매매실행 방식 설정 추가

frontend/src/components/BacktestSettingsModal.tsx

@@ -15,6 +15,11 @@ interface FieldMeta {
 }
 
 const FIELD_META: Partial<Record<keyof BacktestSettingsDto, FieldMeta>> = {
+  tradeExecutionMode: {
+    label: '매매 체결 방식',
+    description:
+      '시그널·체결가 산출 방식입니다.\n• 백테스트 엔진: 슬리피지, 손절/익절, 진입/청산가 반영. 실제 수익률 분석에 가깝습니다.\n• 조건 스캔: 봉 종가·DSL 충족 기준. 차트 마커·조건 패널과 동일합니다.',
+  },
   positionMode: {
     label: '시그널 생성 방식',
     description:
@@ -139,6 +144,18 @@ interface SettingSection {
 }
 
 const SECTIONS: SettingSection[] = [
+  {
+    title: '⚡ 매매 체결 방식',
+    fields: [
+      {
+        key: 'tradeExecutionMode', type: 'select',
+        opts: [
+          { value: 'BACKTEST_ENGINE', label: '백테스트 엔진 (슬리피지·리스크 반영)' },
+          { value: 'SCAN_SIGNALS', label: '조건 스캔 (봉 종가·DSL 충족)' },
+        ],
+      },
+    ],
+  },
   {
     title: '🎯 시그널 생성 방식',
     fields: [

frontend/src/components/BacktestSettingsPanel.tsx

@@ -9,6 +9,7 @@ import {
   saveBacktestSettings,
 } from '../utils/backendApi';
 import { ANALYSIS_METHOD_OPTIONS } from '../utils/analysisMethodLabels';
+import { TRADE_EXECUTION_MODE_OPTIONS } from '../utils/tradeExecutionMode';
 
 // ── 백테스팅 전용 UI 컴포넌트 ───────────────────────────────────────────────
 
@@ -107,6 +108,36 @@ export const BacktestSettingsPanel: React.FC<BacktestSettingsPanelProps> = ({
         </BtGrid>
       </BtSection>
 
+      <BtSection title="매매 체결 방식">
+        <BtGrid>
+          <BtField
+            label="시그널 · 체결가 산출"
+            desc="전략평가·백테스팅·분석 레포트에 공통 적용됩니다."
+            full
+          >
+            <select
+              className="stg-select stg-select--wide"
+              value={cfg.tradeExecutionMode ?? 'BACKTEST_ENGINE'}
+              onChange={e => field('tradeExecutionMode', e.target.value as 'SCAN_SIGNALS' | 'BACKTEST_ENGINE')}
+            >
+              {TRADE_EXECUTION_MODE_OPTIONS.map(o => (
+                <option key={o.value} value={o.value}>{o.label}</option>
+              ))}
+            </select>
+          </BtField>
+        </BtGrid>
+        <p className="stg-bt-hint">
+          {(cfg.tradeExecutionMode ?? 'BACKTEST_ENGINE') === 'SCAN_SIGNALS'
+            ? TRADE_EXECUTION_MODE_OPTIONS[1].desc
+            : TRADE_EXECUTION_MODE_OPTIONS[0].desc}
+        </p>
+        {(cfg.tradeExecutionMode ?? 'BACKTEST_ENGINE') === 'SCAN_SIGNALS' && (
+          <p className="stg-bt-hint stg-bt-hint--warn">
+            조건 스캔 모드: 슬리피지·손절/익절·트레일링스탑·진입/청산가(NEXT_OPEN) 설정은 시그널 생성에 적용되지 않습니다. 수수료만 시뮬레이션에 반영됩니다.
+          </p>
+        )}
+      </BtSection>
+
       <BtSection title="투자분석 방식">
         <BtGrid>
           <BtField

frontend/src/components/StrategyEvaluationPage.tsx

@@ -56,6 +56,7 @@ import {
   padEvaluationSignalCount,
 } from '../utils/strategyEvaluationReport';
 import { resolveEvaluationCommissionRate } from '../utils/strategyEvaluationSignals';
+import { normalizeTradeExecutionMode, tradeExecutionModeLabel } from '../utils/tradeExecutionMode';
 import { BACKTEST_DISPLAY_BAR_COUNT, resolveEvaluationBarSlice } from '../utils/backtestWarmup';
 import type { StrategyEvaluationWindowMeta } from './strategyEvaluation/StrategyEvaluationChart';
 import StrategyEvaluationAiVerifyPanel from './strategyEvaluation/StrategyEvaluationAiVerifyPanel';
@@ -452,6 +453,11 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
     [backtestSettings],
   );
 
+  const tradeExecutionMode = useMemo(
+    () => normalizeTradeExecutionMode(backtestSettings?.tradeExecutionMode),
+    [backtestSettings],
+  );
+
   const analysisSummary = useMemo(() => {
     if (!selectedStrategy) return null;
     return buildStrategyEvaluationToolbarSummary(backtestSignals, {
@@ -749,6 +755,7 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
         firstBarClose: evalBars[0]?.close,
         lastBarClose: evalBars[evalBars.length - 1]?.close,
         commissionRate: evaluationCommissionRate,
+        tradeExecutionMode,
       });
       if (gen !== reportGenRef.current) return;
       if (!model) {
@@ -779,6 +786,7 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
     bars,
     evalWindowMeta.evaluationBarCount,
     evaluationCommissionRate,
+    tradeExecutionMode,
   ]);
 
   return (
@@ -819,7 +827,7 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
           {selectedStrategy && analysisSummary && !signalScanRunning && (
             <span
               className="seval-analysis-summary"
-              title="일괄매수(최초 전액) · 분할매수(40/30/잔여) · 레포트와 동일 필터 기준"
+              title={`${tradeExecutionModeLabel(tradeExecutionMode)} · 일괄매수(최초 전액) · 분할매수(40/30/잔여) · 레포트와 동일 필터 기준`}
             >
               <span className="seval-analysis-item">
                 매수:<strong>{padEvaluationSignalCount(analysisSummary.buyCount)}</strong>건