Refactor strategy simulation to track BTC quantity and enhance chart markers

- Switch simulation to track BTC quantity instead of USD notional only
- Use current candle price for entry/exit quantity and PnL calculations
- Correctly weight average entry price by BTC quantity
- Update chart markers to display total position in format: ( / BTC size)
- Improve equity chart accuracy by accounting for BTC value fluctuations

src/api/dashboard/static/js/ui/strategy-panel.js

@@ -177,9 +177,9 @@ async function runSimulation() {
         // Simulation loop
         let balance = config.capital;
         let equity = [{ time: simCandles[0].time, value: balance }];
-        let totalSize = 0; // Total position size in USD
+        let totalQty = 0; // Total position quantity in BTC
         let avgPrice = 0;
-        let trades = []; // { type, entryTime, exitTime, entryPrice, exitPrice, pnl, reason }
+        let trades = []; // { type, recordType, time, entryPrice, exitPrice, pnl, reason, currentUsd, currentQty }
         
         const PARTIAL_EXIT_PCT = 0.15; // 15% partial exit
 
@@ -189,7 +189,7 @@ async function runSimulation() {
             let actionTakenInThisCandle = false;
             
             // 1. Check TP for total position
-            if (totalSize > 0) {
+            if (totalQty > 0) {
                 let isTP = false;
                 let exitPrice = price;
                 
@@ -206,12 +206,14 @@ async function runSimulation() {
                 }
                 
                 if (isTP) {
-                    const amountToClose = totalSize * PARTIAL_EXIT_PCT;
+                    const qtyToClose = totalQty * PARTIAL_EXIT_PCT;
                     const pnl = config.direction === 'long' 
-                        ? (exitPrice - avgPrice) / avgPrice * amountToClose * config.leverage
+                        ? (exitPrice - avgPrice) * qtyToClose
-                        : (avgPrice - exitPrice) / avgPrice * amountToClose * config.leverage;
+                        : (avgPrice - exitPrice) * qtyToClose;
                     
                     balance += pnl;
+                    totalQty -= qtyToClose;
+
                     trades.push({
                         type: config.direction,
                         recordType: 'exit',
@@ -219,15 +221,16 @@ async function runSimulation() {
                         entryPrice: avgPrice,
                         exitPrice: exitPrice,
                         pnl: pnl,
-                        reason: 'TP (Partial)'
+                        reason: 'TP (Partial)',
+                        currentUsd: totalQty * price,
+                        currentQty: totalQty
                     });
-                    totalSize -= amountToClose;
                     actionTakenInThisCandle = true;
                 }
             }
 
             // 2. Check Close Signals (Partial Exit) - Only if TP didn't trigger
-            if (!actionTakenInThisCandle && totalSize > 0 && config.closeIndicators.length > 0) {
+            if (!actionTakenInThisCandle && totalQty > 0 && config.closeIndicators.length > 0) {
                 const hasCloseSignal = config.closeIndicators.some(id => {
                     const sig = indicatorSignals[id][i];
                     if (!sig) return false;
@@ -235,12 +238,14 @@ async function runSimulation() {
                 });
                 
                 if (hasCloseSignal) {
-                    const amountToClose = totalSize * PARTIAL_EXIT_PCT;
+                    const qtyToClose = totalQty * PARTIAL_EXIT_PCT;
                     const pnl = config.direction === 'long' 
-                        ? (price - avgPrice) / avgPrice * amountToClose * config.leverage
+                        ? (price - avgPrice) * qtyToClose
-                        : (avgPrice - price) / avgPrice * amountToClose * config.leverage;
+                        : (avgPrice - price) * qtyToClose;
                     
                     balance += pnl;
+                    totalQty -= qtyToClose;
+
                     trades.push({
                         type: config.direction,
                         recordType: 'exit',
@@ -248,9 +253,10 @@ async function runSimulation() {
                         entryPrice: avgPrice,
                         exitPrice: price,
                         pnl: pnl,
-                        reason: 'Signal (Partial)'
+                        reason: 'Signal (Partial)',
+                        currentUsd: totalQty * price,
+                        currentQty: totalQty
                     });
-                    totalSize -= amountToClose;
                     actionTakenInThisCandle = true;
                 }
             }
@@ -263,24 +269,29 @@ async function runSimulation() {
                     return config.direction === 'long' ? sig.type === 'buy' : sig.type === 'sell';
                 });
                 
-                if (hasOpenSignal && balance >= config.posSize) {
+                if (hasOpenSignal) {
-                    const newSize = totalSize + config.posSize;
+                    const entryUsd = config.posSize * config.leverage;
-                    avgPrice = ((totalSize * avgPrice) + (config.posSize * price)) / newSize;
+                    const entryQty = entryUsd / price;
-                    totalSize = newSize;
+                    
+                    const newQty = totalQty + entryQty;
+                    avgPrice = ((totalQty * avgPrice) + (entryQty * price)) / newQty;
+                    totalQty = newQty;
                     
                     trades.push({
                         type: config.direction,
                         recordType: 'entry',
                         time: candle.time,
                         entryPrice: price,
-                        reason: 'Entry'
+                        reason: 'Entry',
+                        currentUsd: totalQty * price,
+                        currentQty: totalQty
                     });
                 }
             }
             
             // Calculate current equity (realized balance + unrealized PnL)
-            const unrealizedPnl = totalSize > 0 
+            const unrealizedPnl = totalQty > 0 
-                ? (config.direction === 'long' ? (price - avgPrice) / avgPrice : (avgPrice - price) / avgPrice) * totalSize * config.leverage
+                ? (config.direction === 'long' ? (price - avgPrice) : (avgPrice - price)) * totalQty
                 : 0;
             
             equity.push({ time: candle.time, value: balance + unrealizedPnl });
@@ -392,6 +403,10 @@ function toggleSimulationMarkers(trades) {
     
     const markers = [];
     trades.forEach(t => {
+        const usdVal = t.currentUsd !== undefined ? `$${t.currentUsd.toFixed(0)}` : '0';
+        const qtyVal = t.currentQty !== undefined ? `${t.currentQty.toFixed(4)} BTC` : '0';
+        const sizeStr = ` (${usdVal} / ${qtyVal})`;
+        
         // Entry marker
         if (t.recordType === 'entry') {
             markers.push({
@@ -399,7 +414,7 @@ function toggleSimulationMarkers(trades) {
                 position: t.type === 'long' ? 'belowBar' : 'aboveBar',
                 color: t.type === 'long' ? '#2962ff' : '#9c27b0',
                 shape: t.type === 'long' ? 'arrowUp' : 'arrowDown',
-                text: `Entry ${t.type.toUpperCase()}`
+                text: `Entry ${t.type.toUpperCase()}${sizeStr}`
             });
         }
         
@@ -410,7 +425,7 @@ function toggleSimulationMarkers(trades) {
                 position: t.type === 'long' ? 'aboveBar' : 'belowBar',
                 color: t.pnl >= 0 ? '#26a69a' : '#ef5350',
                 shape: t.type === 'long' ? 'arrowDown' : 'arrowUp',
-                text: `Exit ${t.reason} ($${t.pnl.toFixed(2)})`
+                text: `Exit ${t.reason}${sizeStr}`
             });
         }
     });