diff --git a/apps/stock/core/index.node b/apps/stock/core/index.node
index 81251f9..96ddc19 100755
Binary files a/apps/stock/core/index.node and b/apps/stock/core/index.node differ
diff --git a/apps/stock/core/src/api/mod.rs b/apps/stock/core/src/api/mod.rs
index d01710d..4fedac6 100644
--- a/apps/stock/core/src/api/mod.rs
+++ b/apps/stock/core/src/api/mod.rs
@@ -159,6 +159,20 @@ impl TradingEngine {
 
     #[napi]
     pub fn process_fill(&self, symbol: String, price: f64, quantity: f64, side: String, commission: f64) -> Result<String> {
+        self.process_fill_with_metadata(symbol, price, quantity, side, commission, None, None)
+    }
+    
+    #[napi]
+    pub fn process_fill_with_metadata(
+        &self, 
+        symbol: String, 
+        price: f64, 
+        quantity: f64, 
+        side: String, 
+        commission: f64,
+        order_id: Option<String>,
+        strategy_id: Option<String>
+    ) -> Result<String> {
         let side = match side.as_str() {
             "buy" | "Buy" => Side::Buy,
             "sell" | "Sell" => Side::Sell,
@@ -175,7 +189,7 @@ impl TradingEngine {
             commission,
         };
         
-        let update = core.position_tracker.process_fill(&symbol, &fill, side);
+        let update = core.position_tracker.process_fill_with_tracking(&symbol, &fill, side, order_id, strategy_id);
         
         // Update risk engine with new position
         core.risk_engine.update_position(&symbol, update.resulting_position.quantity);
@@ -212,12 +226,18 @@ impl TradingEngine {
 
     // Backtest-specific methods
     #[napi]
-    pub fn advance_time(&self, _to_timestamp: i64) -> Result<()> {
+    pub fn advance_time(&self, to_timestamp: i64) -> Result<()> {
         let core = self.core.lock();
         if let TradingMode::Backtest { .. } = core.get_mode() {
-            // In real implementation, would downcast and advance time
-            // For now, return success in backtest mode
-            Ok(())
+            // Downcast time provider to SimulatedTime and advance it
+            if let Some(simulated_time) = core.time_provider.as_any().downcast_ref::<crate::core::time_providers::SimulatedTime>() {
+                let new_time = DateTime::<Utc>::from_timestamp_millis(to_timestamp)
+                    .ok_or_else(|| Error::from_reason("Invalid timestamp"))?;
+                simulated_time.advance_to(new_time);
+                Ok(())
+            } else {
+                Err(Error::from_reason("Failed to access simulated time provider"))
+            }
         } else {
             Err(Error::from_reason("Can only advance time in backtest mode"))
         }
@@ -274,6 +294,39 @@ impl TradingEngine {
         
         Ok(())
     }
+    
+    #[napi]
+    pub fn get_trade_history(&self) -> Result<String> {
+        let core = self.core.lock();
+        let trades = core.position_tracker.get_trade_history();
+        Ok(serde_json::to_string(&trades).unwrap())
+    }
+    
+    #[napi]
+    pub fn get_closed_trades(&self) -> Result<String> {
+        let core = self.core.lock();
+        let trades = core.position_tracker.get_closed_trades();
+        Ok(serde_json::to_string(&trades).unwrap())
+    }
+    
+    #[napi]
+    pub fn get_open_trades(&self) -> Result<String> {
+        let core = self.core.lock();
+        let trades = core.position_tracker.get_open_trades();
+        Ok(serde_json::to_string(&trades).unwrap())
+    }
+    
+    #[napi]
+    pub fn get_trade_count(&self) -> Result<u32> {
+        let core = self.core.lock();
+        Ok(core.position_tracker.get_trade_count() as u32)
+    }
+    
+    #[napi]
+    pub fn get_closed_trade_count(&self) -> Result<u32> {
+        let core = self.core.lock();
+        Ok(core.position_tracker.get_closed_trade_count() as u32)
+    }
 }
 
 // Helper functions to parse JavaScript objects
diff --git a/apps/stock/core/src/lib.rs b/apps/stock/core/src/lib.rs
index 5d8c422..d361d2e 100644
--- a/apps/stock/core/src/lib.rs
+++ b/apps/stock/core/src/lib.rs
@@ -8,7 +8,7 @@ pub mod api;
 pub mod analytics;
 
 // Re-export commonly used types
-pub use positions::{Position, PositionUpdate};
+pub use positions::{Position, PositionUpdate, TradeRecord, ClosedTrade};
 pub use risk::{RiskLimits, RiskCheckResult, RiskMetrics};
 
 use chrono::{DateTime, Utc};
diff --git a/apps/stock/core/src/positions/mod.rs b/apps/stock/core/src/positions/mod.rs
index e2b0a54..48401eb 100644
--- a/apps/stock/core/src/positions/mod.rs
+++ b/apps/stock/core/src/positions/mod.rs
@@ -2,6 +2,8 @@ use crate::{Fill, Side};
 use chrono::{DateTime, Utc};
 use dashmap::DashMap;
 use serde::{Deserialize, Serialize};
+use std::sync::Arc;
+use parking_lot::RwLock;
 
