diff --git a/docs/止损止盈计算说明.md b/docs/止损止盈计算说明.md
index 2235d36..fb5dd37 100644
--- a/docs/止损止盈计算说明.md
+++ b/docs/止损止盈计算说明.md
@@ -47,3 +47,5 @@
 **已实现**：在 `risk_manager.get_take_profit_price` 中增加了 **USE_MARGIN_CAP_FOR_TP**（默认 **True**）：当使用盈亏比算出 TP2 时，若该价格比「TAKE_PROFIT_PERCENT 对应的保证金止盈价」更远，则**改用保证金止盈价**作为 TP2，这样止盈不会远到难以触及。
 
 - **⚠️ 不要关闭**：普遍出现的「止盈特别远（如 +238% 保证金）、亏损扛单」是因为**没有封顶**时用了「止损距离×3」的止盈。**关掉 USE_MARGIN_CAP_FOR_TP 会恢复那种过远止盈，加重扛单**。应保持 **True**，并确保交易进程已重启/配置已生效，新开仓才会用封顶后的止盈。
+
+**止损封顶（USE_MARGIN_CAP_FOR_SL）**：若仅封顶止盈、不封顶止损，会出现「止盈 55%、止损 -58%～-78%」——止损仍过宽、易扛单。因此增加了 **USE_MARGIN_CAP_FOR_SL**（默认 True）：当 ATR（或技术）止损对应的**保证金亏损**超过配置的 STOP_LOSS_PERCENT（如 10%）时，**改用保证金止损**，使止损不再超过 10% 保证金。与 USE_MARGIN_CAP_FOR_TP 一起使用，新开仓的 SL/TP 都会在「保证金比例」范围内，避免极端远距。
diff --git a/trading_system/config.py b/trading_system/config.py
index a5a6f26..80c5edd 100644
--- a/trading_system/config.py
+++ b/trading_system/config.py
@@ -207,6 +207,7 @@ DEFAULT_TRADING_CONFIG = {
     'ATR_TAKE_PROFIT_MULTIPLIER': 6.0,  # ATR止盈倍数6.0（追求更高盈亏比）
     'RISK_REWARD_RATIO': 3.0,  # 盈亏比3:1
     'USE_MARGIN_CAP_FOR_TP': True,  # 止盈按保证金上限封顶，避免 TP 过远难以触及、亏损扛单。勿关。
+    'USE_MARGIN_CAP_FOR_SL': True,  # 止损按保证金上限封顶，避免 ATR 过宽导致 -60%～-80% 保证金扛单。勿关。
     'ATR_PERIOD': 14,  # ATR计算周期14
     'USE_DYNAMIC_ATR_MULTIPLIER': False,  # 不使用动态ATR
     'ATR_MULTIPLIER_MIN': 0.5,  # 动态ATR倍数最小值
diff --git a/trading_system/risk_manager.py b/trading_system/risk_manager.py
index e9e7bc0..0bd6423 100644
--- a/trading_system/risk_manager.py
+++ b/trading_system/risk_manager.py
@@ -1135,21 +1135,32 @@ class RiskManager:
                 f"已采用保证金止损以与策略一致"
             )
         
-        # 如果最终止损价对应的保证金百分比超过配置值，且不是ATR/技术止损，则强制使用保证金止损
-        if final_stop_loss_pct_margin > (stop_loss_percent * 100) and not is_atr_or_tech:
-            logger.warning(
-                f"⚠️ 最终止损价({final_stop_loss:.4f}, 使用{selected_method})对应的保证金百分比({final_stop_loss_pct_margin:.2f}%) "
-                f"超过配置值({stop_loss_percent*100:.1f}%)，强制使用保证金止损({stop_loss_price_margin:.4f})"
-            )
-            final_stop_loss = stop_loss_price_margin
-            selected_method = '保证金（强制）'
-            final_stop_loss_pct_margin = stop_loss_percent * 100
-        elif final_stop_loss_pct_margin > (stop_loss_percent * 100) and is_atr_or_tech:
-            logger.info(
-                f"ℹ️ {selected_method}止损 ({final_stop_loss:.4f}) 超过保证金配置值 "
-                f"({final_stop_loss_pct_margin:.2f}% > {stop_loss_percent*100:.1f}%)，"
-                f"但予以保留（风险已通过仓位控制）"
-            )
+        # 如果最终止损价对应的保证金百分比超过配置值，强制使用保证金止损（含 ATR/技术止损）
+        # 避免 ATR 过宽导致止损 -58%～-78% 保证金、长期扛单；与 USE_MARGIN_CAP_FOR_TP 一致
+        use_margin_cap_sl = bool(config.TRADING_CONFIG.get('USE_MARGIN_CAP_FOR_SL', True))
+        if final_stop_loss_pct_margin > (stop_loss_percent * 100):
+            if not is_atr_or_tech:
+                logger.warning(
+                    f"⚠️ 最终止损价({final_stop_loss:.4f}, 使用{selected_method})对应的保证金百分比({final_stop_loss_pct_margin:.2f}%) "
+                    f"超过配置值({stop_loss_percent*100:.1f}%)，强制使用保证金止损({stop_loss_price_margin:.4f})"
+                )
+                final_stop_loss = stop_loss_price_margin
+                selected_method = '保证金（强制）'
+                final_stop_loss_pct_margin = stop_loss_percent * 100
+            elif use_margin_cap_sl:
+                logger.info(
+                    f"止损已按保证金上限封顶: {selected_method}止损({final_stop_loss_pct_margin:.1f}% 保证金) "
+                    f"超过 STOP_LOSS_PERCENT({stop_loss_percent*100:.1f}%)，采用保证金止损({stop_loss_price_margin:.4f})"
+                )
+                final_stop_loss = stop_loss_price_margin
+                selected_method = '保证金(止损上限)'
+                final_stop_loss_pct_margin = stop_loss_percent * 100
+            else:
+                logger.info(
+                    f"ℹ️ {selected_method}止损 ({final_stop_loss:.4f}) 超过保证金配置值 "
+                    f"({final_stop_loss_pct_margin:.2f}% > {stop_loss_percent*100:.1f}%)，"
+                    f"但予以保留（USE_MARGIN_CAP_FOR_SL=False）"
+                )
 
