backtest: explain the regime-gated empty window + toggle to view raw-criteria trades

Owner saw a blank /backtest — it was CORRECT (the regime gate sat out every
recent session) but unexplained. Now: ?regime=0|1 override on /api/backtest,
an 'apply regime gate (as deployed)' checkbox, and an empty-state message
saying WHY there are no trades and what to click. Gated view = what the bot
would do; ungated = the raw simple criteria.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

api/main.py

@@ -511,7 +511,7 @@ class DashboardState:
         return rows
 
     def backtest(self, days: int | None = 10, since: str | None = None,
-                 until: str | None = None) -> dict:
+                 until: str | None = None, regime_override: bool | None = None) -> dict:
         """Theoretical trades under CURRENT live settings (plan 015) —
         assembly only, the simulation lives in research.experiments.replay.
 
@@ -530,6 +530,10 @@ class DashboardState:
         pop = PopulationConfig.from_env()
         regime_on = os.environ.get("TRADING_REGIME_GATE_ENABLED", "0").strip().lower() in {
             "1", "true", "yes", "on"}
+        if regime_override is not None:
+            # /backtest UX: let the page show RAW-criteria trades when the gate
+            # sits out the whole window (owner: 'no data in backtest').
+            regime_on = regime_override
         fidelity = {"atr_frac": 0.25, "spread_mult": 3, "adverse_ticks": 1}
         settings = {
             "population": {"price_min": pop.price_min, "price_max": pop.price_max,
@@ -805,8 +809,10 @@ class DashboardHandler(BaseHTTPRequestHandler):
                 since = (q.get("since") or [""])[0] or None
                 until = (q.get("until") or [""])[0] or None
                 days = (q.get("days") or [""])[0]
+                rg = (q.get("regime") or [""])[0]
                 self._send_json(self.state.backtest(
-                    days=int(days) if days else 10, since=since, until=until))
+                    days=int(days) if days else 10, since=since, until=until,
+                    regime_override=(rg == "1") if rg in ("0", "1") else None))
             elif route == "/api/attribution":
                 # per-component stage ratings (research/attribution.py); computed on
                 # demand — a handful of indexed event queries, fine per click

api/static/backtest.html

@@ -141,6 +141,9 @@
     <input type="date" id="since-input">
     <input type="date" id="until-input">
     <button class="run" id="run-custom">Run range</button>
+    <label style="font: 600 11px var(--mono); color: var(--muted); display:flex; align-items:center; gap:5px; margin-left:8px">
+      <input type="checkbox" id="regime-toggle" checked> apply regime gate (as deployed)
+    </label>
   </div>
 </header>
 
@@ -209,6 +212,9 @@ function setLoading(msg) {
 
 async function runBacktest(params, activeBtn) {
   document.querySelectorAll(".picker button[data-days]").forEach(b => b.classList.toggle("active", b === activeBtn));
+  state.lastParams = params; state.lastBtn = activeBtn;
+  // the gate toggle rides every request: unchecked = raw-criteria trades
+  params = { ...params, regime: $("regime-toggle").checked ? "1" : "0" };
   const n = params.days || "the requested";
   setLoading("replaying " + n + " session" + (n === 1 ? "" : "s") + "… (can take up to 30s)");
   try {
@@ -229,6 +235,7 @@ async function runBacktest(params, activeBtn) {
 document.querySelectorAll(".picker button[data-days]").forEach(btn => {
   btn.onclick = () => runBacktest({ days: btn.dataset.days }, btn);
 });
+$("regime-toggle").onchange = () => runBacktest(state.lastParams || { days: 10 }, state.lastBtn || null);
 $("run-custom").onclick = () => {
   const since = $("since-input").value, until = $("until-input").value;
   if (!since || !until) return;
@@ -285,7 +292,13 @@ function renderSummary(sum, skipped, screened) {
 // (cum_pnl -> cum_r, day_pnl -> sum_r); click a day filters the trade table.
 function renderDaily(days) {
   const host = $("daily-curve");
-  if (!days || !days.length) { host.innerHTML = '<span class="empty">No trades in this window.</span>'; return; }
+  if (!days || !days.length) {
+    const reg = ((state.data || {}).screened || {}).regime || 0;
+    host.innerHTML = '<span class="empty">' + (reg > 0
+      ? 'No trades: the regime gate sat out every replayed session in this window — the bot would not have traded these days at all. Uncheck \u201capply regime gate\u201d above to see what the raw criteria would have done.'
+      : 'No trades in this window (no qualifying setups).') + '</span>';
+    return;
+  }
   const n = days.length;
   const W = Math.max(host.clientWidth || 680, n * 48);
   const H = 184, padT = 16, padB = 30, padX = 12, plotH = H - padT - padB;

tests/unit/api/test_backtest_endpoint.py

@@ -244,3 +244,24 @@ def test_replay_window_replays_live_track_only():
     from research.experiments.replay import replay_window
     out = replay_window(store, str(SESS1), str(SESS2))
     assert len(out["trades"]) == 4  # the 4 v1 fires only; liq1 excluded
+
+
+def test_backtest_regime_override_bypasses_gate(monkeypatch):
+    """/backtest UX fix (owner: 'no data in backtest'): when the regime gate
+    zeroes a whole window the page must be able to show RAW-criteria trades
+    via ?regime=0, and the response must echo which mode ran."""
+    import api.main as m
+    store = _seed_store()
+    monkeypatch.setenv("TRADING_REGIME_GATE_ENABLED", "1")
+    # unfavorable scores for BOTH sessions -> gated run has zero trades
+    from research import regime as rg
+    rg.apply_schema(store.con)
+    for sess in (SESS1, SESS2):
+        store.con.execute(
+            "INSERT INTO regime_scores (model_version, session_date, p_profit, favorable, computed_at) "
+            "VALUES ('meta_v1', ?, 0.1, false, now()) ON CONFLICT DO NOTHING", [sess])
+    state = m.DashboardState("momentum")
+    gated = state.backtest(days=10)
+    raw = state.backtest(days=10, regime_override=False)
+    assert gated["summary"]["n"] == 0 and gated["settings"]["regime_gate"] is True
+    assert raw["summary"]["n"] == 4 and raw["settings"]["regime_gate"] is False