Update score

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

@@ -8,8 +8,8 @@ public class BacktestScorer
     {
         { "GrowthPercentage", 0.20 },
         { "SharpeRatio", 0.15 },
-        { "MaxDrawdownUsd", 0.10 },
-        { "HodlComparison", 0.15 }, // Increased from 0.05 to 0.15
+        { "MaxDrawdownUsd", 0.15 },
+        { "HodlComparison", 0.10 }, // Increased from 0.05 to 0.15
         { "WinRate", 0.12 },
         { "ProfitabilityBonus", 0.08 },
         { "TradeCount", 0.05 },
@@ -29,6 +29,18 @@ public class BacktestScorer
                 return 0;
             }
 
+            // Early exit for negative PnL - should be 0 score
+            if (p.TotalPnL <= 0)
+            {
+                return 0;
+            }
+
+            // Early exit if strategy significantly underperforms HODL (more than 2% worse)
+            if (p.GrowthPercentage < p.HodlPercentage - 2)
+            {
+                return 0;
+            }
+
             var baseScore = CalculateBaseScore(p);
             var finalScore = ApplyProfitabilityRules(baseScore, p);
 
@@ -64,18 +76,14 @@ public class BacktestScorer
     {
         var penaltyMultiplier = 1.0;
 
-        // 1. Negative PnL Penalty (Dynamic)
+        // 1. Negative Growth Penalty (Dynamic) - only for positive PnL but negative growth
         if (p.GrowthPercentage < 0)
         {
             var negativePenalty = Math.Abs(p.GrowthPercentage) * 0.1; // 10% penalty per 1% loss
             penaltyMultiplier *= Math.Max(0.1, 1 - negativePenalty);
         }
 
-        // 2. Absolute PnL Validation (Dynamic)
-        if (p.TotalPnL <= 0)
-        {
-            penaltyMultiplier *= 0.3; // 70% penalty for negative absolute PnL
-        }
+        // Note: Negative PnL is now handled by early exit in CalculateTotalScore
 
         // 3. Win Rate Validation (Dynamic)
         if (p.WinRate < 0.3 && p.TradeCount > 10)
@@ -117,6 +125,14 @@ public class BacktestScorer
             penaltyMultiplier *= Math.Max(0.5, 1 - durationPenalty);
         }
 
+        // 8. HODL Underperformance Penalty (Dynamic)
+        if (p.GrowthPercentage < p.HodlPercentage)
+        {
+            var hodlUnderperformance = p.HodlPercentage - p.GrowthPercentage;
+            var hodlPenalty = hodlUnderperformance * 0.3; // 30% penalty per 1% underperformance
+            penaltyMultiplier *= Math.Max(0.1, 1 - hodlPenalty);
+        }
+
         return baseScore * penaltyMultiplier;
     }
 
@@ -206,9 +222,9 @@ public class BacktestScorer
             > 5 => 100, // Significantly outperform HODL (>5% better)
             > 2 => 80 + (difference - 2) * 6.67, // 2-5% better: 80-100 points
             > 0 => 40 + difference * 20, // 0-2% better: 40-80 points
-            > -2 => 20 + (difference + 2) * 10, // -2-0%: 20-40 points
-            > -5 => Math.Max(0, 10 + (difference + 5) * 3.33), // -5 to -2%: 0-20 points
-            _ => 0 // More than 5% worse than HODL = 0 points
+            > -1 => 20 + (difference + 1) * 20, // -1-0%: 20-40 points
+            > -2 => Math.Max(0, 10 + (difference + 2) * 10), // -2 to -1%: 0-20 points
+            _ => 0 // More than 2% worse than HODL = 0 points (handled by early exit)
         };
     }