Revise strategy: TTM+ATM+leverage option pick, % exit, perp leverage/margin.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/sim/matcher.py

@@ -385,6 +385,7 @@ class Matcher:
                 "option_upl": 0.0,
                 "index_px": None,
                 "move_points": 0.0,
+                "move_pct": 0.0,
                 "premium_gap": None,
             }
         gw = get_gateway()
@@ -428,8 +429,12 @@ class Matcher:
 
         entry_idx = float(pos["entry_index_px"] or 0)
         move = abs(float(index_px) - entry_idx) if index_px is not None and entry_idx else 0.0
+        move_pct = (move / entry_idx * 100.0) if entry_idx > 0 else 0.0
         initial_premium = float(pos["initial_premium"] or 0)
         premium_gap = initial_premium - perp_upl
+        leverage = self.ledger.get_setting_float("leverage", s.leverage)
+        notional = abs(perp_entry * perp_qty)
+        margin = notional / leverage if leverage > 0 else None
 
         group_id = pos.get("group_id")
         g = (
@@ -454,6 +459,9 @@ class Matcher:
             "perp_entry_px": perp_entry,
             "perp_qty_eth": perp_qty,
             "perp_mark_px": float(mark) if mark is not None else None,
+            "perp_notional": notional,
+            "perp_margin": margin,
+            "leverage": leverage,
             "option_inst_id": pos.get("option_inst_id"),
             "option_entry_px": float(pos["option_entry_px"] or 0),
             "option_qty_eth": float(pos["option_qty_eth"] or 0),
@@ -466,6 +474,7 @@ class Matcher:
             "index_px": index_px,
             "entry_index_px": entry_idx,
             "move_points": move,
+            "move_pct": move_pct,
             "initial_premium": initial_premium,
             "premium_gap": premium_gap,
             "status": pos.get("status"),