Reconstruct TopstepX MLL floors from the EOD balance curve
TopstepX never reports the Maximum Loss Limit, but it's deterministic: floor = min(0, eodBalanceHigh − trailingDrawdown), locking at the $0 starting balance. The EOD curve rebuilds from daily P&L + fund events, with off-book fee drift spread across days proportionally to reported fees (validated against a platform-reported MLL to ~$0.10). Stored in autoLiqThresholds — negative, or +$0.01 once locked — so dead detection, dashboards, and the ruin model's startThreshold all use the real room. Guards move from '> 0' to '!== 0'; 0 still means no floor. canTrade=false accounts are skipped. daily_pnl gains a fees column for the weighting. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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Claude Fable 5
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@@ -24,7 +24,8 @@ function fmt(value: number) {
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/** Returns true when an account's balance has breached Tradovate's auto-liquidation floor. */
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function isAccountDead(account: AccountState): boolean {
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return account.autoLiqThreshold > 0 && account.amount <= account.autoLiqThreshold;
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// 0 = no floor; negative floors are reconstructed TopstepX MLLs.
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return account.autoLiqThreshold !== 0 && account.amount <= account.autoLiqThreshold;
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}
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function SettingsIcon() {
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