         # ⚠️ 最终强制检查：最小止损距离（防止 -2021 Order would immediately trigger）
         # 此检查必须在最后执行，覆盖之前的逻辑，因为这是交易所/系统的硬性约束
diff --git a/持仓记录_2026-02-14T16-45-51.json b/持仓记录_2026-02-14T16-45-51.json
new file mode 100644
index 0000000..8aae1d3
--- /dev/null
+++ b/持仓记录_2026-02-14T16-45-51.json
@@ -0,0 +1,452 @@
+[
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+    "symbol": "PIPPINUSDT",
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+    "quantity": 13,
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+    "original_margin_usdt": 4.560725,
+    "mark_price": 0.69692913,
+    "pnl": 0.06137131,
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+    "leverage": 2,
+    "entry_time": 1771087159,
+    "stop_loss_price": 0.90642143,
+    "take_profit_price": 0.50869625,
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+    "atr": 0.06825714,
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+    "active_sl_orders": "STOP_MARKET @ 0.90642 (NEW)",
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+        "status": "NEW"
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+        "type": "STOP_MARKET",
+        "side": "BUY",
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+        "reduceOnly": true,
+        "status": "NEW"
+      }
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+    "active_tp_orders": "TAKE_PROFIT_MARKET @ 165.13 (NEW)",
+    "binance_open_orders_raw": [
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+        "reduceOnly": true,
+        "status": "NEW"
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+    "symbol": "COAIUSDT",
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+        "type": "TAKE_PROFIT_MARKET",
+        "side": "BUY",
+        "stopPrice": 0.3187,
+        "price": 0,
+        "origType": "CONDITIONAL",
+        "reduceOnly": true,
+        "status": "NEW"
+      },
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+        "type": "STOP_MARKET",
+        "side": "BUY",
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+        "price": 0,
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+    "active_tp_orders": "TAKE_PROFIT_MARKET @ 0.3187 (NEW)",
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+        "status": "NEW"
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+        "type": "STOP_MARKET",
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+      }
+    ]
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+    "symbol": "PYTHUSDT",
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+    "active_tp_orders": "TAKE_PROFIT_MARKET @ 0.0543 (NEW)",
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+        "type": "TAKE_PROFIT_MARKET",
+        "side": "BUY",
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+        "status": "NEW"
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+      }
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+    "symbol": "VVVUSDT",
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+    "entry_order_id": 824862620,
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+        "stopPrice": 3.776,
+        "price": 0,
+        "origType": "CONDITIONAL",
+        "reduceOnly": true,
+        "status": "NEW"
+      }
+    ],
+    "active_sl_orders": "STOP_MARKET @ 3.776 (NEW)",
+    "active_tp_orders": "",
+    "binance_open_orders_raw": [
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+        "type": "STOP_MARKET",
+        "side": "BUY",
+        "stopPrice": 3.776,
+        "price": 0,
+        "origType": "CONDITIONAL",
+        "reduceOnly": true,
+        "status": "NEW"
+      }
+    ]
+  },
+  {
+    "id": 4637,
+    "symbol": "RIVERUSDT",
+    "side": "SELL",
+    "quantity": 0.7,
+    "entry_price": 13.874,
+    "entry_value_usdt": 9.7118,
+    "notional_usdt": 9.251199999999999,
+    "margin_usdt": 4.6255999999999995,
+    "original_notional_usdt": 9.7118,
+    "original_margin_usdt": 4.8559,
+    "mark_price": 13.216,
+    "pnl": 0.4606,
+    "pnl_percent": 9.95762711864407,
+    "leverage": 2,
+    "entry_time": 1771079231,
+    "stop_loss_price": 19.02242857,
+    "take_profit_price": -1.57128571,
+    "take_profit_1": 6.15135714,
+    "take_profit_2": -1.57128571,
+    "atr": 1.71614286,
+    "entry_order_id": 3923246641,
+    "entry_order_type": "LIMIT",
+    "open_orders": [
+      {
+        "orderId": 2000000449191175,
+        "type": "STOP_MARKET",
+        "side": "BUY",
+        "stopPrice": 19.022,
+        "price": 0,
+        "origType": "CONDITIONAL",
+        "reduceOnly": true,
+        "status": "NEW"
+      }
+    ],
+    "active_sl_orders": "STOP_MARKET @ 19.022 (NEW)",
+    "active_tp_orders": "",
+    "binance_open_orders_raw": [
+      {
+        "orderId": 2000000449191175,
+        "type": "STOP_MARKET",
+        "side": "BUY",
+        "stopPrice": 19.022,
+        "price": 0,
+        "origType": "CONDITIONAL",
+        "reduceOnly": true,
+        "status": "NEW"
+      }
+    ]
+  }
+]
\ No newline at end of file