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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co-authored by
Claude Fable 5
parent
4edb771701
commit
fc65b4340d
+3
-2
@@ -73,7 +73,8 @@ function collectFirmStats() {
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for (const acc of client.accountList) {
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const cash = client.accountCashBalances[acc.id] ?? { amount: 0, realizedPnL: 0 };
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const autoLiqThreshold = client.autoLiqThresholds[acc.id] ?? 0;
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const isDead = autoLiqThreshold > 0 && cash.amount <= autoLiqThreshold;
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// 0 = no floor; negative floors are reconstructed TopstepX MLLs.
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const isDead = autoLiqThreshold !== 0 && cash.amount <= autoLiqThreshold;
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if (isDead) continue;
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const cfg = getAccountConfig(acc.id).accountType;
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@@ -155,7 +156,7 @@ function collectFirmStats() {
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startHigh: highWater,
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// Tradovate reports the account's REAL liquidation
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// floor — anchor the trail there for exact room.
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startThreshold: autoLiqThreshold > 0
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startThreshold: autoLiqThreshold !== 0
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? r2(autoLiqThreshold - cfg.accountSize)
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: undefined,
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},
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