTests.cs

@@ -688,7 +688,8 @@ namespace Managing.Application.Tests
                         tradingBalance: config.BotTradingBalance,
                         startDate: backtestResult.StartDate,
                         endDate: backtestResult.EndDate,
-                        timeframe: config.Timeframe
+                        timeframe: config.Timeframe,
+                        moneyManagement: config.MoneyManagement
                     );
 
                     var scenarioResult = new ScenarioBacktestResult

src/Managing.Application/Backtesting/Backtester.cs

@@ -325,7 +325,8 @@ namespace Managing.Application.Backtesting
                 tradingBalance: config.BotTradingBalance,
                 startDate: candles[0].Date,
                 endDate: candles.Last().Date,
-                timeframe: config.Timeframe
+                timeframe: config.Timeframe,
+                moneyManagement: config.MoneyManagement
             );
 
             var scoringResult = BacktestScorer.CalculateDetailedScore(scoringParams);

src/Managing.Domain/Backtests/BacktestScoringParams.cs

@@ -1,3 +1,4 @@
+using Managing.Domain.MoneyManagements;
 using static Managing.Common.Enums;
 
 namespace Managing.Domain.Backtests;
@@ -20,6 +21,7 @@ public class BacktestScoringParams
     public DateTime StartDate { get; }
     public DateTime EndDate { get; }
     public Timeframe Timeframe { get; }
+    public MoneyManagement MoneyManagement { get; }
 
     public BacktestScoringParams(
         double sharpeRatio,
@@ -35,7 +37,8 @@ public class BacktestScoringParams
         decimal tradingBalance = 0,
         DateTime startDate = default,
         DateTime endDate = default,
-        Timeframe timeframe = Timeframe.OneHour)
+        Timeframe timeframe = Timeframe.OneHour,
+        MoneyManagement moneyManagement = null)
     {
         SharpeRatio = sharpeRatio;
         GrowthPercentage = growthPercentage;
@@ -51,5 +54,6 @@ public class BacktestScoringParams
         StartDate = startDate;
         EndDate = endDate;
         Timeframe = timeframe;
+        MoneyManagement = moneyManagement;
     }
 }

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

@@ -189,6 +189,19 @@ public class BacktestScorer
             result.AddPenaltyCheck("HODL Underperformance", newMultiplier, $"Underperforming HODL by {hodlUnderperformance:F2}% applied {hodlPenalty:F1}% penalty");
         }
 
+        // 9. Money Management Risk/Reward Penalty (Dynamic)
+        if (p.MoneyManagement != null && p.MoneyManagement.StopLoss > 0 && p.MoneyManagement.TakeProfit > 0)
+        {
+            var riskRewardRatio = (double)(p.MoneyManagement.TakeProfit / p.MoneyManagement.StopLoss);
+            if (riskRewardRatio <= 1.0) // If Risk/Reward ratio is not above 1:1
+            {
+                var riskRewardPenalty = (1.0 - riskRewardRatio) * 0.5; // 50% penalty per 0.1 ratio below 1.0
+                var newMultiplier = Math.Max(0.2, 1 - riskRewardPenalty);
+                penaltyMultiplier *= newMultiplier;
+                result.AddPenaltyCheck("Poor Risk/Reward Ratio", newMultiplier, $"Risk/Reward ratio of {riskRewardRatio:F2}:1 below 1:1 threshold applied {riskRewardPenalty:F1}% penalty");
+            }
+        }
+
         return baseScore * penaltyMultiplier;
     }