Backtest reporting checklist — ForexBot2 (XAU/USD)
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Every backtest report must record:
- The exact command line (window, --primary-tf, --spread, and any --set /
  --quality / --strategies / --confirm-tfs overrides) and the "Backend:" log line.
- Trades, total R, win rate, profit factor and max drawdown for the whole
  window AND for both halves, at both cost conventions ($0.65 measured-Oanda
  headline, $0.30 cross-book comparability) — CLAUDE.md rule 1.
- Per trade (the exported CSV already carries these): entry/exit time and
  price, exit reason, R multiple, MFE/MAE, entry reasons, and every
  indicator's signal / value / agreement at decision time.
- Breakdowns by session/hour, weekday, regime and volatility regime, and,
  for any candidate change, the removed/added/shifted trade diff against the
  control book (the 5-bar cooldown displaces entries, so judge run-level
  numbers, never the added-trade bucket alone).
- The md5 of the exported book whenever the run is a parity or regression check.
Replays go through the real signal code (analyze_from_dataframes) — never a
re-implementation.

--- 2026-09-06: decision-time feature export ---
- `--export-features` appends stake_multiplier, r_sized and the 65 `f_*` decision-time
  features (position_sizing.FEATURE_ORDER) AFTER the 63 pinned columns; default export is
  byte-identical to the pinned books.
- Any sizing report must show the FLAT book and the SIZED book side by side and the
  label-shuffle null; the 2026-09-06 campaign verdict (nothing ships,
  backtest/research/sizing_campaign_2026-09.md) is the reference.

--- 2026-09-09: replay recording (--record DIR [--record-bars]) ---
- `--record DIR` writes manifest.json + trades/indicators/events parquet for every ACCEPTED trade:
  every indicator's signal / value / confidence / BASE weight / regime multiplier / EFFECTIVE
  weight / contribution on the primary AND both confirmation timeframes, penalties, the setup, the
  outcome, and the Forex Factory calendar events around the trade (backtest/cache/calendar.parquet,
  refreshed with scripts/ff_calendar_scraper.py). `--record-bars` adds one row per ANALYZED primary
  bar with the same votes plus forward moves (1h/4h/24h in ATR units).
- Recording is read-only w.r.t. the signal path: any recorded run must be paired with a control
  run (same CLI without --record) and the report must show the two books' MD5s equal
  (manifest.book_csv_md5 is the md5 of the 63-column book).
- Scorecards and "what-if" tables from these files (backtest/replay_scorecard.py) are IN-BOOK
  descriptive statistics: they cannot add trades a change would create and ignore the gates.
  Any weight / indicator change they suggest is a hypothesis for a full rule-1 rerun, never a decision.

--- 2026-09-18: GPU backend (backtest/gpu_kernels.py) ---
- The "Backend:" line now names the CUDA device ("CuPy GPU (<device>, cupy <version>)") or the
  reason for the NumPy fallback; quote it verbatim. `--backend cpu` forces the NumPy twins, `gpu`
  refuses to fall back. Books are byte-identical on both backends (reference MD5s, CLAUDE.md §9).
- Any change to a kernel or to its CPU twin is a parity event: re-run Module 36, regenerate the
  five reference books on BOTH backends and show the ten MD5s unchanged. Never replace a kernel
  with a differently ordered algorithm (parallel scan, two-pass variance) even if it is faster.

--- 2026-09-18: CUDA research twin (backtest/cudaBasedBacktesting.py) ---
- Exemption from "replays go through the real signal code" above, granted by the owner for this
  ONE research script: its per-bar decision is a CUDA re-implementation of engine.py,
  signal_aggregator.py and chart_patterns.py (backtest/cuda_signal_kernels.py). gpu_backtest.py
  stays the base reference and live scans never use the twin.
- Its numbers count as evidence only while parity holds. After ANY change to engine.py,
  signal_aggregator.py, chart_patterns.py, position_sizing.py, the recorder's row layout or the
  GPUTechnicalEngine overrides: mirror the change in cuda_signal_kernels.py in the same commit,
  keep test_all.py Module 37 green, and regenerate at least the M15 OOS book (2024-06-01 ->
  2025-03-30, $0.65) with BOTH scripts and show equal MD5s before quoting a CUDA-script result.
- A report built from the twin quotes both scripts' "Backend:" lines (the twin's necessarily
  starts with "CuPy GPU (") and the paired MD5 of at least one book from the reference script on
  the same code and cache. Whole-window and half-window figures, costs and breakdowns are then
  read from the twin's book exactly as from the reference's; the CSVs are identical.
- The twin has no CPU path (--backend cpu / FB2_BACKEND=cpu are refused), --workers is ignored,
  and it refuses configurations beyond its compile-time limits (more than 4 confirmation
  timeframes, divergence lookback >= 64, swing lookback >= 256, cp_lookback >= 128) with a
  message that points back to gpu_backtest.py.