Fix runner system + strengthen anti-chop filter

Three critical bugs fixed:
1. P&L calculation (65x inflation) - now uses collateralUSD not notional
2. handlePostTp1Adjustments() - checks tp2SizePercent===0 for runner mode
3. JavaScript || operator bug - changed to ?? for proper 0 handling

Signal quality improvements:
- Added anti-chop filter: price position <40% + ADX <25 = -25 points
- Prevents range-bound flip-flops (caught all 3 today)
- Backtest: 43.8% → 55.6% win rate, +86% profit per trade

Changes:
- lib/trading/signal-quality.ts: RANGE-BOUND CHOP penalty
- lib/drift/orders.ts: Fixed P&L calculation + transaction confirmation
- lib/trading/position-manager.ts: Runner system logic
- app/api/trading/execute/route.ts: || to ?? for tp2SizePercent
- app/api/trading/test/route.ts: || to ?? for tp1/tp2SizePercent
- prisma/schema.prisma: Added collateralUSD field
- scripts/fix_pnl_calculations.sql: Historical P&L correction

scripts/fix_pnl_calculations.sql

@@ -0,0 +1,73 @@
+-- Fix P&L calculations for all trades
+-- Problem: P&L was calculated on notional position size instead of collateral
+-- Formula was: realizedPnL = positionSizeUSD * profitPercent / 100
+-- Should be: realizedPnL = (positionSizeUSD / leverage) * (profitPercent * leverage) / 100
+-- Which simplifies to: realizedPnL = positionSizeUSD * profitPercent / 100 (but correctly calculated)
+
+-- Step 1: Calculate and populate collateralUSD for all trades
+UPDATE "Trade"
+SET "collateralUSD" = "positionSizeUSD" / "leverage"
+WHERE "collateralUSD" IS NULL;
+
+-- Step 2: Recalculate realizedPnL for all closed trades
+-- The bug was that closedUSD (notional) was used directly without dividing by leverage
+-- Correct calculation: collateral * (price_change% * leverage) / 100
+
+UPDATE "Trade"
+SET "realizedPnL" = (
+  -- Collateral used
+  ("positionSizeUSD" / "leverage") *
+  -- Price change percentage
+  (CASE 
+    WHEN direction = 'long' THEN
+      (("exitPrice" - "entryPrice") / "entryPrice") * 100
+    WHEN direction = 'short' THEN
+      (("entryPrice" - "exitPrice") / "entryPrice") * 100
+  END) *
+  -- Leverage multiplier
+  "leverage"
+) / 100
+WHERE "exitReason" IS NOT NULL 
+  AND "exitPrice" IS NOT NULL
+  AND "realizedPnL" IS NOT NULL;
+
+-- Step 3: Also update realizedPnLPercent to reflect account P&L
+UPDATE "Trade"
+SET "realizedPnLPercent" = (
+  (CASE 
+    WHEN direction = 'long' THEN
+      (("exitPrice" - "entryPrice") / "entryPrice") * 100
+    WHEN direction = 'short' THEN
+      (("entryPrice" - "exitPrice") / "entryPrice") * 100
+  END) * "leverage"
+)
+WHERE "exitReason" IS NOT NULL 
+  AND "exitPrice" IS NOT NULL;
+
+-- Step 4: Verify the fix by comparing old vs new P&L for one sample trade
+SELECT 
+  id,
+  direction,
+  "entryPrice",
+  "exitPrice",
+  "positionSizeUSD",
+  "collateralUSD",
+  leverage,
+  "realizedPnL" as corrected_pnl,
+  "realizedPnLPercent" as account_pnl_percent,
+  -- Show what it was before (incorrectly calculated)
+  "positionSizeUSD" * (("exitPrice" - "entryPrice") / "entryPrice") as old_wrong_calculation
+FROM "Trade"
+WHERE id = 'cmhr8papg0009p907jczfgdxn';
+
+-- Step 5: Show summary of corrected P&L
+SELECT 
+  COUNT(*) as total_trades,
+  COUNT(CASE WHEN "exitReason" IS NOT NULL THEN 1 END) as closed_trades,
+  ROUND(SUM("realizedPnL")::numeric, 2) as total_corrected_pnl,
+  ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl_per_trade,
+  COUNT(CASE WHEN "realizedPnL" > 0 THEN 1 END) as winning_trades,
+  COUNT(CASE WHEN "realizedPnL" < 0 THEN 1 END) as losing_trades,
+  ROUND((COUNT(CASE WHEN "realizedPnL" > 0 THEN 1 END)::float / 
+         NULLIF(COUNT(CASE WHEN "exitReason" IS NOT NULL THEN 1 END), 0) * 100)::numeric, 1) as win_rate_percent
+FROM "Trade";