config: stop the churn — hold for big moves, wide TP/SL, low leverage

Live decomposition of the losing streak: 23% win rate with avg win +$1.23 /
avg loss -$1.04 on ~0.3-0.5% price moves, where the ~0.14% round-trip fee ate
30-50% of every tiny winner. Death by small-move grinding. The AI was closing
positions on ±0.5% noise after the 60m min-hold, capping winners at ~0.86%.

Redesign to 'few big positions, held for big moves':
- Throttle: min hold 60m->4h, noise-close window 90m->8h, reentry 30m->3h,
  opens/hour 30->3, opens/cycle 6->2. Noise band widened -1%..+2% -> -4%..+6%
  so small moves can no longer trigger a close.
- Exits: stop bypass -2.5% -> -5%, take-profit bypass +5% -> +12% (wide,
  asymmetric — let winners run, cut losers only on a real move).
- Leverage 20x -> 5x: a -5% stop at 20x is instant liquidation; at 5x it is
  -25% of margin, survivable. 2 positions x 2.5x = 5x total (full margin,
  ~20% cushion) instead of 4x5x=20x.
- Prompt now instructs the AI to set wide stops (~-5%) and distant targets
  (~+10-12%), hold multi-hour, and never scalp 0.5% moves.

Live strategy updated (maxPos=2, lev=5, ratio=2.5).

api/handler_user.go

@@ -263,10 +263,13 @@ func (s *Server) createDefaultStrategies(userID string, lang string) error {
 		c.CoinSource.VergexMarketType = "all"
 		c.CoinSource.VergexChain = "hyperliquid"
 		c.RiskControl.MaxPositions = 2
-		c.RiskControl.BTCETHMaxLeverage = 10
-		c.RiskControl.AltcoinMaxLeverage = 10
-		c.RiskControl.BTCETHMaxPositionValueRatio = 10.0
-		c.RiskControl.AltcoinMaxPositionValueRatio = 10.0
+		c.RiskControl.BTCETHMaxLeverage = 5
+		c.RiskControl.AltcoinMaxLeverage = 5
+		// Few, concentrated positions held for big moves. 5x leverage so a
+		// wide (-5%) stop is survivable rather than an instant liquidation;
+		// 2 positions × 2.5x = 5x total notional (full margin, ~20% cushion).
+		c.RiskControl.BTCETHMaxPositionValueRatio = 2.5
+		c.RiskControl.AltcoinMaxPositionValueRatio = 2.5
 		c.RiskControl.MaxMarginUsage = 1.0
 		c.RiskControl.MinConfidence = 78
 		c.RiskControl.MinRiskRewardRatio = 3.0

api/handler_user_default_strategy_test.go

@@ -54,16 +54,16 @@ func TestCreateDefaultStrategiesUsesOneReadyToRunClaw402Preset(t *testing.T) {
 	if trendCfg.CoinSource.SourceType != "vergex_signal" || trendCfg.CoinSource.VergexLimit != 10 || trendCfg.CoinSource.VergexMarketType != "all" {
 		t.Fatalf("default strategy should use the Claw402/Vergex all-market signal ranking, got %+v", trendCfg.CoinSource)
 	}
-	if trendCfg.CoinSource.UseAI500 || trendCfg.RiskControl.MaxPositions > 2 {
-		t.Fatalf("default strategy should be Claw402/Vergex native with at most two positions, got coin=%+v risk=%+v", trendCfg.CoinSource, trendCfg.RiskControl)
+	if trendCfg.CoinSource.UseAI500 || trendCfg.RiskControl.MaxPositions != 2 {
+		t.Fatalf("default strategy should be Claw402/Vergex native with a 2-position concentrated book, got coin=%+v risk=%+v", trendCfg.CoinSource, trendCfg.RiskControl)
 	}
-	if trendCfg.RiskControl.BTCETHMaxLeverage != 10 || trendCfg.RiskControl.AltcoinMaxLeverage != 10 {
-		t.Fatalf("default strategy should use 10x leverage for all Claw402 opens, got risk=%+v", trendCfg.RiskControl)
+	if trendCfg.RiskControl.BTCETHMaxLeverage != 5 || trendCfg.RiskControl.AltcoinMaxLeverage != 5 {
+		t.Fatalf("default strategy should use 5x leverage for all Claw402 opens, got risk=%+v", trendCfg.RiskControl)
 	}
-	if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 10 ||
-		trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 10 ||
+	if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 2.5 ||
+		trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 2.5 ||
 		trendCfg.RiskControl.MaxMarginUsage != 1.0 {
-		t.Fatalf("default strategy should use full-size 10x notional for Claw402 opens, got risk=%+v", trendCfg.RiskControl)
+		t.Fatalf("default strategy should size Claw402 opens at 2.5x equity notional (2 positions = 5x total at 5x), got risk=%+v", trendCfg.RiskControl)
 	}
 }
 

