전략평가 로직 수정

frontend/src/components/StrategyEvaluationPage.tsx

@@ -460,12 +460,24 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
 
   const analysisSummary = useMemo(() => {
     if (!selectedStrategy) return null;
+    const { evalBars } = resolveEvaluationBarSlice(bars, evalWindowMeta.evaluationBarCount);
+    const lastEvalBar = evalBars[evalBars.length - 1];
     return buildStrategyEvaluationToolbarSummary(backtestSignals, {
       initialCapital,
       symbol: market.replace(/^KRW-/, ''),
       commissionRate: evaluationCommissionRate,
+      lastBarClose: lastEvalBar?.close,
+      lastBarTimeSec: lastEvalBar?.time,
     });
-  }, [selectedStrategy, backtestSignals, initialCapital, market, evaluationCommissionRate]);
+  }, [
+    selectedStrategy,
+    backtestSignals,
+    initialCapital,
+    market,
+    evaluationCommissionRate,
+    bars,
+    evalWindowMeta.evaluationBarCount,
+  ]);
 
   const bulkEval = useStrategyBulkEvaluation({
     strategies,
@@ -754,6 +766,7 @@ function StrategyEvaluationPageInner({ theme = 'dark' }: Props) {
         barCount: evaluationBarCount,
         firstBarClose: evalBars[0]?.close,
         lastBarClose: evalBars[evalBars.length - 1]?.close,
+        lastBarTimeSec: evalBars[evalBars.length - 1]?.time,
         commissionRate: evaluationCommissionRate,
         tradeExecutionMode,
       });

frontend/src/utils/strategyBulkEvaluation.ts

@@ -1,5 +1,6 @@
 import type { OHLCVBar } from '../types';
 import type { StrategyDto } from './backendApi';
+import { resolveEvaluationBarSlice } from './backtestWarmup';
 import { fetchStrategyEvaluationSignals } from './strategyEvaluationSignals';
 import { buildStrategyEvaluationToolbarSummary } from './strategyEvaluationReport';
 
@@ -58,10 +59,15 @@ export async function evaluateStrategyBulkReturns(opts: {
     getParams: opts.getParams,
   });
 
+  const { evalBars } = resolveEvaluationBarSlice(opts.bars, opts.evaluationBarCount);
+  const lastEvalBar = evalBars[evalBars.length - 1];
+
   const summary = buildStrategyEvaluationToolbarSummary(signals, {
     initialCapital: initialCapital ?? opts.initialCapital,
     symbol: opts.market.replace(/^KRW-/, ''),
     commissionRate,
+    lastBarClose: lastEvalBar?.close,
+    lastBarTimeSec: lastEvalBar?.time,
   });
 
   return {

frontend/src/utils/strategyEvaluationReport.ts

@@ -61,6 +61,12 @@ export interface EvaluationSimulationResult {
   lastPrice: number;
 }
 
+export interface EvaluationSimulationOptions {
+  /** 평가 구간 종료 시점 미청산 포지션 평가가 (없으면 마지막 시그널 가격) */
+  markToMarketPrice?: number;
+  markToMarketTime?: number;
+}
+
 /** 필터링된 시그널 기준 포트폴리오 시뮬레이션 (매도는 전량) */
 export function simulateEvaluationPortfolio(
   signals: BacktestSignal[],
@@ -68,6 +74,7 @@ export function simulateEvaluationPortfolio(
   symbol: string,
   mode: BuyAllocationMode,
   commissionRate = 0,
+  simOpts?: EvaluationSimulationOptions,
 ): EvaluationSimulationResult {
   const sorted = sortSignals(signals);
   const curve: EquityPoint[] = [];
@@ -156,7 +163,11 @@ export function simulateEvaluationPortfolio(
   }
 
   if (qty > 0) {
-    markEquity(sorted[sorted.length - 1].time, lastPrice);
+    const mtmPrice = simOpts?.markToMarketPrice != null && simOpts.markToMarketPrice > 0
+      ? simOpts.markToMarketPrice
+      : lastPrice;
+    const mtmTime = simOpts?.markToMarketTime ?? sorted[sorted.length - 1].time;
+    markEquity(mtmTime, mtmPrice);
   } else if (curve.length === 1) {
     const last = sorted[sorted.length - 1];
     markEquity(last.time, last.price);
@@ -309,12 +320,28 @@ export function formatEvaluationReturnPct(v: number): string {
 }
 
