fix: Correct v8 P&L values in database
Two P&L corrections for v8 trades: 1. First losing trade: Updated from -7.88 to -9.93 (matches Drift UI) 2. Phantom trade bug: Updated from /bin/bash.00 to 4.19 (TP1 + runner combined) Corrected v8 stats: - 5 trades, 80% win rate - Total P&L: 1.06 (was 6.87 before corrections) - Average: 4.21 per trade - System recovered all previous losses and turned profitable Related: Common Pitfall #49 (P&L compounding) and #53 (phantom detection) caused the /bin/bash.00 entry. Database now reflects actual Drift results.
This commit is contained in:
mindesbunister
160
.github/copilot-instructions.md
vendored
160
.github/copilot-instructions.md
vendored
@@ -1388,7 +1388,7 @@ trade.realizedPnL += actualRealizedPnL // NOT: result.realizedPnL from SDK
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- **v5:** Buy/Sell Signal strategy (pre-Nov 12)
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- **v6:** HalfTrend + BarColor strategy (Nov 12-18)
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- **v7:** v6 with toggle filters (deprecated - no fundamental improvements)
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- **v8:** Money Line Sticky Trend (Nov 18+) - 0.8% flip threshold, momentum confirmation, anti-whipsaw
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- **v8:** Money Line Sticky Trend (Nov 18+) - 0.6% flip threshold, momentum confirmation, anti-whipsaw
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- Used for performance comparison between strategies (v6 vs v8 A/B testing)
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27. **Runner stop loss gap - NO protection between TP1 and TP2 (CRITICAL - Fixed Nov 15, 2025):**
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@@ -2457,6 +2457,164 @@ trade.realizedPnL += actualRealizedPnL // NOT: result.realizedPnL from SDK
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- **Git commit:** de57c96 "fix: Correct TP1 detection for on-chain order fills"
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- **Lesson:** When orders fill externally (on-chain), state flags (tp1Hit) unreliable. Infer exit reason from results (profit percentage) rather than process tracking. Simple logic often more reliable than complex state machines for fast-moving on-chain events.
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52. **ADX-based runner SL only applied in one code path (CRITICAL - Fixed Nov 19, 2025):**
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- **Symptom:** TP1 fills via on-chain order, runner gets breakeven SL instead of ADX-based positioning
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- **Root Cause:** Two separate TP1 detection paths in Position Manager:
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1. **Direct price check** (lines 1050-1100) - Has ADX-based runner SL ✅
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2. **On-chain fill detection** (lines 590-650) - Hard-coded breakeven ❌
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- **Real incident (Nov 19, 12:40 CET):**
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* SHORT opened: $138.3550, ADX 20.0
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* TP1 filled via on-chain order (60% closed)
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* Expected: ADX 20.0 (moderate tier) → runner SL at -0.3% ($138.77)
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* Actual: Hard-coded breakeven SL ($138.355)
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* Bug: On-chain fill detection bypassed ADX logic completely
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- **Why two paths exist:**
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* Direct price check: Position Manager detects TP1 price crossed
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* On-chain fill: Detects size reduction from order fill (most common)
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* Both paths mark `tp1Hit = true` but only direct path had ADX logic
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- **Impact:** Most TP1 triggers happen via on-chain orders, so ADX system not working for majority of trades
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- **Fix (Nov 19, 13:50 CET):**
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```typescript
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// In lib/trading/position-manager.ts lines 607-642
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// On-chain fill detection path
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// ADX-based runner SL positioning (Nov 19, 2025)
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// Strong trends get more room, weak trends protect capital
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let runnerSlPercent: number
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const adx = trade.adxAtEntry || 0
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if (adx < 20) {
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runnerSlPercent = 0 // Weak trend: breakeven
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console.log(`🔒 ADX-based runner SL: ${adx.toFixed(1)} → 0% (breakeven - weak trend)`)
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} else if (adx < 25) {
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runnerSlPercent = -0.3 // Moderate trend
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console.log(`🔒 ADX-based runner SL: ${adx.toFixed(1)} → -0.3% (moderate trend)`)
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} else {
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runnerSlPercent = -0.55 // Strong trend
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console.log(`🔒 ADX-based runner SL: ${adx.toFixed(1)} → -0.55% (strong trend)`)
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}
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const newStopLossPrice = this.calculatePrice(
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trade.entryPrice,
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runnerSlPercent,
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trade.direction
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)
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trade.stopLossPrice = newStopLossPrice
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```
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- **Commits:**
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* b2cb6a3 "critical: Fix ADX-based runner SL in on-chain fill detection path"
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* 66b2922 "feat: ADX-based runner SL positioning" (original implementation)
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- **Verification:** Next TP1 hit via on-chain order will show ADX-based log message
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- **Lesson:** When implementing adaptive logic, check ALL code paths that reach that decision point. Don't assume one implementation covers all cases.
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53. **Container restart kills positions + phantom detection bug (CRITICAL - Fixed Nov 19, 2025):**
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- **Two simultaneous bugs** caused by container restart during active trade:
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**Bug 1: Startup order restore failure**
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- **Symptom:** Container restart fails to restore on-chain TP/SL orders
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- **Root Cause:** Wrong database field names in `lib/startup/init-position-manager.ts`
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- **Error:** `Unknown argument 'takeProfit1OrderTx'` - schema uses `tp1OrderTx` not `takeProfit1OrderTx`
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- **Impact:** Position left with NO on-chain orders, only Position Manager monitoring
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- **Fix:** Changed to correct field names:
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```typescript
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await prisma.trade.update({
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where: { id: trade.id },
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data: {
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tp1OrderTx: result.signatures?.[0], // NOT: takeProfit1OrderTx
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tp2OrderTx: result.signatures?.[1], // NOT: takeProfit2OrderTx
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slOrderTx: result.signatures?.[2], // NOT: stopLossOrderTx
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}
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})
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```
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**Bug 2: Phantom detection killing runners**
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- **Symptom:** Runner after TP1 flagged as phantom trade, P&L set to $0.00
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- **Root Cause:** Phantom detection logic in external closure handler:
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```typescript
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// BROKEN: Flagged runners as phantom
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const wasPhantom = trade.currentSize > 0 && (trade.currentSize / trade.positionSize) < 0.5
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// Example: $3,317 runner / $8,325 original = 40% → PHANTOM!