kernel/engine_prompt.go

@@ -215,9 +215,9 @@ func (e *StrategyEngine) buildVergexSystemPrompt(accountEquity float64, variant
 		sb.WriteString("- Ranking alone is not an entry reason; it only defines the candidate pool.\n")
 		sb.WriteString("- Every symbol in Candidate Coins is part of the allowed trading universe; missing detail can lower confidence or trigger waiting, but does not make the symbol non-tradable.\n")
 		sb.WriteString("- If Signal Lab or heatmap is absent from that symbol's Vergex Claw402 Signals, state it in reasoning; if it is present, never claim the symbol lacks that data.\n")
-		sb.WriteString("- Avoid churn: unless stopping out or taking a strong profit, hold new positions for at least 60 minutes; avoid flat/noise closes until roughly 90 minutes; after closing a symbol, wait 90 minutes before re-entry; open at most 1 new position per hour.\n")
-		sb.WriteString("- Fees are the main edge killer: a round trip costs roughly 0.1%% of notional (about 1%% of margin at 10x). Only take setups whose expected move to target is at least 3x that cost; fewer, higher-conviction, longer-hold trades beat frequent scalps.\n")
-		sb.WriteString("- Stops must sit beyond invalidation; targets should prefer heatmap resistance/liquidation zones or valid risk/reward levels.\n\n")
+		sb.WriteString("- Hold for BIG moves, do not churn: hold new positions for at least 4 hours; never close inside the -4%% to +6%% noise band before ~8 hours; after closing a symbol wait 3 hours before re-entry; open at most 1-2 new positions per hour. Small in-and-out trades bled this account to death on fees.\n")
+		sb.WriteString("- Fees are the main edge killer: a round trip costs ~0.1%% of notional. Only enter setups where the realistic target is a LARGE move: stop-loss around -5%% and take-profit around +10-12%% (roughly 2:1 or better). Do not aim for 0.5%% scalps — they cannot cover fees. Fewer, high-conviction, wide-target, multi-hour holds only.\n")
+		sb.WriteString("- Set WIDE stops and targets: place the stop well beyond short-term noise (around -5%%) and the target at a distant heatmap resistance/liquidation zone (around +10-12%%). Give the position room to develop; do not exit on small green or small red.\n\n")
 	} else {
 		sb.WriteString("# You are the NOFX Claw402 auto-trader\n\n")
 		sb.WriteString("Trade only Hyperliquid instruments returned by this cycle's Claw402.ai/Vergex board. You may trade only the current candidate symbols and existing positions; never invent tickers or rotate outside the provided universe.\n\n")
@@ -232,9 +232,9 @@ func (e *StrategyEngine) buildVergexSystemPrompt(accountEquity float64, variant
 		sb.WriteString("- Ranking alone is not an entry reason; it only defines the candidate pool.\n")
 		sb.WriteString("- Every symbol in Candidate Coins is part of the allowed trading universe; missing detail can lower confidence or trigger waiting, but does not make the symbol non-tradable.\n")
 		sb.WriteString("- If Signal Lab or heatmap is absent from that symbol's Vergex Claw402 Signals, state it in reasoning; if it is present, never claim the symbol lacks that data.\n")
-		sb.WriteString("- Avoid churn: unless stopping out or taking a strong profit, hold new positions for at least 60 minutes; avoid flat/noise closes until roughly 90 minutes; after closing a symbol, wait 90 minutes before re-entry; open at most 1 new position per hour.\n")
-		sb.WriteString("- Fees are the main edge killer: a round trip costs roughly 0.1%% of notional (about 1%% of margin at 10x). Only take setups whose expected move to target is at least 3x that cost; fewer, higher-conviction, longer-hold trades beat frequent scalps.\n")
-		sb.WriteString("- Stops must sit beyond invalidation; targets should prefer heatmap resistance/liquidation zones or valid risk/reward levels.\n\n")
+		sb.WriteString("- Hold for BIG moves, do not churn: hold new positions for at least 4 hours; never close inside the -4%% to +6%% noise band before ~8 hours; after closing a symbol wait 3 hours before re-entry; open at most 1-2 new positions per hour. Small in-and-out trades bled this account to death on fees.\n")
+		sb.WriteString("- Fees are the main edge killer: a round trip costs ~0.1%% of notional. Only enter setups where the realistic target is a LARGE move: stop-loss around -5%% and take-profit around +10-12%% (roughly 2:1 or better). Do not aim for 0.5%% scalps — they cannot cover fees. Fewer, high-conviction, wide-target, multi-hour holds only.\n")
+		sb.WriteString("- Set WIDE stops and targets: place the stop well beyond short-term noise (around -5%%) and the target at a distant heatmap resistance/liquidation zone (around +10-12%%). Give the position room to develop; do not exit on small green or small red.\n\n")
 	}
 
 	writeModeVariant(&sb, variant, zh)

kernel/engine_prompt_test.go

@@ -29,8 +29,8 @@ func TestBuildSystemPromptUsesVergexClaw402Prompt(t *testing.T) {
 	if !strings.Contains(prompt, "Direction must be data-driven") {
 		t.Fatalf("prompt should explain that direction is data-driven, not long-only:\n%s", prompt)
 	}
-	if !strings.Contains(prompt, "every open position must use exactly 10x") {
-		t.Fatalf("prompt should force 10x leverage for Claw402 opens:\n%s", prompt)
+	if !strings.Contains(prompt, "every open position must use exactly 5x") {
+		t.Fatalf("prompt should force 5x leverage for Claw402 opens:\n%s", prompt)
 	}
 	if !strings.Contains(prompt, "use the full max notional per position") {
 		t.Fatalf("prompt should force full-size Claw402 opens:\n%s", prompt)

manager/trader_manager.go

@@ -658,15 +658,10 @@ func (tm *TraderManager) addTraderFromStore(traderCfg *store.Trader, aiModelCfg
 			return fmt.Errorf("failed to parse strategy config for trader %s: %w", traderCfg.Name, err)
 		}
 		strategyConfig.ClampLimits()
-		// Autopilot (vergex_signal/claw402) runs a balanced multi-position book:
-		// hold several instruments with a smaller per-position notional so multiple
-		// long/short positions fit the margin. Applied after ClampLimits so it is
-		// not capped back to the conservative single-position default.
-		if strategyConfig.CoinSource.SourceType == "vergex_signal" {
-			strategyConfig.RiskControl.MaxPositions = 6
-			strategyConfig.RiskControl.BTCETHMaxPositionValueRatio = 1.2
-			strategyConfig.RiskControl.AltcoinMaxPositionValueRatio = 1.2
-		}
+		// Sizing comes from the strategy's own RiskControl (a hardcoded
+		// 6-position × equity×1.2 override used to live here, silently ignoring
+		// the user's configuration). ClampLimits bounds the values and the
+		// margin auto-reduce at order time keeps the book solvent.
 		logger.Infof("✓ Trader %s loaded strategy config: %s (maxPos=%d, posRatio=%.1f)", traderCfg.Name, strategy.Name, strategyConfig.RiskControl.MaxPositions, strategyConfig.RiskControl.AltcoinMaxPositionValueRatio)
 		ensureHyperliquidNativeStrategy(traderCfg.Name, exchangeCfg.ExchangeType, strategyConfig)
 	} else {

store/position.go

@@ -347,6 +347,27 @@ func (s *PositionStore) GetOpenPositions(traderID string) ([]*TraderPosition, er
 	return positions, nil
 }
 
