diff --git a/backend/fix_historical_pnl.py b/backend/fix_historical_pnl.py
new file mode 100644
index 0000000..27ddec7
--- /dev/null
+++ b/backend/fix_historical_pnl.py
@@ -0,0 +1,98 @@
+#!/usr/bin/env python3
+"""
+fix_historical_pnl.py — 修正历史paper_trades中虚高的pnl_r
+问题：TP/SL_BE场景用了硬编码倍数(1.5R/2.25R)，实际应为0.75R/1.125R
+修复：用(exit_price - entry_price) / risk_distance 重算
+"""
+import os, sys
+sys.path.insert(0, os.path.dirname(__file__))
+from db import get_sync_conn
+
+FEE_RATE = 0.0005  # Taker 0.05%
+
+def fix():
+    with get_sync_conn() as conn:
+        cur = conn.cursor()
+        
+        # 读取所有已平仓记录
+        cur.execute("""
+            SELECT id, direction, entry_price, exit_price, tp1_price, tp2_price, 
+                   sl_price, tp1_hit, status, pnl_r, atr_at_entry
+            FROM paper_trades 
+            WHERE status NOT IN ('active', 'tp1_hit')
+            ORDER BY id
+        """)
+        rows = cur.fetchall()
+        
+        fixed = 0
+        for row in rows:
+            pid, direction, entry, exit_p, tp1, tp2, sl, tp1_hit, status, old_pnl, atr_entry = row
+            
+            if exit_p is None or entry is None or atr_entry is None or atr_entry <= 0:
+                continue
+            
+            risk_distance = 2.0 * 0.7 * atr_entry
+            if risk_distance <= 0:
+                continue
+            
+            # 重算pnl_r
+            if status == "tp":
+                # 半仓TP1 + 半仓TP2
+                if direction == "LONG":
+                    tp1_r = (tp1 - entry) / risk_distance
+                    tp2_r = (tp2 - entry) / risk_distance
+                else:
+                    tp1_r = (entry - tp1) / risk_distance
+                    tp2_r = (entry - tp2) / risk_distance
+                new_pnl = 0.5 * tp1_r + 0.5 * tp2_r
+            elif status == "sl_be":
+                # TP1半仓锁定 + SL_BE半仓归零
+                if direction == "LONG":
+                    tp1_r = (tp1 - entry) / risk_distance
+                else:
+                    tp1_r = (entry - tp1) / risk_distance
+                new_pnl = 0.5 * tp1_r
+            elif status == "sl":
+                # 全仓止损
+                if direction == "LONG":
+                    new_pnl = (exit_p - entry) / risk_distance
+                else:
+                    new_pnl = (entry - exit_p) / risk_distance
+            elif status == "timeout":
+                if direction == "LONG":
+                    move = exit_p - entry
+                else:
+                    move = entry - exit_p
+                new_pnl = move / risk_distance
+                if tp1_hit:
+                    tp1_r = abs(tp1 - entry) / risk_distance
+                    new_pnl = max(new_pnl, 0.5 * tp1_r)
+            elif status == "signal_flip":
+                if direction == "LONG":
+                    new_pnl = (exit_p - entry) / risk_distance
+                else:
+                    new_pnl = (entry - exit_p) / risk_distance
+            else:
+                continue
+            
+            # 扣手续费
+            fee_r = (2 * FEE_RATE * entry) / risk_distance if risk_distance > 0 else 0
+            new_pnl -= fee_r
+            new_pnl = round(new_pnl, 4)
+            
+            if abs(new_pnl - old_pnl) > 0.001:
+                print(f"  #{pid} {status:10s} {direction:5s}: {old_pnl:+.4f}R → {new_pnl:+.4f}R (Δ{new_pnl-old_pnl:+.4f})")
+                cur.execute("UPDATE paper_trades SET pnl_r = %s WHERE id = %s", (new_pnl, pid))
+                fixed += 1
+        
+        conn.commit()
+        
+        # 汇总
+        cur.execute("SELECT COUNT(*), SUM(pnl_r) FROM paper_trades WHERE status NOT IN ('active','tp1_hit')")
+        total, total_pnl = cur.fetchone()
+        print(f"\n修正了 {fixed}/{len(rows)} 笔交易")
+        print(f"修正后总计: {total}笔, 总pnl={total_pnl:+.2f}R")
+
+
+if __name__ == "__main__":
+    fix()