fix: stage missing code review fixes (7 files)

Files were edited but not staged in earlier commits:
- adaptive_rhythm_manager.py: mt→mt5, pytz→timezone, get_volatility_level, shutdown()
- check_market_regime.py: ADX_THRESHOLD, Wilder EWM, try/finally, UTC timestamp, sys import
- check_system_status.py: remove duplicate cursor.execute
- drawdown_protection.py: float(inf), persist pause state, DB save_setting, Markdown fix
- performance_analysis.py: KeyError export fix, profit factor, drawdown positive, SQL filter
- performance_analysis_simple.py: fromisoformat, numeric bin sort, profit factor
- trading_dashboard.py: st.rerun(), session_state auto-refresh, pathlib DB path, errors=coerce

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

performance_analysis_simple.py

@@ -7,6 +7,7 @@ Umfassende Performance-Auswertung mit nur SQLite
 import sqlite3
 from datetime import datetime
 from collections import defaultdict
+from typing import List, Dict
 
 # ==========================================
 # DATABASE QUERIES
@@ -14,11 +15,9 @@ from collections import defaultdict
 
 def get_closed_trades(db_path="trading_bot.db", exclude_historical=True):
     """Lade geschlossene Trades"""
-    conn = sqlite3.connect(db_path)
-    conn.row_factory = sqlite3.Row
-    cursor = conn.cursor()
+    status_filter = "status = 'closed'" if exclude_historical else "status IN ('closed', 'historical')"
 
-    query = """
+    query = f"""
         SELECT
             ticket, symbol, type, volume,
             entry_price, exit_price,
@@ -31,19 +30,15 @@ def get_closed_trades(db_path="trading_bot.db", exclude_historical=True):
             profit_pct, rr_ratio,
             exit_reason, status
         FROM trades
-        WHERE status = 'closed'
+        WHERE {status_filter}
+        ORDER BY exit_time DESC
     """
 
-    if exclude_historical:
-        query += " AND status != 'historical'"
-
-    query += " ORDER BY exit_time DESC"
-
-    cursor.execute(query)
-    trades = [dict(row) for row in cursor.fetchall()]
-
-    conn.close()
-    return trades
+    with sqlite3.connect(db_path) as conn:
+        conn.row_factory = sqlite3.Row
+        cursor = conn.cursor()
+        cursor.execute(query)
+        return [dict(row) for row in cursor.fetchall()]
 
 # ==========================================
 # OVERALL PERFORMANCE
@@ -66,7 +61,9 @@ def calculate_overall_metrics(trades):
     avg_win = sum(t['net_profit'] for t in wins) / len(wins) if wins else 0
     avg_loss = sum(t['net_profit'] for t in losses) / len(losses) if losses else 0
 
-    profit_factor = abs(avg_win / avg_loss) if avg_loss != 0 else 0
+    gross_profit = sum(t['net_profit'] for t in wins)
+    gross_loss = abs(sum(t['net_profit'] for t in losses))
+    profit_factor = round(gross_profit / gross_loss, 2) if gross_loss > 0 else 0
 
     # Calculate drawdown
     cumulative = 0
@@ -78,8 +75,8 @@ def calculate_overall_metrics(trades):
         if cumulative > max_cumulative:
             max_cumulative = cumulative
         drawdown = cumulative - max_cumulative
-        if drawdown < max_drawdown:
-            max_drawdown = drawdown
+        if abs(drawdown) > max_drawdown:
+            max_drawdown = abs(drawdown)
 
     return {
         'total_trades': total_trades,
@@ -172,7 +169,7 @@ def analyze_by_confidence(trades):
             'avg_profit': avg_profit
         })
 
-    return sorted(results, key=lambda x: x['confidence_range'])
+    return sorted(results, key=lambda x: int(x['confidence_range'].split('-')[0]))
 
 # ==========================================
 # EXIT REASON ANALYSIS
@@ -215,7 +212,7 @@ def analyze_by_hour(trades):
     hours = defaultdict(lambda: {'trades': 0, 'wins': 0, 'profit': 0})
 
     for trade in trades:
-        hour = int(trade['entry_time'][11:13])  # Extract hour from timestamp
+        hour = datetime.fromisoformat(trade['entry_time']).hour
         hours[hour]['trades'] += 1
         hours[hour]['profit'] += trade['net_profit']
         if trade['net_profit'] > 0: