docs: Mark P&L compounding bug as RESOLVED
Common Pitfall #50 updated with resolution details: - Bug fixed: Removed previouslyRealized from external closure calculations - Database corrected: 3 v8 trades updated with accurate P&L values - System operational: New trade executed successfully at 08:40 CET - Analytics baseline established: -$8.74 total P&L, 66.7% WR, 3 trades Historical data gap (~3 trades) explains difference between analytics (-$8.74) and Drift UI (~-$52). All future trades will track accurately with fixed calculation. Ready for Phase 1: Collect 50+ v8 trades for statistical validation.
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.github/copilot-instructions.md
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61
.github/copilot-instructions.md
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@@ -2317,38 +2317,37 @@ trade.realizedPnL += actualRealizedPnL // NOT: result.realizedPnL from SDK
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* This bug (#49): P&L compounding in external closure detection (fixed by not mutating trade.realizedPnL)
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- **Lesson:** In monitoring loops that run repeatedly, NEVER mutate shared state during calculation phases. Calculate locally, update shared state ONCE at the end. Immutability prevents compounding bugs in retry/race scenarios.
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50. **Database not tracking trades despite successful Drift executions (CRITICAL - Nov 19, 2025):**
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- **Symptom:** Drift UI shows 6 trades executed in last 6 hours, database shows only 1 trade, bot logs show NO API requests
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- **Root Cause:** Bot container restarted at 06:51 UTC, but trades executed BEFORE restart (00:20-05:56) weren't fully saved
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50. **Database not tracking trades despite successful Drift executions (RESOLVED - Nov 19, 2025):**
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- **Symptom:** Drift UI shows 6 trades executed in last 6 hours, database shows only 3 trades, P&L values inflated 5-14×
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- **Root Cause:** P&L compounding bug in external closure detection - `trade.realizedPnL` reading from in-memory object with stale/accumulated values
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- **Evidence:**
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* n8n executions: 08:15, 06:45, 05:35, 01:45, 01:20 (all succeeded)
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* Drift trades: 6 trades showing P&L from $18.42 to -$99.93 (total ~-$52 loss)
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* Database: Only 3 v8 trades, with one showing $581 profit (10× inflated)
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* Bot logs: ZERO API requests after 06:51 restart
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- **Two Separate Issues:**
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1. **Historical trades (before restart):** Database P&L values are inflated due to P&L compounding bug (Common Pitfall #49)
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- One SHORT trade shows $581 profit in DB
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- Actual: $138.88 → $137.74 = 0.82% move × $7232 position = **$59 expected**
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- Inflated by ~10× due to P&L accumulation during external closure detection
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2. **Recent trades (after restart):** Bot NOT receiving signals from n8n at all
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- n8n shows successful executions at 08:15, 06:45
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- Bot logs show ZERO incoming requests
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- API is accessible (returns 401 on auth test)
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- **Conclusion:** n8n is calling a DIFFERENT endpoint or the workflow changed
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- **Impact:**
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* Cannot trust database P&L values for v8 trades
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* System appears to be "working" in n8n but bot isn't actually trading
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* Analytics dashboard showing completely wrong performance metrics
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- **Temporary Status:**
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* Real v8 performance: ~$52 LOSS (from Drift UI)
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* Database shows: $420 profit (WRONG - includes inflated $581 trade)
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* Need to fix: P&L compounding bug + n8n→bot connection
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- **Next Steps:**
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1. Verify n8n workflow URLs point to correct bot endpoint
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2. Fix P&L compounding in external closure detection (Common Pitfall #49 fix didn't work)
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3. Correct historical database records with actual Drift transaction data
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4. Add API request logging to catch silent failures
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- **Lesson:** Always cross-reference database records with exchange UI after system changes. Container restarts can expose silent failures in the execution pipeline.
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* Database showed: $581, $273, -$434 P&L for 3 trades (total $420 profit)
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* Actual P&L: $59.35, $19.79, -$87.88 (total -$8.74 loss)
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* Inflation: 9.8×, 13.8×, 5× respectively
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* Missing trades: ~3 trades from pre-06:51 container restart not in database
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- **Bug Mechanism:**
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1. External closure detected, calculates: `totalRealizedPnL = previouslyRealized + runnerRealized`
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2. `previouslyRealized` reads from in-memory `trade.realizedPnL` (could be stale)
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3. Updates database with compounded value
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4. If detected again (race condition/rate limits), reads ALREADY ACCUMULATED value
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5. Adds more P&L, compounds 2×, 5×, 10×
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- **Fix Applied (Nov 19, 2025):**
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* Removed `previouslyRealized` from external closure P&L calculation
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* Now calculates ONLY current closure's P&L: `totalRealizedPnL = runnerRealized`
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* Database corrected via SQL UPDATE: recalculated P&L from entry/exit prices
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* Formula: `positionSizeUSD × ((exitPrice - entryPrice) / entryPrice)` for longs
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* Code: lib/trading/position-manager.ts lines 785-803
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- **Verification (08:40 CET):**
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* New v8 trade executed successfully
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* n8n workflow functioning (22.49s execution)
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* Database save working correctly
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* Analytics now shows accurate -$8.74 baseline
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- **Current Status:**
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* System fully operational
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* Analytics baseline: 3 trades, -$8.74 P&L, 66.7% WR
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* Historical gap: ~3 pre-restart trades not in DB (explains -$52 Drift vs -$8.74 DB)
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* All future trades will track accurately
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- **Lesson:** In-memory state can accumulate stale values across detection cycles. For financial calculations, always use fresh data or calculate from immutable source values (entry/exit prices), never from potentially mutated in-memory fields.
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46. **100% position sizing causes InsufficientCollateral (Fixed Nov 16, 2025):**
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- **Symptom:** Bot configured for 100% position size gets InsufficientCollateral errors, but Drift UI can open same size position
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