diff --git a/scripts/fix_trade_records.py b/scripts/fix_trade_records.py
index a5f018e..31804da 100644
--- a/scripts/fix_trade_records.py
+++ b/scripts/fix_trade_records.py
@@ -3,23 +3,42 @@ import asyncio
 import logging
 import os
 import sys
+import time
 from datetime import datetime, timedelta
+from decimal import Decimal
+from typing import List, Dict, Any, Optional
 
 # Add project root to path
 sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
 
-from trading_system.binance_client import BinanceClient
-from binance import AsyncClient
 from backend.database.connection import db
 from backend.database.models import Trade, Account
+from backend.config_manager import ConfigManager
+from trading_system.binance_client import BinanceClient
+from binance import AsyncClient
 
 # Configure logging
 logging.basicConfig(
     level=logging.INFO,
-    format='%(asctime)s - %(levelname)s - %(message)s'
+    format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
 )
 logger = logging.getLogger(__name__)
 
+async def get_fills_with_retry(client, symbol, start_time_ms, retries=3):
+    """Fetch fills with retry logic"""
+    for i in range(retries):
+        try:
+            return await client.client.futures_account_trades(
+                symbol=symbol,
+                startTime=start_time_ms,
+                limit=100
+            )
+        except Exception as e:
+            if i == retries - 1:
+                raise e
+            logger.warning(f"Error fetching fills for {symbol} (Attempt {i+1}/{retries}): {e}. Retrying...")
+            await asyncio.sleep(2)
+
 async def fix_time_inversion_trades(client, account_id):
     """Fix trades where exit_time < entry_time"""
     logger.info("Scanning for time-inverted trades...")
@@ -35,13 +54,13 @@ async def fix_time_inversion_trades(client, account_id):
     
     if not trades:
         logger.info("No time-inverted trades found.")
+        return
     
     for trade in trades:
         symbol = trade['symbol']
         trade_id = trade['id']
         entry_time = trade['entry_time']
         exit_time = trade['exit_time']
-        quantity = trade['quantity']
         side = trade['side']  # OPEN side (BUY/SELL)
         
         logger.info(f"Found invalid trade #{trade_id} {symbol}: Entry={entry_time}, Exit={exit_time} (Diff: {exit_time - entry_time}s)")
@@ -51,18 +70,14 @@ async def fix_time_inversion_trades(client, account_id):
         start_time_ms = int(entry_time * 1000)
         
         try:
-            # Fetch user trades (fills) after entry time
-            fills = await client.client.futures_account_trades(
-                symbol=symbol,
-                startTime=start_time_ms,
-                limit=100
-            )
+            # Fetch user trades (fills) after entry time with retry
+            fills = await get_fills_with_retry(client, symbol, start_time_ms)
             
             # Filter for closing trades
             # If entry side was BUY, we look for SELL. If SELL, look for BUY.
             close_side = 'SELL' if side == 'BUY' else 'BUY'
             
-            closing_fills = [f for f in fills if f['side'] == close_side and f['realizedPnl'] != '0']
+            closing_fills = [f for f in fills if f['side'] == close_side and float(f['realizedPnl']) != 0]
             
             if not closing_fills:
                 # No closing trades found. Position might still be open or we missed it?
@@ -82,7 +97,6 @@ async def fix_time_inversion_trades(client, account_id):
             else:
                 # Found closing fills. Calculate metrics.
                 # We assume the latest fills correspond to this trade. 
-                # This is a simplification but better than "ghost" order.
                 
