H1: risk-adjusted return metrics (equity-curve smoothness = copyability)

New RiskMetricsCalculator (pure) derives max drawdown (USD), daily-PnL volatility
and longest losing streak from the trader's TraderDailySnapshot equity curve; the
PnL engine computes them each recalc and stores them on TraderAnalytics (+ computed
ReturnOverMaxDrawdown, Calmar-like). Two traders with identical final PnL but a
smoother path are very differently copyable — this captures that. Exposed on
TraderDetailDto. Migration AddRiskAdjustedMetrics. +5 unit tests (63 total, 1 skip).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

src/Predictalytics.Application.Tests/Services/RiskMetricsCalculatorTests.cs

@@ -0,0 +1,63 @@
+using System;
+using System.Collections.Generic;
+using Predictalytics.Application.Services;
+using Xunit;
+
+namespace Predictalytics.Application.Tests.Services;
+
+public class RiskMetricsCalculatorTests
+{
+    private static List<(DateTime, decimal)> Curve(params decimal[] pnls)
+    {
+        var list = new List<(DateTime, decimal)>();
+        var d = new DateTime(2026, 01, 01, 0, 0, 0, DateTimeKind.Utc);
+        foreach (var p in pnls) { list.Add((d, p)); d = d.AddDays(1); }
+        return list;
+    }
+
+    [Fact]
+    public void Empty_ReturnsZeros()
+    {
+        var m = RiskMetricsCalculator.Compute(new List<(DateTime, decimal)>());
+        Assert.Equal(0m, m.MaxDrawdownUsd);
+        Assert.Equal(0m, m.PnlVolatilityUsd);
+        Assert.Equal(0, m.LongestLosingStreakDays);
+    }
+
+    [Fact]
+    public void MonotonicUp_HasNoDrawdownNoStreak()
+    {
+        // Steady climb 0 -> 10 -> 20 -> 30: the ideal, most-copyable curve.
+        var m = RiskMetricsCalculator.Compute(Curve(0, 10, 20, 30));
+        Assert.Equal(0m, m.MaxDrawdownUsd);
+        Assert.Equal(0, m.LongestLosingStreakDays);
+    }
+
+    [Fact]
+    public void DipFromPeak_MeasuresPeakToTroughDrawdown()
+    {
+        // Peak 100, trough 40 -> max drawdown 60. Ends back at 90.
+        var m = RiskMetricsCalculator.Compute(Curve(0, 100, 70, 40, 90));
+        Assert.Equal(60m, m.MaxDrawdownUsd);
+    }
+
+    [Fact]
+    public void LongestLosingStreak_CountsConsecutiveDownDays()
+    {
+        // deltas: +100, -30, -30, -30, +50  -> 3 consecutive losing days
+        var m = RiskMetricsCalculator.Compute(Curve(0, 100, 70, 40, 10, 60));
+        Assert.Equal(3, m.LongestLosingStreakDays);
+    }
+
+    [Fact]
+    public void Volatility_IsZeroForConstantDailyGain_PositiveForBumpyPath()
+    {
+        // Constant +10/day -> zero volatility of daily returns.
+        var smooth = RiskMetricsCalculator.Compute(Curve(0, 10, 20, 30, 40));
+        Assert.Equal(0m, smooth.PnlVolatilityUsd);
+
+        // Same endpoint (+40) but a bumpy path -> positive volatility.
+        var bumpy = RiskMetricsCalculator.Compute(Curve(0, 50, 10, 60, 40));
+        Assert.True(bumpy.PnlVolatilityUsd > 0m);
+    }
+}