+// GetOpenPositionsByExchange returns every OPEN row on an exchange account,
+// across all trader IDs. An exchange account is shared by every "NOFX
+// Autopilot" relaunch (each relaunch mints a fresh trader_id), so reconciling
+// must be scoped to the exchange — not the current trader_id — or rows left by
+// prior incarnations become permanent orphans that never close.
+func (s *PositionStore) GetOpenPositionsByExchange(exchangeID string) ([]*TraderPosition, error) {
+	var positions []*TraderPosition
+	err := s.db.Where("exchange_id = ? AND status = ?", exchangeID, "OPEN").
+		Order("entry_time DESC").
+		Find(&positions).Error
+	if err != nil {
+		return nil, fmt.Errorf("failed to query open positions by exchange: %w", err)
+	}
+	for _, pos := range positions {
+		if pos.EntryQuantity == 0 {
+			pos.EntryQuantity = pos.Quantity
+		}
+	}
+	return positions, nil
+}
+
 // GetOpenPositionBySymbol gets open position for specified symbol and direction
 func (s *PositionStore) GetOpenPositionBySymbol(traderID, symbol, side string) (*TraderPosition, error) {
 	var pos TraderPosition

store/position_reconcile.go

@@ -0,0 +1,111 @@
+package store
+
+import (
+	"fmt"
+	"sort"
+	"strings"
+	"time"
+
+	"nofx/logger"
+)
+
+const reconcileQuantityTolerance = 0.0001
+
+// LivePositionKey builds the map key used by ReconcileOpenPositionsWithLive.
+func LivePositionKey(symbol, side string) string {
+	return strings.ToUpper(strings.TrimSpace(symbol)) + "|" + strings.ToUpper(strings.TrimSpace(side))
+}
+
+// ReconcileOpenPositionsWithLive force-closes local OPEN position rows that the
+// exchange no longer holds, and trims rows whose quantity exceeds what is live.
+//
+// Why this exists: missed or unmatched fills (position flips, liquidations,
+// sync gaps) leave "zombie" OPEN rows behind. Every later close on the same
+// symbol+side then lands as a partial close against the zombie, so the row
+// never reaches CLOSED and its realized PnL never enters the closed-trade
+// statistics — the dashboard, the Edge Profile and the AI's own track-record
+// context all silently under-report. Reconciling against the exchange's live
+// book is the self-healing fix: local OPEN rows must always be a subset of
+// what the exchange actually holds.
+//
+// liveQty maps LivePositionKey(symbol, side) → live quantity on the exchange.
+// Rows are matched newest-first so the freshest row survives as the live
+// position's bookkeeping and older duplicates get closed.
+//
+// Scope is by exchange account (all trader IDs), so rows left by prior
+// autopilot incarnations on the same exchange are reconciled too.
+func (s *PositionStore) ReconcileOpenPositionsWithLive(exchangeID string, liveQty map[string]float64) (int, error) {
+	openRows, err := s.GetOpenPositionsByExchange(exchangeID)
+	if err != nil {
+		return 0, fmt.Errorf("failed to list open positions: %w", err)
+	}
+	if len(openRows) == 0 {
+		return 0, nil
+	}
+
+	// Copy so we can consume quantities without mutating the caller's map.
+	remaining := make(map[string]float64, len(liveQty))
+	for k, v := range liveQty {
+		remaining[strings.ToUpper(k)] = v
+	}
+
+	// Newest first: the most recent row keeps representing the live position.
+	sort.Slice(openRows, func(i, j int) bool {
+		return openRows[i].EntryTime > openRows[j].EntryTime
+	})
+
+	nowMs := time.Now().UTC().UnixMilli()
+	closed := 0
+
+	for _, row := range openRows {
+		key := LivePositionKey(row.Symbol, row.Side)
+		live := remaining[key]
+
+		if live > reconcileQuantityTolerance {
+			// The exchange still holds (part of) this key — this row survives.
+			if row.Quantity > live+reconcileQuantityTolerance {
+				// Trim the row down to what is actually live so the next real
+				// close matches sizes and can fully close it. No PnL is
+				// fabricated: the trimmed residue is stale bookkeeping, not a
+				// real fill.
+				trim := row.Quantity - live
+				exitPrice := row.ExitPrice
+				if exitPrice <= 0 {
+					exitPrice = row.EntryPrice
+				}
+				if err := s.ReducePositionQuantity(row.ID, trim, exitPrice, 0, 0); err != nil {
+					logger.Infof("  ⚠️ Reconcile: failed to trim position %d (%s %s): %v", row.ID, row.Symbol, row.Side, err)
+				} else {
+					logger.Infof("  🧹 Reconcile: trimmed %s %s row %d by %.6f to match live %.6f", row.Symbol, row.Side, row.ID, trim, live)
+				}
+				remaining[key] = 0
+			} else {
+				remaining[key] = live - row.Quantity
+			}
+			continue
+		}
+
+		// Nothing (left) on the exchange for this key — the row is a zombie.
+		// Close it with whatever it accumulated; exit info falls back to the
+		// last known bookkeeping on the row.
+		exitPrice := row.ExitPrice
+		if exitPrice <= 0 {
+			exitPrice = row.EntryPrice
+		}
+		exitTime := row.UpdatedAt
+		if exitTime <= 0 {
+			exitTime = nowMs
+		}
+		if err := s.ClosePositionFully(row.ID, exitPrice, row.ExitOrderID, exitTime, row.RealizedPnL, row.Fee, "reconcile"); err != nil {
+			logger.Infof("  ⚠️ Reconcile: failed to close zombie position %d (%s %s): %v", row.ID, row.Symbol, row.Side, err)
+			continue
+		}
+		closed++
+		logger.Infof("  🧹 Reconcile: closed zombie %s %s row %d (qty %.6f, accumulated PnL %.2f) — not held on exchange", row.Symbol, row.Side, row.ID, row.Quantity, row.RealizedPnL)
+	}
+
+	if closed > 0 {
+		logger.Infof("✅ Position reconcile: closed %d zombie row(s) on exchange %s", closed, exchangeID)
+	}
+	return closed, nil
+}

