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- Slippage modeling (configurable per-trade, buy higher/sell lower)
- Trading fee deduction (maker/taker configurable)
- Stop-loss and take-profit auto-execution per position
- Short selling support (allow_short flag)
- Walk-forward analysis engine (in-sample/out-of-sample, efficiency ratio)
- Daily equity curve Sharpe/Sortino with risk-free rate adjustment
- Recovery factor, consecutive win/loss streaks, fee-aware PnL
- 312 tests passing
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consecutive stats
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- Fix ambiguous variable name in binance_rest.py
- Remove unused volumes variable in volume_profile_strategy.py
- Fix import ordering in backtester main.py and test_metrics.py
- Auto-format all files with ruff
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Add metrics.py with TradeRecord/DetailedMetrics dataclasses and
compute_detailed_metrics() that pairs BUY/SELL trades FIFO, computes
win/loss stats, profit factor, equity curve, max drawdown, Sharpe,
Sortino, Calmar ratios, and monthly returns.
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