import React, { useMemo } from 'react';
import type { BacktestAnalysis } from '../../utils/backendApi';
import BacktestSparkline from './BacktestSparkline';
import type { EquityPoint } from '../../utils/backtestEquity';
import { krw, pct, pctAbs } from '../../utils/backtestUiUtils';
import { formatUpbitKrwPrice } from '../../utils/safeFormat';
interface Props {
analysis: BacktestAnalysis | null;
equityCurve: EquityPoint[];
totalReturnOverride?: number;
winRateOverride?: number;
tradeCountOverride?: number;
winCountOverride?: number;
mddOverride?: number;
sharpeOverride?: number;
profitFactorOverride?: number;
netProfitOverride?: number;
emptyText?: string;
}
const num = (v: number, dec = 2) => (isFinite(v) ? v.toFixed(dec) : '–');
const fmtWon = (v: number) =>
isFinite(v) ? `₩${formatUpbitKrwPrice(v, '–')}` : '–';
function MetricCell({
label,
value,
tone,
}: {
label: string;
value: React.ReactNode;
tone?: 'up' | 'down' | 'gold' | 'neutral';
}) {
return (
{label}
{value}
);
}
export default function BacktestKpiPanel({
analysis,
equityCurve,
totalReturnOverride,
winRateOverride,
tradeCountOverride,
winCountOverride,
mddOverride,
sharpeOverride,
profitFactorOverride,
netProfitOverride,
emptyText = '분석 결과를 선택하세요.',
}: Props) {
const positive = useMemo(() => {
const ret = totalReturnOverride ?? analysis?.totalReturnPct ?? 0;
return ret >= 0;
}, [analysis, totalReturnOverride]);
if (!analysis && totalReturnOverride == null) {
return {emptyText}
;
}
const totalReturn = totalReturnOverride ?? analysis?.totalReturnPct ?? 0;
const winRate = winRateOverride ?? analysis?.winRate ?? 0;
const tradeCount = tradeCountOverride ?? analysis?.numberOfPositions ?? 0;
const winCount = winCountOverride ?? analysis?.numberOfWinning ?? Math.round(tradeCount * winRate);
const lossCount = analysis?.numberOfLosing ?? Math.max(0, tradeCount - winCount);
const breakEven = analysis?.numberOfBreakEven ?? Math.max(0, tradeCount - winCount - lossCount);
const mdd = mddOverride ?? analysis?.maxDrawdownPct ?? 0;
const sharpe = sharpeOverride ?? analysis?.sharpeRatio ?? 0;
const profitFactor = profitFactorOverride ?? (
analysis && analysis.grossLoss !== 0
? Math.abs(analysis.grossProfit / analysis.grossLoss)
: analysis?.profitLossRatio ?? 0
);
const netProfit = netProfitOverride ?? analysis?.totalProfitLoss ?? 0;
const initialCap = analysis?.initialCapital ?? 0;
const finalEquity = analysis?.finalEquity ?? initialCap + netProfit;
const grossProfit = analysis?.grossProfit ?? 0;
const grossLoss = analysis?.grossLoss ?? 0;
const avgWin = winCount > 0 ? grossProfit / winCount : 0;
const avgLoss = lossCount > 0 ? grossLoss / lossCount : 0;
const buyHold = analysis?.buyAndHoldReturnPct ?? 0;
const vsHold = analysis?.vsBuyAndHold ?? 0;
const maxRunup = analysis?.maxRunupPct ?? 0;
const sortino = analysis?.sortinoRatio ?? 0;
const calmar = analysis?.calmarRatio ?? 0;
const var95 = analysis?.valueAtRisk95 ?? 0;
const es = analysis?.expectedShortfall ?? 0;
const plRatio = analysis?.profitLossRatio ?? profitFactor;
const recovery = mdd !== 0 ? totalReturn / Math.abs(mdd) : 0;
return (
총 수익률
= 0 ? 'up' : 'down'}`}>
{pct(totalReturn)}
= initialCap ? 'up' : 'down'} />
= 0 ? 'up' : 'down'} />
= 0 ? 'up' : 'down'} />
= 0 ? 'up' : 'down'} />
= 1 ? 'up' : 'down'} />
MDD (최대낙폭)
{pct(mdd)}
Max Runup
{pct(maxRunup)}
= 1 ? 'up' : 'neutral'} />
승률
= 0.5 ? 'up' : 'down'}`}>
{pctAbs(winRate, 1)}
총 거래
{tradeCount}회
0 ? pctAbs(winCount / tradeCount, 0) : '0%'} tone="gold" />
= 1 ? 'up' : 'down'} />
총 {tradeCount}회 · 승 {winCount} / 패 {lossCount}
{breakEven > 0 ? ` / 무 ${breakEven}` : ''}
· PF {num(profitFactor)}
);
}