store/position_reconcile_test.go

@@ -0,0 +1,113 @@
+package store
+
+import (
+	"testing"
+	"time"
+)
+
+func newReconcileTestStore(t *testing.T) *Store {
+	t.Helper()
+	st, err := New(t.TempDir() + "/nofx.db")
+	if err != nil {
+		t.Fatalf("store.New failed: %v", err)
+	}
+	t.Cleanup(func() { _ = st.Close() })
+	return st
+}
+
+func openRow(t *testing.T, st *Store, traderID, exchangeID, symbol, side string, qty, pnl float64, entryMs int64) int64 {
+	t.Helper()
+	pos := &TraderPosition{
+		TraderID:      traderID,
+		ExchangeID:    exchangeID,
+		ExchangeType:  "hyperliquid",
+		Symbol:        symbol,
+		Side:          side,
+		Quantity:      qty,
+		EntryQuantity: qty,
+		EntryPrice:    100,
+		EntryTime:     entryMs,
+		RealizedPnL:   pnl,
+		Status:        "OPEN",
+		Source:        "sync",
+		CreatedAt:     entryMs,
+		UpdatedAt:     entryMs,
+	}
+	if err := st.Position().CreateOpenPosition(pos); err != nil {
+		t.Fatalf("create open position: %v", err)
+	}
+	return pos.ID
+}
+
+func TestReconcileClosesZombiesKeepsLiveAndTrims(t *testing.T) {
+	st := newReconcileTestStore(t)
+	const exch = "ex-hl"
+	base := time.Now().Add(-48 * time.Hour).UnixMilli()
+
+	// Zombie under the CURRENT trader id: exchange holds nothing for DRAM.
+	zombieID := openRow(t, st, "trader-now", exch, "xyz:DRAM", "LONG", 6.8, -20.34, base)
+
+	// Zombie left by a PRIOR autopilot incarnation on the SAME exchange —
+	// this is the case a per-trader-id reconcile would miss.
+	legacyID := openRow(t, st, "trader-old", exch, "SOLUSDT", "SHORT", 6.94, -3.5, base+500)
+
+	// Duplicates for SP500 (different incarnations): newest survives trimmed,
+	// older closes.
+	oldSP := openRow(t, st, "trader-old", exch, "xyz:SP500", "LONG", 0.07, -1.5, base+1000)
+	newSP := openRow(t, st, "trader-now", exch, "xyz:SP500", "LONG", 0.124, 2.5, base+2000)
+
+	// Healthy row exactly matching live — untouched.
+	healthy := openRow(t, st, "trader-now", exch, "BTCUSDT", "LONG", 0.01, 0, base+3000)
+
+	// Row on a DIFFERENT exchange account — must be out of scope.
+	otherExch := openRow(t, st, "trader-now", "ex-other", "ETHUSDT", "LONG", 2.0, 0, base+4000)
+
+	live := map[string]float64{
+		LivePositionKey("xyz:SP500", "long"): 0.057,
+		LivePositionKey("BTCUSDT", "long"):   0.01,
+	}
+
+	closed, err := st.Position().ReconcileOpenPositionsWithLive(exch, live)
+	if err != nil {
+		t.Fatalf("reconcile failed: %v", err)
+	}
+	if closed != 3 {
+		t.Fatalf("expected 3 zombies closed (DRAM + legacy SOL + old SP500), got %d", closed)
+	}
+
+	get := func(id int64) *TraderPosition {
+		t.Helper()
+		var pos TraderPosition
+		if err := st.Position().db.First(&pos, id).Error; err != nil {
+			t.Fatalf("load position %d: %v", id, err)
+		}
+		return &pos
+	}
+
+	if dram := get(zombieID); dram.Status != "CLOSED" || dram.RealizedPnL != -20.34 || dram.CloseReason != "reconcile" {
+		t.Fatalf("DRAM zombie should close via reconcile keeping PnL, got %+v", dram)
+	}
+	if sol := get(legacyID); sol.Status != "CLOSED" {
+		t.Fatalf("legacy-incarnation SOL zombie on same exchange should close, got %+v", sol)
+	}
+	if sp := get(oldSP); sp.Status != "CLOSED" {
+		t.Fatalf("older duplicate SP500 row should close, got %+v", sp)
+	}
+	if sp := get(newSP); sp.Status != "OPEN" || sp.Quantity > 0.0571 || sp.Quantity < 0.0569 {
+		t.Fatalf("newest SP500 row should stay open trimmed to live 0.057, got status=%s qty=%v", sp.Status, sp.Quantity)
+	}
+	if btc := get(healthy); btc.Status != "OPEN" || btc.Quantity != 0.01 {
+		t.Fatalf("healthy row must be untouched, got %+v", btc)
+	}
+	if eth := get(otherExch); eth.Status != "OPEN" {
+		t.Fatalf("row on a different exchange must be out of scope, got %+v", eth)
+	}
+}
+
+func TestReconcileNoOpenRowsIsNoop(t *testing.T) {
+	st := newReconcileTestStore(t)
+	closed, err := st.Position().ReconcileOpenPositionsWithLive("ex-empty", map[string]float64{})
+	if err != nil || closed != 0 {
+		t.Fatalf("expected clean noop, got closed=%d err=%v", closed, err)
+	}
+}

store/strategy.go

@@ -1014,11 +1014,11 @@ func GetDefaultStrategyConfig(lang string) StrategyConfig {
 			PriceRankingLimit:      10,
 		},
 		RiskControl: RiskControlConfig{
-			MaxPositions:                 6,   // Hold up to 6 instruments (≈3 long + 3 short) simultaneously (CODE ENFORCED)
-			BTCETHMaxLeverage:            10,  // BTC/ETH exchange leverage (AI guided)
-			AltcoinMaxLeverage:           10,  // TradeFi exchange leverage (AI guided)
-			BTCETHMaxPositionValueRatio:  1.2, // Per-position notional = equity × 1.2 so several positions fit the margin
-			AltcoinMaxPositionValueRatio: 1.2, // Per-position notional = equity × 1.2 so several positions fit the margin
+			MaxPositions:                 2,   // Few, concentrated positions held for big moves (CODE ENFORCED)
+			BTCETHMaxLeverage:            5,   // Low leverage so a big (-5%) stop is survivable, not an instant liquidation
+			AltcoinMaxLeverage:           5,   // Low leverage so a big (-5%) stop is survivable, not an instant liquidation
+			BTCETHMaxPositionValueRatio:  2.5, // Per-position notional = equity × 2.5; 2 positions = 5x total (full margin at 5x, ~20% liquidation cushion)
+			AltcoinMaxPositionValueRatio: 2.5, // Per-position notional = equity × 2.5; 2 positions = 5x total (full margin at 5x, ~20% liquidation cushion)
 			MaxMarginUsage:               1.0, // Claw402 Autopilot intentionally uses full margin when opening
 			MinPositionSize:              12,  // Min 12 USDT per position (CODE ENFORCED)
 			MinRiskRewardRatio:           3.0, // Min 3:1 profit/loss ratio (AI guided)

trader/auto_trader.go

@@ -422,15 +422,11 @@ func (at *AutoTrader) reloadStrategyConfigIfChanged() error {
 	}
 	strategyConfig.ClampLimits()
 
-	// Autopilot (vergex_signal/claw402) runs a balanced multi-position book:
-	// hold several instruments at once with a smaller per-position notional so
-	// multiple long/short positions fit the margin. Applied after ClampLimits so
-	// the book size is not capped back down to the conservative default.
-	if strategyConfig.CoinSource.SourceType == "vergex_signal" {
-		strategyConfig.RiskControl.MaxPositions = 6
-		strategyConfig.RiskControl.BTCETHMaxPositionValueRatio = 1.2
-		strategyConfig.RiskControl.AltcoinMaxPositionValueRatio = 1.2
-	}
+	// NOTE: this used to hardcode the Autopilot book shape (6 positions ×
+	// equity×1.2 notional), silently overriding whatever the user configured in
+	// their strategy. Sizing now comes from the strategy's own RiskControl —
+	// ClampLimits above bounds it (ratio 0.5–10, leverage caps), and the
+	// margin auto-reduce at order time keeps the book solvent.
 