 /** 차트 상단 툴바 — 필터·일괄/분할매수 시뮬레이션 기준 요약 */
+function resolveMarkToMarketOpts(
+  stillHolding: boolean,
+  opts?: {
+    lastBarClose?: number;
+    lastBarTimeSec?: number;
+  },
+): EvaluationSimulationOptions | undefined {
+  if (!stillHolding || opts?.lastBarClose == null || opts.lastBarClose <= 0) return undefined;
+  return {
+    markToMarketPrice: opts.lastBarClose,
+    markToMarketTime: opts.lastBarTimeSec,
+  };
+}
+
 export function buildStrategyEvaluationToolbarSummary(
   signals: BacktestSignal[],
   opts?: {
     initialCapital?: number;
     symbol?: string;
     commissionRate?: number;
+    lastBarClose?: number;
+    lastBarTimeSec?: number;
   },
 ): StrategyEvaluationToolbarSummary {
   const filtered = filterSignalsForEvaluationReport(signals);
@@ -332,9 +359,10 @@ export function buildStrategyEvaluationToolbarSummary(
   const symbol = opts?.symbol ?? '';
   const commissionRate = opts?.commissionRate ?? 0;
   const stillHolding = isStillHolding(filtered);
+  const mtmOpts = resolveMarkToMarketOpts(stillHolding, opts);
 
-  const fullSim = simulateEvaluationPortfolio(filtered, capital, symbol, 'full', commissionRate);
-  const splitSim = simulateEvaluationPortfolio(filtered, capital, symbol, 'split', commissionRate);
+  const fullSim = simulateEvaluationPortfolio(filtered, capital, symbol, 'full', commissionRate, mtmOpts);
+  const splitSim = simulateEvaluationPortfolio(filtered, capital, symbol, 'split', commissionRate, mtmOpts);
   const fullAnalysis = buildAnalysisFromSimulation(fullSim, capital, 0, stillHolding);
   const splitAnalysis = buildAnalysisFromSimulation(splitSim, capital, 0, stillHolding);
 
@@ -357,6 +385,7 @@ export function buildStrategyEvaluationReportModel(opts: {
   createdAt?: string;
   firstBarClose?: number;
   lastBarClose?: number;
+  lastBarTimeSec?: number;
   commissionRate?: number;
   tradeExecutionMode?: TradeExecutionMode;
 }): BacktestAnalysisReportModel | null {
@@ -367,11 +396,15 @@ export function buildStrategyEvaluationReportModel(opts: {
   const firstClose = opts.firstBarClose ?? filtered[0]?.price ?? 0;
   const lastClose = opts.lastBarClose ?? filtered[filtered.length - 1]?.price ?? 0;
   const buyAndHoldReturnPct = firstClose > 0 ? (lastClose - firstClose) / firstClose : 0;
+  const mtmOpts = resolveMarkToMarketOpts(stillHolding, {
+    lastBarClose: lastClose,
+    lastBarTimeSec: opts.lastBarTimeSec,
+  });
 
   const modes: BuyAllocationMode[] = ['full', 'split'];
   const evaluationAllocations: EvaluationAllocationReport[] = modes.map(mode => {
     const sim = simulateEvaluationPortfolio(
-      filtered, opts.initialCapital, opts.symbol, mode, commissionRate,
+      filtered, opts.initialCapital, opts.symbol, mode, commissionRate, mtmOpts,
     );
     return {
       mode,