                 # Sort by time desc
                 closing_fills.sort(key=lambda x: x['time'], reverse=True)
@@ -127,9 +141,7 @@ async def fix_time_inversion_trades(client, account_id):
                 )
                 
         except Exception as e:
-            logger.error(f"Error processing trade #{trade_id}: {type(e).__name__}: {e}")
-            import traceback
-            logger.error(traceback.format_exc())
+            logger.error(f"Error processing trade #{trade_id}: {e}")
 
 async def backfill_commissions(client, account_id):
     """Backfill missing commission data for recent trades"""
diff --git a/scripts/inspect_trade.py b/scripts/inspect_trade.py
new file mode 100644
index 0000000..94b3a69
--- /dev/null
+++ b/scripts/inspect_trade.py
@@ -0,0 +1,21 @@
+
+import os
+import sys
+from backend.database.connection import db
+
+def inspect():
+    try:
+        sql = "SELECT id, symbol, commission, commission_asset, exit_time, account_id FROM trades WHERE id = 3356"
+        res = db.execute_query(sql)
+        print(f"Trade 3356: {res}")
+        
+        # Also check trade 617
+        sql = "SELECT id, symbol, entry_time, exit_time FROM trades WHERE id = 617"
+        res = db.execute_query(sql)
+        print(f"Trade 617: {res}")
+        
+    except Exception as e:
+        print(f"Error: {e}")
+
+if __name__ == "__main__":
+    inspect()
diff --git a/trading_system/position_manager.py b/trading_system/position_manager.py
index 918a3b9..78ffebb 100644
--- a/trading_system/position_manager.py
+++ b/trading_system/position_manager.py
@@ -583,7 +583,7 @@ class PositionManager:
                 # 如果ATR可用，使用ATR计算更准确的止损距离（用于盈亏比止盈）
                 if atr is not None and atr > 0 and entry_price > 0:
                     atr_percent = atr / entry_price
-                    atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 2.0)  # 2026-01-29优化：默认2.0
+                    atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 3.0)  # 2026-02-12优化：默认3.0，避免噪音止损
                     # 使用ATR计算的止损距离（更准确，用于盈亏比止盈）
                     stop_distance_for_tp = entry_price * atr_percent * atr_multiplier
 
@@ -634,6 +634,13 @@ class PositionManager:
                         logger.info(f"{symbol} [优化] TP1距离 ({tp1_distance:.4f}) 小于 {min_rr_for_tp1}倍止损距离 ({min_tp1_distance:.4f})，已自动调整以保证盈亏比")
                         tp1_distance = min_tp1_distance
 
+                # ⚠️ 2026-02-12优化：确保TP1至少覆盖双向手续费（避免微利单实际上亏损）
+                # 手续费率估算：0.05% (Taker) * 2 (双向) * 1.5 (安全系数) = 0.15% 价格变动
+                min_fee_distance = entry_price * 0.0015
+                if min_fee_distance > tp1_distance:
+                    logger.info(f"{symbol} [优化] TP1距离 ({tp1_distance:.4f}) 小于 手续费磨损距离 ({min_fee_distance:.4f})，已自动调整以覆盖成本")
+                    tp1_distance = min_fee_distance
+
                 # 计算最终TP1价格
                 if tp1_distance > 0:
                     if side == 'BUY':
diff --git a/trading_system/risk_manager.py b/trading_system/risk_manager.py
index 4a5ec40..505cc0d 100644
--- a/trading_system/risk_manager.py
+++ b/trading_system/risk_manager.py
@@ -292,7 +292,7 @@ class RiskManager:
         # 尝试获取止损价格（如果没有传入，尝试估算）
         target_stop_loss = stop_loss_price
         if target_stop_loss is None and atr and atr > 0 and entry_price:
-            atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 2.5)
+            atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 3.0)
             if side == 'BUY':
                 target_stop_loss = entry_price - (atr * atr_multiplier)
             elif side == 'SELL':
@@ -431,7 +431,7 @@ class RiskManager:
                     if stop_loss_price is None:
                         # 尝试使用ATR估算止损距离
                         if atr and atr > 0:
-                            atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 2.5)  # 默认2.5，放宽止损提升胜率
+                            atr_multiplier = config.TRADING_CONFIG.get('ATR_STOP_LOSS_MULTIPLIER', 3.0)  # 默认3.0，放宽止损提升胜率
                             if side == 'BUY':
                                 estimated_stop_loss = entry_price - (atr * atr_multiplier)
                             else:  # SELL