feat: wavelets simulation

frontend/src/lib/waveletTrade.ts

@@ -362,6 +362,16 @@ export type WaveletOptimizationResult = {
   winRate: number
   tradeCount: number
   analysisMethod?: 'cwt' | 'ssq'
+  // Per-trade distribution — a strong totalReturnPct can hide one outlier trade
+  // carrying the whole result while every other trade is flat or losing; these expose
+  // that shape instead of just the aggregate. null when there are no wins/losses to
+  // measure (e.g. tradeCount === 0, or every trade was a win).
+  avgGainPct: number | null
+  maxGainPct: number | null
+  minGainPct: number | null
+  avgLossPct: number | null
+  maxLossPct: number | null   // most negative — the single worst trade
+  minLossPct: number | null   // least negative — the smallest losing trade
 }
 
 // Trend-confirmation filter: require a SECONDARY band's slope to align with the
@@ -407,6 +417,22 @@ export function buildSymmetricTradeConfig(
   }
 }
 
+function tradeDistributionStats(trades: WaveletTrade[]): {
+  avgGainPct: number | null; maxGainPct: number | null; minGainPct: number | null
+  avgLossPct: number | null; maxLossPct: number | null; minLossPct: number | null
+} {
+  const gains = trades.map(t => t.returnPct).filter(r => r > 0)
+  const losses = trades.map(t => t.returnPct).filter(r => r <= 0)
+  return {
+    avgGainPct: gains.length ? gains.reduce((a, b) => a + b, 0) / gains.length : null,
+    maxGainPct: gains.length ? Math.max(...gains) : null,
+    minGainPct: gains.length ? Math.min(...gains) : null,
+    avgLossPct: losses.length ? losses.reduce((a, b) => a + b, 0) / losses.length : null,
+    maxLossPct: losses.length ? Math.min(...losses) : null, // most negative = the single worst trade
+    minLossPct: losses.length ? Math.max(...losses) : null, // least negative = the smallest losing trade
+  }
+}
+
 export function runOptimizationGrid(
   symbol: string, lookback: number, wavelet: string, rolling: any,
   bandsToTest: number[], kindsToTest: WaveletTriggerKind[], modesToTest: WaveletPositionMode[],
@@ -433,6 +459,7 @@ export function runOptimizationGrid(
         for (const variant of exitVariants) {
           const config = buildSymmetricTradeConfig(curveId, kind, mode, variant, filterCurveId)
           const sim = runWaveletTradeSimulation(rolling.dates, rolling.original, curves, config)
+          const dist = tradeDistributionStats(sim.trades)
           results.push({
             symbol, lookback, wavelet, mode,
             triggerKind: kind,
@@ -440,6 +467,7 @@ export function runOptimizationGrid(
             exitStyle: variant.exitStyle, takeProfitPct: variant.takeProfitPct, stopLossPct: variant.stopLossPct,
             totalReturnPct: sim.totalReturnPct, winRate: sim.winRate, tradeCount: sim.trades.length,
             analysisMethod: rolling.method ?? 'cwt',
+            ...dist,
           })
         }
       }

frontend/src/pages/WaveletsSimulation.tsx

@@ -396,6 +396,8 @@ export default function WaveletsSimulation() {
                       <th className="pr-3 text-right">Retour</th>
                       <th className="pr-3 text-right">Win rate</th>
                       <th className="pr-3 text-right">Trades</th>
+                      <th className="pr-3 text-right" title="Gain moyen / max / min parmi les trades gagnants — un gain max qui écrase les autres révèle un résultat porté par un seul trade, pas une vraie récurrence">Gains (moy/max/min)</th>
+                      <th className="pr-3 text-right" title="Perte moyenne / la pire / la plus petite parmi les trades perdants">Pertes (moy/max/min)</th>
                     </tr>
                   </thead>
                   <tbody>
@@ -414,10 +416,16 @@ export default function WaveletsSimulation() {
                           </td>
                           <td className="pr-3 text-right font-mono text-slate-300">{(r.winRate * 100).toFixed(0)}%</td>
                           <td className="pr-3 text-right font-mono text-slate-300">{r.tradeCount}</td>
+                          <td className="pr-3 text-right font-mono text-emerald-400/90 whitespace-nowrap">
+                            {r.avgGainPct != null ? `${r.avgGainPct.toFixed(1)} / ${r.maxGainPct!.toFixed(1)} / ${r.minGainPct!.toFixed(1)}` : '—'}
+                          </td>
+                          <td className="pr-3 text-right font-mono text-red-400/90 whitespace-nowrap">
+                            {r.avgLossPct != null ? `${r.avgLossPct.toFixed(1)} / ${r.maxLossPct!.toFixed(1)} / ${r.minLossPct!.toFixed(1)}` : '—'}
+                          </td>
                         </tr>
                         {expandedRow === i && (
                           <tr key={`${i}-detail`} className="bg-dark-900/40">
-                            <td colSpan={9} className="p-2">
+                            <td colSpan={11} className="p-2">
                               <div className="text-[10px] text-slate-500 mb-1">Détail par instrument (même config)</div>
                               <div className="grid grid-cols-4 gap-1.5">
                                 {perSymbolBreakdown(r).map((d, j) => (