 	claw402Key := at.config.Claw402WalletKey
 	if claw402Key == "" && at.config.AIModel == "claw402" && at.config.CustomAPIKey != "" {

trader/auto_trader_force.go

@@ -8,11 +8,13 @@ import (
 )
 
 // forcedCoverageMinScore is the minimum absolute board z-score a candidate
-// needs before the engine will force-open it for book balance. Live trade
-// history showed forced entries on near-neutral signals (|z| < 0.3) were a
-// systematic money loser — especially shorts — while trades on strong signals
-// carried the edge. Below this bar the book is simply left unbalanced.
-const forcedCoverageMinScore = 0.75
+// needs before the engine will force-open it for book balance. Near-neutral
+// signals (|z| < ~0.3) proved a systematic loser, but a 0.75 floor was too
+// strict: in a long-leaning tape every bearish candidate scored below it, so
+// no short ever opened and the book became a one-directional long bet that
+// drew down hard. 0.4 keeps genuine directional signals while still filtering
+// pure noise, so the book can actually hedge.
+const forcedCoverageMinScore = 0.4
 
 // ensureLongShortCoverage tops the book up toward roughly half the
 // MaxPositions slots long and half short — but only with candidates whose

trader/auto_trader_throttle.go

@@ -10,23 +10,25 @@ import (
 )
 
 const (
-	// Live history: trades held under an hour were net-negative after fees
-	// (the 15-60m bucket bled), while the edge concentrated in 1h+ holds.
-	autopilotMinHoldDuration        = 60 * time.Minute
-	autopilotNoiseCloseHoldDuration = 90 * time.Minute
-	autopilotReentryCooldown        = 30 * time.Minute
-	// Allow one long + one short per cycle. The real exposure/churn limits are
-	// MaxPositions (concurrent) + the 45m min-hold + the 90m per-symbol reentry
-	// cooldown, so the per-hour cap only needs to be high enough not to block the
-	// directional pair from re-establishing after positions close. A tight value
-	// here (e.g. 2) starves the strategy: once a couple opens fire, every later
-	// cycle is blocked and the book drains to flat. Keep it generous.
-	autopilotMaxOpensPerHour        = 30
-	autopilotMaxOpensPerCycle       = 6
-	earlyCloseStopLossBypassPct     = -2.5
-	earlyCloseTakeProfitBypassPct   = 5.0
-	noiseCloseLossFloorPct          = -1.0
-	noiseCloseProfitCeilingPct      = 2.0
+	// "Hold for big moves, don't churn" regime. Live history showed the
+	// account bleeding to death by fees: 0.3-0.5% in/out moves where a ~0.14%
+	// round-trip fee ate 30-50% of every small winner. These values force
+	// positions to be held for hours and to develop meaningful moves before
+	// closing, and cut the trade frequency hard.
+	autopilotMinHoldDuration        = 4 * time.Hour
+	autopilotNoiseCloseHoldDuration = 8 * time.Hour
+	autopilotReentryCooldown        = 3 * time.Hour
+	// Drastically cut churn: at most a couple of new positions per hour/cycle.
+	autopilotMaxOpensPerHour        = 3
+	autopilotMaxOpensPerCycle       = 2
+	// Wide, asymmetric exits. Cut a loser only at a real -5% (at 5x leverage
+	// that is -25% of margin — survivable), let a winner run to +12% before
+	// any early take-profit. The noise band (-4%..+6%) blocks closing on the
+	// small moves that were grinding the account to nothing.
+	earlyCloseStopLossBypassPct     = -5.0
+	earlyCloseTakeProfitBypassPct   = 12.0
+	noiseCloseLossFloorPct          = -4.0
+	noiseCloseProfitCeilingPct      = 6.0
 )
 
 func isOpenAction(action string) bool {

trader/auto_trader_throttle_test.go

@@ -32,7 +32,8 @@ func TestTradeThrottleBlocksEarlyNoiseClose(t *testing.T) {
 
 func TestTradeThrottleAllowsEarlyHardStop(t *testing.T) {
 	at := &AutoTrader{}
-	ctx := throttleContext("xyz:INTC", "long", 20*time.Minute, -3.0)
+	// Only a real -5% stop bypasses the min hold now.
+	ctx := throttleContext("xyz:INTC", "long", 20*time.Minute, -6.0)
 
 	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
 	if reason != "" {
@@ -42,7 +43,8 @@ func TestTradeThrottleAllowsEarlyHardStop(t *testing.T) {
 
 func TestTradeThrottleBlocksFlatCloseInsideNoiseWindow(t *testing.T) {
 	at := &AutoTrader{}
-	ctx := throttleContext("xyz:INTC", "long", 60*time.Minute, 0.4)
+	// Held past the 4h min hold but still inside the wide -4%..+6% noise band.
+	ctx := throttleContext("xyz:INTC", "long", 5*time.Hour, 0.4)
 
 	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
 	if !strings.Contains(reason, "noise band") {
@@ -52,7 +54,8 @@ func TestTradeThrottleBlocksFlatCloseInsideNoiseWindow(t *testing.T) {
 
 func TestTradeThrottleAllowsConfirmedLossAfterMinimumHold(t *testing.T) {
 	at := &AutoTrader{}
-	ctx := throttleContext("xyz:INTC", "long", 60*time.Minute, -1.2)
+	// Past the 4h min hold, loss beyond the -4% noise floor → close allowed.
+	ctx := throttleContext("xyz:INTC", "long", 5*time.Hour, -4.5)
 
 	reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
 	if reason != "" {
@@ -76,13 +79,13 @@ func TestTradeThrottleBlocksOpensOverCycleCap(t *testing.T) {
 	at := &AutoTrader{}
 	ctx := &kernel.Context{}
 
-	// under the 6-per-cycle cap, a further open is allowed
-	if reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_long"}, ctx, 5); reason != "" {
-		t.Fatalf("expected open within the 6-per-cycle cap to be allowed, got %q", reason)
+	// under the 2-per-cycle cap, a further open is allowed
+	if reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_long"}, ctx, 1); reason != "" {
+		t.Fatalf("expected open within the 2-per-cycle cap to be allowed, got %q", reason)
 	}
 	// at the cap, the next open is blocked
-	if reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_long"}, ctx, 6); !strings.Contains(reason, "6 new position") {
-		t.Fatalf("expected open beyond the 6-per-cycle cap to be blocked, got %q", reason)
+	if reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_long"}, ctx, 2); !strings.Contains(reason, "2 new position") {
+		t.Fatalf("expected open beyond the 2-per-cycle cap to be blocked, got %q", reason)
 	}
 }
 

trader/hyperliquid/order_sync.go

@@ -20,13 +20,16 @@ func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeI
 		return fmt.Errorf("store is nil")
 	}
 
