Add backtest scripts to version control

Track gpu_backtest.py, diagnose_filters.py, and instructions.
Data files (CSVs, parquet cache) remain gitignored.

backtest/instructions_for_backtest.txt

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+Note down entery and exit Why we took trade?
+What were each indicator signal on that specific time when we took trade
+How many indicators agreed at trade time
+Always backtest using engine.py and signal_aggregator.py
+Dont take trades on weekends and Fridays
+Keep TP small 1.3 Reward ratio
+At the end of test make table of results and print all values you observed.
+Trade context
+
+Time of day and trading session (Asian/London/NY/overlap)
+Day of week (track Mon/Tue/Wed/Thu performance separately)
+Market regime at entry: trending, ranging, or choppy (use ATR or ADX)
+Volatility level (ATR value or ATR percentile vs recent average)
+Pair/instrument traded
+News proximity (high-impact news within 30 min before/after entry)
+
+Trade execution details
+
+Spread at entry in pips
+Slippage on entry and exit (planned vs actual fill)
+Time in trade (minutes/hours from entry to exit)
+Maximum Adverse Excursion (MAE): how far against you it went
+Maximum Favorable Excursion (MFE): how far in profit before pullback
+
+Risk metrics
+
+Max consecutive losses (streak)
+Max consecutive wins (streak)
+Expectancy: (Win% x Avg Win) minus (Loss% x Avg Loss)
+Expectancy per hour in trade
+Recovery factor: Total R divided by Max DD
+
+Indicator/signal analysis
+
+Each indicator's standalone win rate when it agreed with the trade
+Confluence level performance (2 vs 3 vs 4+ indicators agreeing)
+Which indicator disagreed on losing trades (find the "canary")
+
+Decision quality
+
+Rate each setup A/B/C at entry, before knowing outcome
+Verify A-grade setups actually win more often
+Track system trades vs discretionary deviations separately
+
+Process notes
+
+Screenshot or chart snapshot at entry and exit
+Emotional state (calm, FOMO, revenge, tired)
+What would have happened if you held longer or exited sooner
+
+Aggregate analysis at end of backtest
+
+Equity curve, not just total R
+Performance breakdown by session, day, volatility regime
+Win rate over rolling 20-trade windows (check for edge decay)
+
+Critical extra
+"Do not trade" log: setups flagged but skipped, and what happened after
+