diff --git a/docs/规格-期权交易账户盈亏结算.md b/docs/规格-期权交易账户盈亏结算.md
index 50a1803..3262252 100644
--- a/docs/规格-期权交易账户盈亏结算.md
+++ b/docs/规格-期权交易账户盈亏结算.md
@@ -149,7 +149,8 @@
 
 - `net_realized_pnl` / 已平相关：仅 `pnl_settled=1` 的冻结值之和。  
 - `total_pnl`（持仓页合计）= `net_realized_pnl` + `open_float_pnl`。  
-- 待结算已平单：不计入已实现，也不重复计入浮盈（浮盈仅当前期权持仓）。
+- 待结算已平单：不计入已实现，也不重复计入浮盈（浮盈仅当前期权持仓）。  
+- **顶栏三项**（总交易 / 胜率 / 盈亏比）：与上同一过滤口径（`header_options_stats_for_window`）。
 
 ### 5.5 期权复盘
 
diff --git a/lib/options/options_stats_lib.py b/lib/options/options_stats_lib.py
index a6685ec..00f8eee 100644
--- a/lib/options/options_stats_lib.py
+++ b/lib/options/options_stats_lib.py
@@ -821,9 +821,10 @@ def header_options_stats_for_window(
     app_tz,
     ex: Any = None,
 ) -> dict[str, Any]:
-    """顶栏总交易/胜率/盈亏比:纯期权(options_trades),全站导航共用,按列表窗过滤.
+    """顶栏总交易/胜率/盈亏比:与期权统计同一结算口径.
 
-    币本位 realized_pnl 为币数量,须折 U 后再算盈亏比,否则 BTC/ETH 混算会严重失真.
+    新单(有 trading_usdt_before):仅 pnl_settled=1 的账户差分计入;
+    旧单(无 before):仍按原 realized 兼容.币数量须折 U 后再算盈亏比.
     """
     from lib.common.history_window_lib import utc_window_to_bj_sql_strings
 
@@ -841,7 +842,11 @@ def header_options_stats_for_window(
                created_at, closed_at, inst_id, underlying, premium_ccy
         FROM options_trades
         WHERE status = 'closed'
-          AND (realized_pnl IS NOT NULL OR realized_pnl_usdt IS NOT NULL)
+          AND (
+                (COALESCE(pnl_settled, 0) = 1 AND realized_pnl_usdt IS NOT NULL)
+             OR (trading_usdt_before IS NULL
+                 AND (realized_pnl IS NOT NULL OR realized_pnl_usdt IS NOT NULL))
+          )
           AND COALESCE(closed_at, created_at) >= ?
           AND COALESCE(closed_at, created_at) <= ?
         """,
diff --git a/tests/test_options_account_pnl.py b/tests/test_options_account_pnl.py
index 8b8ec06..25829e6 100644
--- a/tests/test_options_account_pnl.py
+++ b/tests/test_options_account_pnl.py
@@ -99,6 +99,52 @@ class AccountPnlSettleTests(unittest.TestCase):
         self.assertAlmostEqual(float(stats["net_realized_pnl"]), 952.96, places=2)
         conn.close()
 
+    def test_header_stats_skip_unsettled_account_trades(self):
+        from datetime import datetime, timezone
+
+        from lib.options.options_db import init_options_tables
+        from lib.options.options_stats_lib import header_options_stats_for_window
+
+        conn = sqlite3.connect(":memory:")
+        conn.row_factory = sqlite3.Row
+        init_options_tables(conn)
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, realized_pnl, premium_ccy, status,
+                trading_usdt_before, pnl_settled, created_at, closed_at
+            ) VALUES (
+                'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
+                0.01, 0.01, 'ETH', 'closed',
+                500.0, 0, '2026-10-08 10:00:00', '2026-10-08 12:00:00'
+            )
+            """
+        )
+        conn.execute(
+            """
+            INSERT INTO options_trades(
+                inst_id, underlying, opt_type, sheets, eth_amount,
+                premium_paid, realized_pnl, premium_ccy, status,
+                trading_usdt_before, trading_usdt_after, realized_pnl_usdt,
+                pnl_settled, created_at, closed_at
+            ) VALUES (
+                'ETH-USD-261009-2500-P', 'ETH', 'P', 1, 0.01,
+                0.01, 0.01, 'ETH', 'closed',
+                1000.0, 1100.0, 100.0,
+                1, '2026-10-08 08:00:00', '2026-10-08 09:00:00'
+            )
+            """
+        )
+        conn.commit()
+        win = {
+            "start_utc": datetime(2026, 10, 1, tzinfo=timezone.utc),
+            "end_utc": datetime(2026, 10, 31, 23, 59, 59, tzinfo=timezone.utc),
+        }
+        out = header_options_stats_for_window(conn, win, timezone.utc, None)
+        self.assertEqual(int(out["total"]), 1)
+        conn.close()
+
 
 if __name__ == "__main__":
     unittest.main()