#!/usr/bin/env python3
"""
Calculate real P&L for ML v11.2 Long Strategy with proper leverage
Starting Capital: $1,400
Leverage: 10x
Commission: 0.05% per trade (0.1% round trip)
"""

# Trade data from CSV (Entry Price, Exit Price, Price Change %)
trades = [
    # Trade #, Entry, Exit, PnL%
    (1, 127.26, 123.69, -2.81),
    (2, 139.45, 141.85, 1.72),
    (3, 139.77, 141.85, 1.49),
    (4, 144.09, 140.05, -2.80),
    (5, 130.99, 133.09, 1.60),
    (6, 133.64, 135.78, 1.60),
    (7, 133.90, 135.67, 1.32),
    (8, 133.15, 135.67, 1.89),
    (9, 139.24, 141.41, 1.56),
    (10, 139.12, 141.41, 1.65),
    (11, 131.41, 133.79, 1.81),
    (12, 131.95, 133.79, 1.39),
    (13, 132.82, 129.07, -2.82),
    (14, 132.76, 129.07, -2.78),
    (15, 130.96, 133.06, 1.60),
    (16, 125.93, 127.95, 1.60),
    (17, 126.71, 128.74, 1.60),
    (18, 128.70, 130.24, 1.20),
    (19, 127.67, 130.24, 2.01),
    (20, 123.58, 125.56, 1.60),
    (21, 126.22, 128.11, 1.50),
    (22, 125.96, 128.11, 1.71),
    (23, 126.06, 128.21, 1.71),
    (24, 126.32, 128.21, 1.50),
    (25, 126.10, 121.98, -3.27),
    (26, 124.89, 121.98, -2.33),
    (27, 122.07, 124.04, 1.61),
    (28, 122.09, 124.04, 1.60),
    (29, 123.03, 125.00, 1.60),
    (30, 123.34, 125.69, 1.91),
    (31, 124.08, 125.69, 1.30),
    (32, 123.82, 125.81, 1.61),
    (33, 124.72, 126.72, 1.60),
    (34, 124.90, 126.91, 1.61),
    (35, 124.92, 126.91, 1.59),
    (36, 128.81, 130.88, 1.61),
    (37, 131.33, 133.34, 1.53),
    (38, 131.14, 133.34, 1.68),
    (39, 134.23, 136.57, 1.74),
    (40, 134.60, 136.57, 1.46),
    (41, 138.24, 140.46, 1.61),
    (42, 138.89, 141.12, 1.61),
    (43, 140.00, 136.08, -2.80),
    (44, 135.09, 137.26, 1.61),
]

# Configuration
STARTING_CAPITAL = 1400.0
LEVERAGE = 10
COMMISSION_RATE = 0.0005  # 0.05% per trade (entry + exit = 0.1%)

print("=" * 70)
print("ML v11.2 LONG STRATEGY - REAL P&L CALCULATION")
print("=" * 70)
print(f"Starting Capital: ${STARTING_CAPITAL:,.2f}")
print(f"Leverage: {LEVERAGE}x")
print(f"Commission: {COMMISSION_RATE * 100:.2f}% per trade (0.1% round trip)")
print(f"Total Trades: {len(trades)}")
print("=" * 70)

# Calculate with compounding
equity = STARTING_CAPITAL
max_equity = STARTING_CAPITAL
max_drawdown = 0
max_drawdown_pct = 0
wins = 0
losses = 0
total_commission = 0

print("\n📊 TRADE-BY-TRADE BREAKDOWN (with 10x leverage):")
print("-" * 70)

for trade_num, entry, exit_price, pnl_pct in trades:
    # Position size = equity * leverage
    notional = equity * LEVERAGE
    
    # Commission on entry and exit (0.05% each way)
    commission = notional * COMMISSION_RATE * 2  # Round trip
    total_commission += commission
    
    # Gross P&L at 10x leverage
    gross_pnl = notional * (pnl_pct / 100)
    
    # Net P&L after commission
    net_pnl = gross_pnl - commission
    
    # Update equity
    old_equity = equity
    equity += net_pnl
    
    # Track wins/losses
    if net_pnl > 0:
        wins += 1
    else:
        losses += 1
    
    # Track drawdown
    if equity > max_equity:
        max_equity = equity
    drawdown = max_equity - equity
    drawdown_pct = (drawdown / max_equity) * 100
    if drawdown > max_drawdown:
        max_drawdown = drawdown
        max_drawdown_pct = drawdown_pct
    
    # Print every trade
    emoji = "✅" if net_pnl > 0 else "❌"
    print(f"Trade {trade_num:2d}: {emoji} Entry ${entry:.2f} → Exit ${exit_price:.2f} | "
          f"Notional ${notional:,.0f} | Net P&L: ${net_pnl:+,.2f} | Equity: ${equity:,.2f}")

print("-" * 70)

# Final stats
total_profit = equity - STARTING_CAPITAL
roi = (total_profit / STARTING_CAPITAL) * 100
win_rate = (wins / len(trades)) * 100

print("\n" + "=" * 70)
print("📈 FINAL RESULTS WITH 10x LEVERAGE")
print("=" * 70)
print(f"Starting Capital:     ${STARTING_CAPITAL:,.2f}")
print(f"Final Equity:         ${equity:,.2f}")
print(f"Total Profit:         ${total_profit:+,.2f}")
print(f"ROI:                  {roi:+.2f}%")
print(f"Total Commission:     ${total_commission:,.2f}")
print("=" * 70)
print(f"Wins:                 {wins}")
print(f"Losses:               {losses}")
print(f"Win Rate:             {win_rate:.2f}%")
print(f"Max Drawdown:         ${max_drawdown:,.2f} ({max_drawdown_pct:.2f}%)")
print("=" * 70)

# Compare to TradingView results
tv_pnl = 657.95
print(f"\n📊 COMPARISON TO TRADINGVIEW BACKTEST:")
print(f"TradingView (1x):     ${tv_pnl:+,.2f} (+47.00%)")
print(f"With 10x Leverage:    ${total_profit:+,.2f} ({roi:+.2f}%)")
print(f"Multiplier Effect:    {total_profit/tv_pnl:.1f}x")