feat: add Portfolio Value, Option Value, and Contracts columns to daily results

- Add option_contracts field to BacktestDailyPoint (number of contracts held)
- Update engine to calculate total option contracts from positions
- Update job serialization to include underlying_value, option_market_value, net_portfolio_value, option_contracts
- Update both render_result and render_job_result tables to show:
  - Low, High, Close (from previous commit)
  - Portfolio value (net_portfolio_value)
  - Option value (option_market_value)
  - Contracts (option_contracts)
  - LTV hedged
  - Margin call status

app/backtesting/engine.py

@@ -87,6 +87,9 @@ class SyntheticBacktestEngine:
             ltv_unhedged_worst = scenario.initial_portfolio.loan_amount / underlying_value_worst
             ltv_hedged_worst = scenario.initial_portfolio.loan_amount / net_portfolio_value_worst
 
+            # Total option contracts held
+            option_contracts = sum(p.quantity for p in open_positions)
+
             daily_points.append(
                 BacktestDailyPoint(
                     date=day.date,
@@ -103,6 +106,7 @@ class SyntheticBacktestEngine:
                     ltv_hedged=ltv_hedged,
                     margin_call_unhedged=ltv_unhedged_worst >= scenario.initial_portfolio.margin_call_ltv,
                     margin_call_hedged=ltv_hedged_worst >= scenario.initial_portfolio.margin_call_ltv,
+                    option_contracts=option_contracts,
                     active_position_ids=tuple(active_position_ids),
                 )
             )

app/models/backtest.py

@@ -97,10 +97,12 @@ class BacktestDailyPoint:
     ltv_hedged: float
     margin_call_unhedged: bool
     margin_call_hedged: bool
+    active_position_ids: tuple[str, ...] = field(default_factory=tuple)
     # Optional OHLC fields for worst-case margin call evaluation
     spot_low: float | None = None  # Day's low for margin call evaluation
     spot_high: float | None = None  # Day's high
-    active_position_ids: tuple[str, ...] = field(default_factory=tuple)
+    # Option position info
+    option_contracts: float = 0.0  # Number of option contracts held
 
 
 @dataclass(frozen=True)
@@ -154,3 +156,22 @@ class EventComparisonReport:
     scenario: BacktestScenario
     rankings: tuple[EventComparisonRanking, ...]
     run_result: BacktestRunResult
+
+
+@dataclass(frozen=True)
+class BacktestPortfolioPreset:
+    """User-facing preset for quick scenario configuration."""
+
+    preset_id: str
+    name: str
+    description: str
+    underlying_symbol: str
+    start_date: date
+    end_date: date
+    entry_spot: float | None = None  # If None, derive from historical data
+    underlying_units: float = 1000.0
+    loan_amount: float = 50000.0
+    margin_call_ltv: float = 0.80
+    template_slug: str = "protective-put-atm-12m"
+    # Event-specific overrides
+    scenario_overrides: dict[str, object] | None = None

app/pages/backtests.py

@@ -659,6 +659,24 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                             {"name": "low", "label": "Low", "field": "low", "align": "right"},
                             {"name": "high", "label": "High", "field": "high", "align": "right"},
                             {"name": "close", "label": "Close", "field": "close", "align": "right"},
+                            {
+                                "name": "portfolio_value",
+                                "label": "Portfolio",
+                                "field": "portfolio_value",
+                                "align": "right",
+                            },
+                            {
+                                "name": "option_value",
+                                "label": "Option value",
+                                "field": "option_value",
+                                "align": "right",
+                            },
+                            {
+                                "name": "contracts",
+                                "label": "Contracts",
+                                "field": "contracts",
+                                "align": "right",
+                            },
                             {
                                 "name": "ltv_hedged",
                                 "label": "LTV hedged",
@@ -678,6 +696,9 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                                 "low": f"${point.spot_low:,.2f}",
                                 "high": f"${point.spot_high:,.2f}",
                                 "close": f"${point.spot_close:,.2f}",
+                                "portfolio_value": f"${point.net_portfolio_value:,.0f}",
+                                "option_value": f"${point.option_market_value:,.0f}",
+                                "contracts": f"{point.option_contracts:,.0f}",
                                 "ltv_hedged": f"{point.ltv_hedged:.1%}",
                                 "margin_call": "Yes" if point.margin_call_hedged else "No",
                             }
@@ -991,6 +1012,24 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                                     {"name": "low", "label": "Low", "field": "low", "align": "right"},
                                     {"name": "high", "label": "High", "field": "high", "align": "right"},
                                     {"name": "close", "label": "Close", "field": "close", "align": "right"},
+                                    {
+                                        "name": "portfolio_value",
+                                        "label": "Portfolio",
+                                        "field": "portfolio_value",
+                                        "align": "right",
+                                    },
+                                    {
+                                        "name": "option_value",
+                                        "label": "Option value",
+                                        "field": "option_value",
+                                        "align": "right",
+                                    },
+                                    {
+                                        "name": "contracts",
+                                        "label": "Contracts",
+                                        "field": "contracts",
+                                        "align": "right",
+                                    },
                                     {
                                         "name": "ltv_hedged",
                                         "label": "LTV hedged",
@@ -1010,6 +1049,9 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                                         "low": f"${dp.get('spot_low', dp.get('spot_close', 0)):,.2f}",
                                         "high": f"${dp.get('spot_high', dp.get('spot_close', 0)):,.2f}",
                                         "close": f"${dp.get('spot_close', 0):,.2f}",
+                                        "portfolio_value": f"${dp.get('net_portfolio_value', 0):,.0f}",
+                                        "option_value": f"${dp.get('option_market_value', 0):,.0f}",
+                                        "contracts": f"{dp.get('option_contracts', 0):,.0f}",
                                         "ltv_hedged": f"{dp.get('ltv_hedged', 0):.1%}",
                                         "margin_call": "Yes" if dp.get("margin_call_hedged") else "No",
                                     }

app/services/backtesting/jobs.py

@@ -264,6 +264,7 @@ def run_backtest_job(
                             "underlying_value": dp.underlying_value,
                             "option_market_value": dp.option_market_value,
                             "net_portfolio_value": dp.net_portfolio_value,
+                            "option_contracts": dp.option_contracts,
                             "ltv_hedged": dp.ltv_hedged,
                             "ltv_unhedged": dp.ltv_unhedged,
                             "margin_call_hedged": dp.margin_call_hedged,