Regime-Aware Strategy Performance (per-asset)

Backtest performance for ONE (strategy, asset, interval) SPLIT BY macro regime (sweet_spot / late_cycle_warning / crisis / recovery — classified at each trade's entry date via the macro-regime composite), PLUS the CURRENT live regime for self-alignment. Answers 'WHEN has this strategy worked?' — deliberately no recommendation field: the former verdict was removed (2026-08-15) because it ranked regimes on the pooled trade sum and could flip when another user's backtest changed the pool. Each regime bucket has trades, trades_per_config (trade counts POOL all parameter-variant configs — see top-level config_count), win_rate, avg_pnl_pct (PER-TRADE return, not annualized), reward_risk_ratio (per-trade mean/stddev — honest, NOT annualized Sharpe), share_of_time_pct (calendar-day-weighted share of the period spent in that regime — each regime observation counts the days until the next one, so the mixed weekly/daily cadence of the regime history does not skew the share), rating. A benchmark block anchors the payload with the buy-and-hold CAGR of the same combination (identical numbers as /api/v1/strategy/performance vs_buy_hold — regime avg_pnl_pct without this anchor is a trajectory, not an excess). Aggregated across all parameter variants; filter-neutral (see /api/v1/strategy/filter-effect for filter impact). [Free tier]