Backtest/walk-forward priced every fill at the exact candle close with zero
cost, making reported win rate/profit factor systematically more optimistic
than live trading. Added configurable taker-fee + slippage simulation
(defaults 0.1%/0.05% per fill) applied to every entry/exit, threaded through
walk-forward's grid search and both API endpoints.
sync_real_trades() hardcoded pnl=0 for every real trade needing it, silently
reporting break-even for real-money trades regardless of actual outcome.
Replaced with FIFO lot matching per (user, symbol, exchange), and fixed
orders.py to persist the exchange's actual average fill price instead of
the (always-None-for-market-orders) requested price, so there's real price
data to match against.
Also verified (and locked in with regression tests) that Divergence/SMC's
pivot-confirmation delay is already causally consistent between live and
backtest — no repaint, no look-ahead leak.
187 backend tests pass (+17).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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