Update on recent trading records.

December 26th marks the third day of review. The total profit is 13.8u plus today's floating profit of 5u. Today's floating profit mainly comes from long positions in the hedging direction. As for the number of trades and win rate, I didn't specifically calculate them because today's operations were quite complex, and hedging offset some of the directional judgments.

The biggest discovery is—when I am in a flat position or have no active trades, I feel inexplicably anxious. This anxiety pushes me to open new positions quickly, as if not trading makes me feel uneasy. Once I follow this impulse and place trades, my rational judgment gets weakened, and the operations start to go off track. Later, I realized that trading is actually like fishing; true competitiveness lies not in the frequency of trades but in patience and filtering.

The main reasons for today's losses are twofold: the execution of hedging was not smooth enough, causing a mismatch between rhythm and position size; additionally, some reverse orders were not fully filled, resulting in incomplete profit locking, and the risk was exposed for too long during this period.

But from another perspective, although I haven't reached stable profitability yet, I can clearly feel progress in three dimensions: information capture, signal filtering, and execution framework. The identification of key positions has become more accurate, my interpretation of market intentions is more logical, and my decision-making when placing orders is more methodical.

The most interesting trade today was ENA. Last night before bed, this position had a floating profit of over ten points. I recorded the complete logic of opening, holding, and closing positions—if there are any unreasonable parts, I welcome corrections; if there are better handling methods, I am eager to learn and will seriously digest and improve.