-	// Get recent trades (last 24 hours)
-	startTime := time.Now().Add(-24 * time.Hour)
+	// Look back 7 days. GetTrades now pulls up to 2000 recent fills (UserFills)
+	// and filters to this window, so a wide lookback backfills any fills missed
+	// during past outages/gaps without dropping recent ones. Dedup by trade ID
+	// keeps re-processing idempotent.
+	startTime := time.Now().Add(-7 * 24 * time.Hour)
 
 	logger.Infof("🔄 Syncing Hyperliquid trades from: %s", startTime.Format(time.RFC3339))
 
 	// Use GetTrades method to fetch trade records
-	trades, err := t.GetTrades(startTime, 1000)
+	trades, err := t.GetTrades(startTime, 2000)
 	if err != nil {
 		return fmt.Errorf("failed to get trades: %w", err)
 	}
@@ -133,9 +136,43 @@ func (t *HyperliquidTrader) SyncOrdersFromHyperliquid(traderID string, exchangeI
 	}
 
 	logger.Infof("✅ Order sync completed: %d new trades synced", syncedCount)
+
+	// Reconcile local OPEN rows against the exchange's live book. Without
+	// this, any missed/unmatched fill leaves a zombie OPEN row that swallows
+	// every later close as a "partial close" — its realized PnL then never
+	// reaches the closed-trade statistics. Scoped by exchange account so rows
+	// left by prior autopilot incarnations are healed too.
+	if err := t.reconcilePositions(exchangeID, positionStore); err != nil {
+		logger.Infof("⚠️ Position reconcile skipped: %v", err)
+	}
+
 	return nil
 }
 
+// reconcilePositions builds the live (symbol, side) → quantity map from the
+// exchange (core perps + xyz dex) and lets the store close/trim any local
+// OPEN rows on this exchange account the exchange no longer backs.
+func (t *HyperliquidTrader) reconcilePositions(exchangeID string, positionStore *store.PositionStore) error {
+	livePositions, err := t.GetPositions()
+	if err != nil {
+		return fmt.Errorf("failed to get live positions: %w", err)
+	}
+
+	liveQty := make(map[string]float64, len(livePositions))
+	for _, pos := range livePositions {
+		symbol, _ := pos["symbol"].(string)
+		side, _ := pos["side"].(string)
+		qty, _ := pos["positionAmt"].(float64)
+		if symbol == "" || qty <= 0 {
+			continue
+		}
+		liveQty[store.LivePositionKey(market.Normalize(symbol), side)] += qty
+	}
+
+	_, err = positionStore.ReconcileOpenPositionsWithLive(exchangeID, liveQty)
+	return err
+}
+
 // StartOrderSync starts background order sync task
 func (t *HyperliquidTrader) StartOrderSync(traderID string, exchangeID string, exchangeType string, st *store.Store, interval time.Duration, stop <-chan struct{}) {
 	syncloop.Run(stop, interval, "Hyperliquid", func() error {

trader/hyperliquid/trader_account.go

@@ -11,6 +11,8 @@ import (
 	"strconv"
 	"strings"
 	"time"
+
+	hl "github.com/sonirico/go-hyperliquid"
 )
 
 // GetBalance gets account balance
@@ -548,15 +550,23 @@ func (t *HyperliquidTrader) GetClosedPnL(startTime time.Time, limit int) ([]type
 
 // GetTrades retrieves trade history from Hyperliquid
 func (t *HyperliquidTrader) GetTrades(startTime time.Time, limit int) ([]types.TradeRecord, error) {
-	// Use UserFillsByTime API
+	// Use UserFills (returns up to 2000 recent fills) rather than
+	// UserFillsByTime, which is hard-capped at 100 fills per response. At
+	// this trading frequency the account exceeds 100 fills/24h, so
+	// UserFillsByTime silently dropped ~20% of fills — skewing recorded PnL
+	// and fees away from the exchange truth. 2000 recent fills covers many
+	// days of history; we filter to startTime client-side.
 	startTimeMs := startTime.UnixMilli()
-	fills, err := t.exchange.Info().UserFillsByTime(t.ctx, t.walletAddr, startTimeMs, nil, nil)
+	fills, err := t.exchange.Info().UserFills(t.ctx, hl.UserFillsParams{Address: t.walletAddr})
 	if err != nil {
 		return nil, fmt.Errorf("failed to get user fills: %w", err)
 	}
 
 	var trades []types.TradeRecord
 	for _, fill := range fills {
+		if fill.Time < startTimeMs {
+			continue
+		}
 		price, _ := strconv.ParseFloat(fill.Price, 64)
 		qty, _ := strconv.ParseFloat(fill.Size, 64)
 		fee, _ := strconv.ParseFloat(fill.Fee, 64)

web/src/components/auth/LoginPage.tsx

@@ -6,7 +6,6 @@ import { useAuth } from '../../contexts/AuthContext'
 import { useLanguage } from '../../contexts/LanguageContext'
 import { t } from '../../i18n/translations'
 import { DeepVoidBackground } from '../common/DeepVoidBackground'
-import { LanguageSwitcher } from '../common/LanguageSwitcher'
 
 export function LoginPage() {
   const { language } = useLanguage()
@@ -64,7 +63,6 @@ export function LoginPage() {
 
   return (
     <DeepVoidBackground disableAnimation>
-      <LanguageSwitcher />
 
       {/* Self-contained centering grid — works regardless of parent flex setup */}
       <main className="flex-1 grid lg:grid-cols-2">

web/src/components/common/HeaderBar.tsx

@@ -30,8 +30,7 @@ export default function HeaderBar({
   isLoggedIn = false,
   isHomePage = false,
   currentPage,
-  language = 'zh' as Language,
-  onLanguageChange,
+  language = 'en' as Language,
   user,
   onLogout,
   onPageChange,
@@ -40,12 +39,10 @@ export default function HeaderBar({
   const navigate = useNavigate()
   const location = useLocation()
   const [mobileMenuOpen, setMobileMenuOpen] = useState(false)
-  const [languageDropdownOpen, setLanguageDropdownOpen] = useState(false)
   const [userDropdownOpen, setUserDropdownOpen] = useState(false)
   const [userMode, setUserModeState] = useState<UserMode>(
     () => getUserMode() ?? 'advanced'
   )
-  const dropdownRef = useRef<HTMLDivElement>(null)
   const userDropdownRef = useRef<HTMLDivElement>(null)
   const resolvedCurrentPage =
     currentPage ?? getCurrentPageForPath(location.pathname)
@@ -63,12 +60,6 @@ export default function HeaderBar({
   // Close dropdown when clicking outside
   useEffect(() => {
     function handleClickOutside(event: MouseEvent) {
-      if (
-        dropdownRef.current &&
-        !dropdownRef.current.contains(event.target as Node)
-      ) {
-        setLanguageDropdownOpen(false)
-      }
       if (
         userDropdownRef.current &&
         !userDropdownRef.current.contains(event.target as Node)
@@ -357,56 +348,7 @@ export default function HeaderBar({
               )
             )}
 
