diff --git a/backtester/metrics.py b/backtester/metrics.py
index ec912e6..f6562a1 100644
--- a/backtester/metrics.py
+++ b/backtester/metrics.py
@@ -185,9 +185,7 @@ def _populate_dict_trade_aggregates(
     if not trade_log:
         return
 
-    closed = [
-        t for t in trade_log if t.get("pnl_pct") is not None
-    ]
+    closed = [t for t in trade_log if t.get("pnl_pct") is not None]
     if not closed:
         return
 
@@ -203,6 +201,27 @@ def _populate_dict_trade_aggregates(
     elif avg_win > 0:
         result.avg_win_loss_ratio = float("inf")
 
+    # Kevin extensions: winners / losers / best / worst (use Decimal pnl_pct if present)
+    winners_d = [t for t in closed if Decimal(str(t["pnl_pct"])) > 0]
+    losers_d = [t for t in closed if Decimal(str(t["pnl_pct"])) <= 0]
+    if winners_d:
+        total = sum(Decimal(str(t["pnl_pct"])) for t in winners_d)
+        result.avg_winner_pct = total / Decimal(len(winners_d))
+    if losers_d:
+        total_l = sum(Decimal(str(t["pnl_pct"])) for t in losers_d)
+        result.avg_loser_pct = total_l / Decimal(len(losers_d))
+    if closed:
+        best = max(closed, key=lambda t: Decimal(str(t["pnl_pct"])))
+        worst = min(closed, key=lambda t: Decimal(str(t["pnl_pct"])))
+        result.best_trade = {
+            "symbol": best["symbol"],
+            "pnl_pct": Decimal(str(best["pnl_pct"])),
+        }
+        result.worst_trade = {
+            "symbol": worst["symbol"],
+            "pnl_pct": Decimal(str(worst["pnl_pct"])),
+        }
+
 
 def _populate_benchmark_metrics(
     result: BacktestResult,
diff --git a/tests/backtester/test_metrics_kevin_extensions.py b/tests/backtester/test_metrics_kevin_extensions.py
new file mode 100644
index 0000000..4328441
--- /dev/null
+++ b/tests/backtester/test_metrics_kevin_extensions.py
@@ -0,0 +1,99 @@
+"""Kevin-extension tests for compute_metrics (alpha/beta/winners/losers/best/worst)."""
+
+from datetime import datetime, timedelta, timezone
+from decimal import Decimal
+
+import pandas as pd
+
+from backtester.metrics import compute_metrics
+
+
+def _ts(day):
+    return datetime(2026, 5, 15, tzinfo=timezone.utc) + timedelta(days=day)
+
+
+def test_compute_metrics_returns_alpha_and_beta_with_benchmark():
+    spy = pd.DataFrame(
+        {
+            "open": [500, 500, 510, 510, 520],
+            "high": [500] * 5,
+            "low": [500] * 5,
+            "close": [500, 500, 510, 510, 520],
+            "volume": [0] * 5,
+        },
+        index=pd.date_range("2026-05-15", periods=5, freq="D", tz="UTC"),
+    )
+    trades = [
+        {
+            "symbol": "NVDA",
+            "source_mention_id": 1,
+            "entry_at": _ts(0),
+            "entry_price": Decimal("100"),
+            "exit_at": _ts(4),
+            "exit_price": Decimal("110"),
+            "qty": Decimal("10"),
+            "pnl_usd": Decimal("100"),
+            "pnl_pct": Decimal("10"),
+            "holding_days_actual": 4,
+        }
+    ]
+    curve = [(_ts(i), Decimal(str(100000 + 25 * i))) for i in range(5)]
+
+    result = compute_metrics(
+        trade_log=trades,
+        equity_curve=curve,
+        initial_capital=Decimal("100000"),
+        benchmark_bars=spy,
+    )
+
+    assert result.alpha_vs_spy_pct is not None
+    assert result.beta_vs_spy is not None
+
+
+def test_compute_metrics_returns_winners_losers_best_worst():
+    trades = [
+        {
+            "symbol": "NVDA",
+            "source_mention_id": 1,
+            "entry_at": _ts(0),
+            "entry_price": Decimal("100"),
+            "exit_at": _ts(5),
+            "exit_price": Decimal("110"),
+            "qty": Decimal("10"),
+            "pnl_usd": Decimal("100"),
+            "pnl_pct": Decimal("10"),
+            "holding_days_actual": 5,
+        },
+        {
+            "symbol": "INTC",
+            "source_mention_id": 2,
+            "entry_at": _ts(0),
+            "entry_price": Decimal("50"),
+            "exit_at": _ts(5),
+            "exit_price": Decimal("45"),
+            "qty": Decimal("20"),
+            "pnl_usd": Decimal("-100"),
+            "pnl_pct": Decimal("-10"),
+            "holding_days_actual": 5,
+        },
+    ]
+    result = compute_metrics(
+        trade_log=trades,
+        equity_curve=[(_ts(0), Decimal("100000"))],
+        initial_capital=Decimal("100000"),
+    )
+
+    assert result.avg_winner_pct == Decimal("10")
+    assert result.avg_loser_pct == Decimal("-10")
+    assert result.best_trade == {"symbol": "NVDA", "pnl_pct": Decimal("10")}
+    assert result.worst_trade == {"symbol": "INTC", "pnl_pct": Decimal("-10")}
+
+
+def test_compute_metrics_no_benchmark_omits_alpha_beta():
+    result = compute_metrics(
+        trade_log=[],
+        equity_curve=[(_ts(0), Decimal("100000"))],
+        initial_capital=Decimal("100000"),
+    )
+    assert result.alpha_vs_spy_pct is None
+    assert result.beta_vs_spy is None