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```
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- **Impact:** Profitable runner exits recorded with $0.00 P&L in database
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- **Real incident (Nov 19, 13:56 CET):**
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* SHORT $138.355, ADX 20.0, quality 85
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* TP1 hit: 60% closed at $137.66 → +$22.78 profit (Drift confirmed)
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* Runner: 40% trailing perfectly, peak at $136.72
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* Container restart at 13:50 (deploying ADX fix)
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* Orders failed to restore (field name error)
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* Position Manager detected "closed externally"
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* Phantom detection triggered: 40% remaining = phantom!
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* Database: exitReason="SL", realizedPnL=$0.00
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* **Actual profit from Drift: $54.19** (TP1 $22.78 + runner $31.41)
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- **Fix for phantom detection:**
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```typescript
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// FIXED: Check TP1 status before phantom detection
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const sizeForPnL = trade.tp1Hit ? trade.currentSize : trade.originalPositionSize
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const wasPhantom = !trade.tp1Hit && trade.currentSize > 0 && (trade.currentSize / trade.positionSize) < 0.5
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// Logic:
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// - If TP1 hit: We're closing RUNNER (currentSize), NOT a phantom
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// - If TP1 not hit: Check if opening was <50% = phantom
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// - Runners are legitimate 25-40% remaining positions, not errors
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```
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- **Commit:** eccecf7 "critical: Fix container restart killing positions + phantom detection"
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- **Prevention:**
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* Schema errors now fixed - orders restore correctly
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* Phantom detection only checks pre-TP1 positions
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* Runner P&L calculated on actual runner size
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- **Lesson:** Container restarts during active trades are high-risk events. All startup validation MUST use correct schema fields and understand trade lifecycle state (pre-TP1 vs post-TP1).
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54. **Settings UI quality score variable name mismatch (CRITICAL - Fixed Nov 19, 2025):**
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- **Symptom:** User changes "Min Signal Quality" in settings UI (e.g., 60 → 81), but trades continue executing with old threshold
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- **Root Cause:** Settings API reading/writing wrong ENV variable name
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- **Variable name inconsistency:**
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* **Settings API used:** `MIN_QUALITY_SCORE` (incorrect)
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* **Code actually reads:** `MIN_SIGNAL_QUALITY_SCORE` (correct, used in config/trading.ts)
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* Settings UI writes to non-existent variable, bot never sees changes
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- **Real incident (Nov 19):**
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* User increased quality threshold from 60 to 81
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* Goal: Block small chop trades (avoid -$99 trade with quality score 80)
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* Settings UI confirmed save: "Min Signal Quality: 81"
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* But trades with score 60-80 continued executing
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* Quality score changes had ZERO effect on bot behavior
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- **Impact:** All quality score adjustments via settings UI silently ignored since UI launch
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- **Code locations:**
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* `app/api/settings/route.ts` - Settings API read/write operations
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* `config/trading.ts` - Bot reads `MIN_SIGNAL_QUALITY_SCORE` (correct name)
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* `.env` file - Contains `MIN_SIGNAL_QUALITY_SCORE=60` (correct name)
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- **Fix:**
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```typescript
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// In app/api/settings/route.ts (lines ~150, ~270)
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// BEFORE (BROKEN):
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MIN_QUALITY_SCORE: process.env.MIN_QUALITY_SCORE || '60',
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// AFTER (FIXED):
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MIN_SIGNAL_QUALITY_SCORE: process.env.MIN_SIGNAL_QUALITY_SCORE || '60',
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// Also update .env file writes:
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newEnvContent = newEnvContent.replace(/MIN_SIGNAL_QUALITY_SCORE=.*/g, `MIN_SIGNAL_QUALITY_SCORE=${settings.minSignalQualityScore}`)
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```
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- **Manual .env correction:**
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```bash
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# User's intended change (Nov 19):
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sed -i 's/MIN_SIGNAL_QUALITY_SCORE=60/MIN_SIGNAL_QUALITY_SCORE=81/' /home/icke/traderv4/.env
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docker restart trading-bot-v4
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```
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- **Why this matters:**
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* Quality score is PRIMARY filter for trade execution
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* User relies on settings UI for rapid threshold adjustments
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* Silent failure = user thinks system protecting capital but it's not
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* In this case: 81 threshold would block small chop trades (60-80 score range)
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- **Verification:**
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* Settings UI "Save" → Check .env file has `MIN_SIGNAL_QUALITY_SCORE` updated
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* Container restart → Bot logs show: `Min quality score: 81`
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* Next blocked signal: Log shows `Quality score 78 below minimum 81`
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- **Git commit:** "fix: Correct MIN_QUALITY_SCORE to MIN_SIGNAL_QUALITY_SCORE"
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- **Lesson:** When creating settings UI, always use EXACT ENV variable names from actual bot code. Mismatched names cause silent failures where user actions have no effect. Test settings changes end-to-end (UI → .env → bot behavior).
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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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- **Root Cause:** Drift's margin calculation includes fees, slippage buffers, and rounding - exact 100% leaves no room
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