mirror of
https://github.com/NoFxAiOS/nofx.git
synced 2026-07-27 14:02:43 +08:00
5cd62e3c3a
Live decomposition of the 2026-07-23 drawdown (equity 62.6 -> 31.1 in one day, 43 fills, avg hold <1h despite a 4h min hold): both exit guards compared thresholds meant as price moves against leverage-multiplied margin PnL%, so raising leverage 5x -> 10x silently halved every trigger distance: - throttle bypass: -5% 'stop' unlocked AI closes at a -0.5% price wiggle (ETH -0.5%/44min, AAVE -0.9%/45min, MU -2.4%/14min all sailed through) - drawdown monitor: 'profit > 5%' armed at +0.5% price, then market-closed winners on a 40% giveback (SNDK +0.6%/35min, NVDA +0.3%/37min) — every winner strangled at breakeven while losers realized fast Fix: evaluate both guards on price-basis PnL (margin PnL% / leverage). Throttle thresholds keep their documented price meaning at any leverage; the drawdown monitor now arms only after a real +5% price move. Peak-PnL cache stays margin-basis for prompt display consistency. Replay simulator updated to the same price-basis semantics.