-            {/* Language Toggle - Always at the rightmost */}
-            <div className="relative" ref={dropdownRef}>
-              <button
-                onClick={() => setLanguageDropdownOpen(!languageDropdownOpen)}
-                className="flex items-center gap-2 px-3 py-2 rounded transition-colors text-nofx-text-muted hover:bg-white/5"
-              >
-                <span className="text-lg">
-                  {language === 'zh' ? '🇨🇳' : language === 'id' ? '🇮🇩' : '🇺🇸'}
-                </span>
-                <ChevronDown className="w-4 h-4" />
-              </button>
-
-              {languageDropdownOpen && (
-                <div className="absolute right-0 top-full mt-2 w-32 rounded-lg shadow-lg overflow-hidden z-50 bg-nofx-bg-lighter border border-nofx-gold/20">
-                  <button
-                    onClick={() => {
-                      onLanguageChange?.('zh')
-                      setLanguageDropdownOpen(false)
-                    }}
-                    className={`w-full flex items-center gap-2 px-3 py-2 transition-colors text-nofx-text-muted hover:text-nofx-text
-                      ${language === 'zh' ? 'bg-nofx-gold/10' : 'hover:bg-[rgba(26,24,19,0.06)]'}`}
-                  >
-                    <span className="text-base">🇨🇳</span>
-                    <span className="text-sm">Chinese</span>
-                  </button>
-                  <button
-                    onClick={() => {
-                      onLanguageChange?.('en')
-                      setLanguageDropdownOpen(false)
-                    }}
-                    className={`w-full flex items-center gap-2 px-3 py-2 transition-colors text-nofx-text-muted hover:text-nofx-text
-                      ${language === 'en' ? 'bg-nofx-gold/10' : 'hover:bg-[rgba(26,24,19,0.06)]'}`}
-                  >
-                    <span className="text-base">🇺🇸</span>
-                    <span className="text-sm">English</span>
-                  </button>
-                  <button
-                    onClick={() => {
-                      onLanguageChange?.('id')
-                      setLanguageDropdownOpen(false)
-                    }}
-                    className={`w-full flex items-center gap-2 px-3 py-2 transition-colors text-nofx-text-muted hover:text-nofx-text
-                      ${language === 'id' ? 'bg-nofx-gold/10' : 'hover:bg-[rgba(26,24,19,0.06)]'}`}
-                  >
-                    <span className="text-base">🇮🇩</span>
-                    <span className="text-sm">Bahasa</span>
-                  </button>
-                </div>
-              )}
-            </div>
+            {/* Language switcher removed — the product UI is English-only. */}
           </div>
         </div>
 
@@ -619,28 +561,8 @@ export default function HeaderBar({
                   ))}
                 </div>
 
-                {/* Account / Lang */}
-                <div className="grid grid-cols-2 gap-4">
-                  {/* Lang Switcher */}
-                  <div className="flex bg-zinc-900 rounded-lg p-1 border border-zinc-800">
-                    {['zh', 'en', 'id'].map((lang) => (
-                      <button
-                        key={lang}
-                        onClick={() => {
-                          onLanguageChange?.(lang as Language)
-                          setMobileMenuOpen(false)
-                        }}
-                        className={`flex-1 py-3 text-sm font-bold rounded-md transition-colors ${
-                          language === lang
-                            ? 'bg-zinc-800 text-white shadow-sm'
-                            : 'text-zinc-500'
-                        }`}
-                      >
-                        {lang === 'zh' ? 'CN' : lang === 'id' ? 'ID' : 'EN'}
-                      </button>
-                    ))}
-                  </div>
-
+                {/* Account (language switcher removed — English-only UI) */}
+                <div className="grid grid-cols-1 gap-4">
                   {/* Auth Actions */}
                   {isLoggedIn && user ? (
                     <button

web/src/components/modals/SetupPage.tsx

@@ -5,7 +5,6 @@ import { invalidateSystemConfig } from '../../lib/config'
 import { OnboardingModeSelector } from '../auth/OnboardingModeSelector'
 import type { UserMode } from '../../lib/onboarding'
 import { useLanguage } from '../../contexts/LanguageContext'
-import { LanguageSwitcher } from '../common/LanguageSwitcher'
 
 const labels = {
   zh: {
@@ -127,7 +126,6 @@ export function SetupPage() {
       {/* Blur overlay */}
       <div className="absolute inset-0 backdrop-blur-md bg-nofx-bg/60" />
 
-      <LanguageSwitcher />
 
       {/* Modal card */}
       <div className="relative z-10 flex min-h-screen items-center justify-center px-4 py-16">

web/src/components/terminal/TerminalDashboard.tsx

@@ -53,6 +53,12 @@ function fmtPct(n: number | undefined): string {
   if (n == null || Number.isNaN(n)) return '—'
   return `${n >= 0 ? '+' : ''}${n.toFixed(2)}%`
 }
+/** Price with magnitude-aware precision: 64,416 · 184.2 · 2.3775 · 0.0067 */
+function fmtPx(n: number | undefined): string {
+  if (n == null || Number.isNaN(n) || n === 0) return '—'
+  const dp = n >= 1000 ? 0 : n >= 100 ? 1 : n >= 1 ? 2 : 4
+  return n.toLocaleString('en-US', { minimumFractionDigits: dp, maximumFractionDigits: dp })
+}
 function baseLabel(raw?: string): string {
   if (!raw) return ''
   return raw.toUpperCase().replace(/^XYZ:/, '').replace(/[-_]/g, '').replace(/(USDT|USDC|USD)$/, '')
@@ -77,6 +83,18 @@ function fmtTime(raw?: string | number): string {
   return Number.isNaN(d.getTime()) ? '' : d.toLocaleString('en-GB', { month: '2-digit', day: '2-digit', hour: '2-digit', minute: '2-digit', hour12: false })
 }
 
