CRITICAL BUG FIX: SHORT positions were calculating P&L with inverted logic,
causing profits to be recorded as losses and vice versa.
Problem Example:
- SHORT at $156.58, exit at $154.66 (price dropped $1.92)
- Should be +~$25 profit
- Was recorded as -$499.23 LOSS
Root Cause:
Old formula: profitPercent = (exit - entry) / entry * (side === 'long' ? 1 : -1)
This multiplied the LONG formula by -1 for shorts, but then applied it to
full notional instead of properly accounting for direction.
Fix:
- LONG: priceDiff = (exit - entry) → profit when price rises
- SHORT: priceDiff = (entry - exit) → profit when price falls
- profitPercent = priceDiff / entry * 100
- Proper leverage calculation: realizedPnL = collateral * profitPercent * leverage
This fixes both dry-run and live close position calculations in lib/drift/orders.ts
Impact: All SHORT trades since bot launch have incorrect P&L in database.
Future trades will calculate correctly.
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