 #[derive(Debug, Clone, Serialize, Deserialize)]
 pub struct Position {
@@ -21,17 +23,159 @@ pub struct PositionUpdate {
     pub resulting_position: Position,
 }
 
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct TradeRecord {
+    pub id: String,
+    pub symbol: String,
+    pub side: Side,
+    pub quantity: f64,
+    pub price: f64,
+    pub timestamp: DateTime<Utc>,
+    pub commission: f64,
+    pub order_id: Option<String>,
+    pub strategy_id: Option<String>,
+}
+
+#[derive(Debug, Clone, Serialize, Deserialize)]
+pub struct ClosedTrade {
+    pub id: String,
+    pub symbol: String,
+    pub entry_time: DateTime<Utc>,
+    pub exit_time: DateTime<Utc>,
+    pub entry_price: f64,
+    pub exit_price: f64,
+    pub quantity: f64,
+    pub side: Side, // Side of the opening trade
+    pub pnl: f64,
+    pub pnl_percent: f64,
+    pub commission: f64,
+    pub duration_ms: i64,
+    pub entry_fill_id: String,
+    pub exit_fill_id: String,
+}
+
 pub struct PositionTracker {
     positions: DashMap<String, Position>,
+    trade_history: Arc<RwLock<Vec<TradeRecord>>>,
+    closed_trades: Arc<RwLock<Vec<ClosedTrade>>>,
+    open_trades: DashMap<String, Vec<TradeRecord>>, // Track open trades by symbol
+    next_trade_id: Arc<RwLock<u64>>,
 }
 
 impl PositionTracker {
     pub fn new() -> Self {
         Self {
             positions: DashMap::new(),
+            trade_history: Arc::new(RwLock::new(Vec::new())),
+            closed_trades: Arc::new(RwLock::new(Vec::new())),
+            open_trades: DashMap::new(),
+            next_trade_id: Arc::new(RwLock::new(1)),
         }
     }
 
+    fn generate_trade_id(&self) -> String {
+        let mut id = self.next_trade_id.write();
+        let current_id = *id;
+        *id += 1;
+        format!("T{:08}", current_id)
+    }
+
+    pub fn process_fill_with_tracking(
+        &self, 
+        symbol: &str, 
+        fill: &Fill, 
+        side: Side,
+        order_id: Option<String>,
+        strategy_id: Option<String>
+    ) -> PositionUpdate {
+        // First process the fill normally
+        let update = self.process_fill(symbol, fill, side);
+        
+        // Create trade record
+        let trade_record = TradeRecord {
+            id: self.generate_trade_id(),
+            symbol: symbol.to_string(),
+            side,
+            quantity: fill.quantity,
+            price: fill.price,
+            timestamp: fill.timestamp,
+            commission: fill.commission,
+            order_id,
+            strategy_id,
+        };
+        
+        // Add to trade history
+        self.trade_history.write().push(trade_record.clone());
+        
+        // Handle trade matching for closed trades
+        match side {
+            Side::Buy => {
+                // For buy orders, just add to open trades
+                self.open_trades.entry(symbol.to_string())
+                    .or_insert_with(Vec::new)
+                    .push(trade_record);
+            }
+            Side::Sell => {
+                // For sell orders, try to match with open buy trades
+                if let Some(mut open_trades) = self.open_trades.get_mut(symbol) {
+                    let mut remaining_quantity = fill.quantity;
+                    let mut trades_to_remove = Vec::new();
+                    
+                    // FIFO matching
+                    for (idx, open_trade) in open_trades.iter_mut().enumerate() {
+                        if open_trade.side == Side::Buy && remaining_quantity > 0.0 {
+                            let close_quantity = remaining_quantity.min(open_trade.quantity);
+                            
+                            // Create closed trade record
+                            let closed_trade = ClosedTrade {
+                                id: format!("CT{}", self.generate_trade_id()),
+                                symbol: symbol.to_string(),
+                                entry_time: open_trade.timestamp,
+                                exit_time: fill.timestamp,
+                                entry_price: open_trade.price,
+                                exit_price: fill.price,
+                                quantity: close_quantity,
+                                side: Side::Buy, // Opening side
+                                pnl: close_quantity * (fill.price - open_trade.price) - (open_trade.commission + fill.commission * close_quantity / fill.quantity),
+                                pnl_percent: ((fill.price - open_trade.price) / open_trade.price) * 100.0,
+                                commission: open_trade.commission + fill.commission * close_quantity / fill.quantity,
+                                duration_ms: (fill.timestamp - open_trade.timestamp).num_milliseconds(),
+                                entry_fill_id: open_trade.id.clone(),
+                                exit_fill_id: trade_record.id.clone(),
+                            };
+                            
+                            self.closed_trades.write().push(closed_trade);
+                            
+                            // Update quantities
+                            remaining_quantity -= close_quantity;
+                            open_trade.quantity -= close_quantity;
+                            
+                            if open_trade.quantity <= 0.0 {
+                                trades_to_remove.push(idx);
+                            }
+                        }
+                    }
+                    
+                    // Remove fully closed trades
+                    for idx in trades_to_remove.into_iter().rev() {
+                        open_trades.remove(idx);
+                    }
+                    
+                    // If we still have quantity left, it's a short position
+                    if remaining_quantity > 0.0 {
+                        let short_trade = TradeRecord {
+                            quantity: remaining_quantity,
+                            ..trade_record.clone()
+                        };
+                        open_trades.push(short_trade);
+                    }
+                }
+            }
+        }
+        
+        update
+    }
+
     pub fn process_fill(&self, symbol: &str, fill: &Fill, side: Side) -> PositionUpdate {
         let mut entry = self.positions.entry(symbol.to_string()).or_insert_with(|| {
             Position {
@@ -162,5 +306,33 @@ impl PositionTracker {
 
