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Use equity-based profit for profitTarget comparison

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Instead of relying on dailyPnL sum (which can miss reports or be out
of sync with account balance), use (amount - accountSize) as the actual
profit when comparing against profitTarget. Consistency calc still uses
dailyPnL totalProfit for realTarget.

Also unconditionally floor the min-day reservation at minDayPnL — if
equity + (days × minDay) >= target, we coast on min-day.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
Brandon Li
2026-04-20 20:08:16 -05:00
co-authored by Claude Opus 4.6
parent 1dbaebb7d8
commit cd0f1e6fac
3 changed files with 26 additions and 19 deletions
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lib/auto-trade.ts
+14 -8
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@@ -199,7 +199,8 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Auto', symbol: string)
);
// Use the same target formula as the dashboard — skip if $0 (challenge complete)
const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays);
const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit);
// Allow through if it's an MNQ extra-day trade: no min day P&L, profit done, days still needed
const isMnqExtraDay = cfg.minDayPnL <= 0
@@ -224,7 +225,7 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Auto', symbol: string)
// ── Phase 2: fire the batch simultaneously ──
const tradeResults = await Promise.allSettled(batch.map(async (item) => {
const { client, acc, contract, firmConfig, dailyPnL, daysTraded } = item;
const { client, acc, contract, firmConfig, cash, dailyPnL, daysTraded } = item;
const cfg = getAccountConfig(acc.name, firmConfig)!;
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
const priorProfit = client.priorProfit?.[acc.id] ?? 0;
@@ -264,7 +265,8 @@ export async function runTrade(action: 'Buy' | 'Sell' | 'Auto', symbol: string)
};
}
const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays);
const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit);
const rawContracts = Math.max(1, Math.ceil(target.amount / 1000));
const contracts = cfg.maxPositionSize > 0 ? Math.min(rawContracts, cfg.maxPositionSize) : rawContracts;
@@ -406,6 +408,7 @@ export async function copyTrade() {
acc: { id: number; name: string; active: boolean };
contract: { name: string; tickSize: number };
firmConfig: FirmConfig;
cash: { amount: number; realizedPnL: number };
dailyPnL: { date: string; pnl: number }[];
daysTraded: number;
};
@@ -440,10 +443,11 @@ export async function copyTrade() {
cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
);
const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays);
const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit);
if (target.amount <= 0) continue;
eligible.push({ firmName: firm.name, client, acc, contract, firmConfig, dailyPnL, daysTraded });
eligible.push({ firmName: firm.name, client, acc, contract, firmConfig, cash, dailyPnL, daysTraded });
}
}));
@@ -457,7 +461,7 @@ export async function copyTrade() {
// Fire orders (same as Phase 2 of runTrade)
const tradeResults = await Promise.allSettled(batch.map(async (item) => {
const { client, acc, contract, firmConfig, dailyPnL } = item;
const { client, acc, contract, firmConfig, cash, dailyPnL } = item;
const cfg = getAccountConfig(acc.name, firmConfig)!;
const totalProfit = dailyPnL.reduce((sum, d) => sum + d.pnl, 0);
const priorProfit = client.priorProfit?.[acc.id] ?? 0;
@@ -466,7 +470,8 @@ export async function copyTrade() {
cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
);
const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays);
const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit);
const rawContracts = Math.max(1, Math.ceil(target.amount / 1000));
const contracts = cfg.maxPositionSize > 0 ? Math.min(rawContracts, cfg.maxPositionSize) : rawContracts;
@@ -553,7 +558,8 @@ function hasRemainingConfiguredAccounts(): boolean {
cfg.profitTarget, cfg.consistency, cfg.minTradingDays, cfg.targetSameEquity, cfg.withdrawalStages, priorProfit, allFundTxns
);
const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays);
const equityProfit = cash.amount - cfg.accountSize;
const target = computeDailyTarget(effective.profitTarget, effective.consistency, totalProfit, dailyPnL, cfg.minDayPnL, effective.minTradingDays, equityProfit);
const isMnqExtraDay = cfg.minDayPnL <= 0
&& effective.minTradingDays > daysTraded
&& totalProfit >= effective.profitTarget;