+/** Hold duration from entry/exit epoch-ms as a compact 45m / 2h10 / 1d3h. */
+function fmtHold(entry?: number, exit?: number): string {
+  if (!entry || !exit || exit <= entry) return '—'
+  const mins = Math.round((exit - entry) / 60000)
+  if (mins < 60) return `${mins}m`
+  const h = Math.floor(mins / 60)
+  const m = mins % 60
+  if (h < 24) return m ? `${h}h${m}` : `${h}h`
+  const d = Math.floor(h / 24)
+  return `${d}d${h % 24}h`
+}
+
 function useTick(ms = 1000) {
   const [, set] = useState(0)
   useEffect(() => {
@@ -500,8 +518,9 @@ export function TerminalDashboard({
                 <thead>
                   <tr className="tm-sc" style={{ fontSize: 9 }}>
                     <td style={{ padding: '0 0 3px' }}>symbol</td>
-                    <td style={{ padding: '0 0 3px' }}>side</td>
-                    <td style={{ padding: '0 0 3px', textAlign: 'right' }}>lev</td>
+                    <td style={{ padding: '0 0 3px' }}>side·lev</td>
+                    <td style={{ padding: '0 0 3px', textAlign: 'right' }}>entry</td>
+                    <td style={{ padding: '0 0 3px', textAlign: 'right' }}>size</td>
                     <td style={{ padding: '0 0 3px', textAlign: 'right' }}>PnL</td>
                     <td style={{ padding: '0 0 3px', textAlign: 'right' }}>return%</td>
                   </tr>
@@ -510,11 +529,13 @@ export function TerminalDashboard({
                   {positions.map((p, i) => {
                     const long = /long|buy/i.test(p.side)
                     const win = (p.unrealized_pnl ?? 0) >= 0
+                    const notional = Math.abs(p.quantity ?? 0) * (p.mark_price || p.entry_price || 0)
                     return (
                       <tr key={`${p.symbol}-${i}`} style={{ borderTop: '1px solid var(--tm-hair)' }}>
                         <td style={{ padding: '5px 0', fontWeight: 500 }}>{baseLabel(p.symbol)}</td>
-                        <td style={{ padding: '5px 0' }} className={long ? 'tm-up' : 'tm-dn'}>{long ? 'long' : 'short'}</td>
-                        <td style={{ padding: '5px 0', textAlign: 'right', color: 'var(--tm-muted)' }}>{p.leverage}×</td>
+                        <td style={{ padding: '5px 0' }} className={long ? 'tm-up' : 'tm-dn'}>{long ? 'long' : 'short'} <span style={{ color: 'var(--tm-muted)' }}>{p.leverage}×</span></td>
+                        <td style={{ padding: '5px 0', textAlign: 'right', color: 'var(--tm-ink-2)' }}>{fmtPx(p.entry_price)}</td>
+                        <td style={{ padding: '5px 0', textAlign: 'right', color: 'var(--tm-ink-2)' }}>{fmtUsd(notional)}</td>
                         <td style={{ padding: '5px 0', textAlign: 'right' }} className={win ? 'tm-up' : 'tm-dn'}>{fmtUsd(p.unrealized_pnl, true)}</td>
                         <td style={{ padding: '5px 0', textAlign: 'right' }} className={win ? 'tm-up' : 'tm-dn'}>{(p.unrealized_pnl_pct ?? 0).toFixed(2)}%</td>
                       </tr>
@@ -528,10 +549,19 @@ export function TerminalDashboard({
 
             <div style={{ display: 'flex', alignItems: 'baseline', gap: 8, marginBottom: 6 }}>
               <span className="tm-px" style={{ fontSize: 11 }}>Recent trades</span>
-              <span className="tm-sc">Recent closes · symbol/side/time/pnl</span>
+              <span className="tm-sc">Recent closes · symbol/side/hold/pnl</span>
             </div>
             {recentTrades.length > 0 ? (
               <table className="tm-mono" style={{ width: '100%', borderCollapse: 'collapse', fontSize: 11 }}>
+                <thead>
+                  <tr className="tm-sc" style={{ fontSize: 9 }}>
+                    <td style={{ padding: '0 0 3px' }}>symbol</td>
+                    <td style={{ padding: '0 0 3px' }}>side</td>
+                    <td style={{ padding: '0 0 3px', textAlign: 'right' }}>hold</td>
+                    <td style={{ padding: '0 0 3px' }}> closed</td>
+                    <td style={{ padding: '0 0 3px', textAlign: 'right' }}>PnL</td>
+                  </tr>
+                </thead>
                 <tbody>
                   {recentTrades.map((p) => {
                     const win = p.realized_pnl >= 0
@@ -539,7 +569,8 @@ export function TerminalDashboard({
                       <tr key={p.id} style={{ borderTop: '1px solid var(--tm-hair)' }}>
                         <td style={{ padding: '5px 0', fontWeight: 500 }}>{baseLabel(p.symbol)}</td>
                         <td style={{ padding: '5px 0' }} className={p.side === 'long' || p.side === 'LONG' ? 'tm-up' : 'tm-dn'}>{p.side.toLowerCase()}</td>
-                        <td style={{ padding: '5px 0', color: 'var(--tm-muted)' }}>{fmtTime(p.exit_time)}</td>
+                        <td style={{ padding: '5px 0', textAlign: 'right', color: 'var(--tm-ink-2)' }}>{fmtHold(p.entry_time, p.exit_time)}</td>
+                        <td style={{ padding: '5px 0 5px 6px', color: 'var(--tm-muted)' }}>{fmtTime(p.exit_time)}</td>
                         <td style={{ padding: '5px 0', textAlign: 'right' }} className={win ? 'tm-up' : 'tm-dn'}>{fmtUsd(p.realized_pnl, true)}</td>
                       </tr>
                     )

web/src/pages/StrategyStudioPage.tsx

@@ -1389,10 +1389,12 @@ export function StrategyStudioPage() {
       risk_control: defaultRisk({
         ...base.ai_config?.risk_control,
         max_positions: 2,
-        btc_eth_max_leverage: 10,
-        altcoin_max_leverage: 10,
-        btc_eth_max_position_value_ratio: 10,
-        altcoin_max_position_value_ratio: 10,
+        btc_eth_max_leverage: 5,
+        altcoin_max_leverage: 5,
+        // Few, concentrated positions held for big moves. 5x leverage so a
+        // wide (-5%) stop is survivable; 2 positions × 2.5x = 5x total.
+        btc_eth_max_position_value_ratio: 2.5,
+        altcoin_max_position_value_ratio: 2.5,
         max_margin_usage: 1.0,
         min_confidence: 78,
         min_risk_reward_ratio: 3,