Split fee stats by leg and hide LIVE slip.

SIM shows perp/option fees and slip separately; LIVE keeps real exchange fees only with slip forced to zero.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/api/stats.py

@@ -4,7 +4,9 @@ from typing import Annotated
 
 from fastapi import APIRouter, Depends
 
+from ..config import get_settings
 from ..models.db import get_db
+from ..sim.pnl import summarize_fills_pnl
 from .auth import require_user
 
 router = APIRouter(prefix="/api/stats", tags=["stats"])
@@ -13,12 +15,30 @@ router = APIRouter(prefix="/api/stats", tags=["stats"])
 @router.get("/summary")
 async def stats_summary(_user: Annotated[str, Depends(require_user)]) -> dict:
     db = get_db()
+    s = get_settings()
+    mode = "LIVE" if not s.is_sim else "SIM"
     rows = db.fetchall("SELECT * FROM groups WHERE status='closed'")
     n = len(rows)
     wins = sum(1 for r in rows if float(r["realized_pnl"] or 0) > 0)
     total_pnl = sum(float(r["realized_pnl"] or 0) for r in rows)
-    total_fees = sum(float(r["fees"] or 0) for r in rows)
-    total_slip = sum(float(r["slip_cost"] or 0) for r in rows)
+
+    fees_perp = 0.0
+    fees_option = 0.0
+    total_slip = 0.0
+    for r in rows:
+        fills = db.fetchall(
+            "SELECT * FROM fills WHERE group_id=? ORDER BY id ASC",
+            (r["group_id"],),
+        )
+        summary = summarize_fills_pnl(list(fills))
+        fees_perp += float(summary.get("fees_perp") or 0)
+        fees_option += float(summary.get("fees_option") or 0)
+        # LIVE 不展示、不计入滑点；按组成交模式判断（可混有历史 SIM 组）
+        exec_mode = str(r["exec_mode"] or mode).upper()
+        if exec_mode != "LIVE":
+            total_slip += float(summary.get("slip_total") or 0)
+
+    total_fees = fees_perp + fees_option
     reasons: dict[str, int] = {}
     for r in rows:
         k = str(r["close_reason"] or "unknown")
@@ -32,12 +52,16 @@ async def stats_summary(_user: Annotated[str, Depends(require_user)]) -> dict:
         for r in sorted(rows, key=lambda x: int(x["close_at_ms"] or 0))
     ]
     return {
+        "mode": mode,
+        "show_slip": mode == "SIM",
         "groups": n,
         "wins": wins,
         "win_rate": (wins / n) if n else 0.0,
         "total_pnl": total_pnl,
+        "fees_perp": fees_perp,
+        "fees_option": fees_option,
         "total_fees": total_fees,
-        "total_slip": total_slip,
+        "total_slip": total_slip if mode == "SIM" else 0.0,
         "close_reasons": reasons,
         "equity_curve": curve,
     }