     pub fn reset(&self) {
         self.positions.clear();
+        self.trade_history.write().clear();
+        self.closed_trades.write().clear();
+        self.open_trades.clear();
+        *self.next_trade_id.write() = 1;
+    }
+    
+    pub fn get_trade_history(&self) -> Vec<TradeRecord> {
+        self.trade_history.read().clone()
+    }
+    
+    pub fn get_closed_trades(&self) -> Vec<ClosedTrade> {
+        self.closed_trades.read().clone()
+    }
+    
+    pub fn get_open_trades(&self) -> Vec<TradeRecord> {
+        let mut all_open_trades = Vec::new();
+        for entry in self.open_trades.iter() {
+            all_open_trades.extend(entry.value().clone());
+        }
+        all_open_trades
+    }
+    
+    pub fn get_trade_count(&self) -> usize {
+        self.trade_history.read().len()
+    }
+    
+    pub fn get_closed_trade_count(&self) -> usize {
+        self.closed_trades.read().len()
     }
 }
\ No newline at end of file
diff --git a/apps/stock/orchestrator/src/backtest/BacktestEngine.ts b/apps/stock/orchestrator/src/backtest/BacktestEngine.ts
index ffe73a9..d039aee 100644
--- a/apps/stock/orchestrator/src/backtest/BacktestEngine.ts
+++ b/apps/stock/orchestrator/src/backtest/BacktestEngine.ts
@@ -92,7 +92,6 @@ export class BacktestEngine extends EventEmitter {
   private eventQueue: BacktestEvent[] = [];
   private currentTime: number = 0;
   private equityCurve: { timestamp: number; value: number }[] = [];
-  private trades: any[] = [];
   private isRunning = false;
   private dataManager: DataManager;
   private marketSimulator: MarketSimulator;
@@ -100,6 +99,8 @@ export class BacktestEngine extends EventEmitter {
   private microstructures: Map<string, MarketMicrostructure> = new Map();
   private container: IServiceContainer;
   private initialCapital: number = 100000;
+  private pendingOrders: Map<string, any> = new Map();
+  private ordersListenerSetup = false;
 
   constructor(
     container: IServiceContainer,
@@ -116,6 +117,9 @@ export class BacktestEngine extends EventEmitter {
       latencyMs: 1
     });
     this.performanceAnalyzer = new PerformanceAnalyzer();
+    
+    // Set up order listener immediately
+    this.setupOrderListener();
   }
 
   async runBacktest(config: any): Promise<BacktestResult> {
@@ -183,14 +187,41 @@ export class BacktestEngine extends EventEmitter {
       await this.strategyManager.initializeStrategies(strategies);
       this.container.logger.info(`Initialized ${strategies.length} strategies`);
       
+      // Don't setup strategy order listeners - we already listen to StrategyManager
+      // this.setupStrategyOrderListeners();
+      
       // Convert market data to events
       this.populateEventQueue(marketData);
       
       // Main backtest loop
       await this.processEvents();
       
+      // Get trade history from Rust core
+      const tradingEngine = this.strategyManager.getTradingEngine();
+      let closedTrades: any[] = [];
+      let tradeCount = 0;
+      if (tradingEngine) {
+        if (tradingEngine.getClosedTrades) {
+          try {
+            const tradesJson = tradingEngine.getClosedTrades();
+            closedTrades = JSON.parse(tradesJson);
+            this.container.logger.info(`Retrieved ${closedTrades.length} closed trades from Rust core`);
+          } catch (error) {
+            this.container.logger.warn('Failed to get closed trades from Rust core:', error);
+          }
+        }
+        if (tradingEngine.getTradeCount) {
+          try {
+            tradeCount = tradingEngine.getTradeCount();
+            this.container.logger.info(`Total trades executed: ${tradeCount}`);
+          } catch (error) {
+            this.container.logger.warn('Failed to get trade count from Rust core:', error);
+          }
+        }
+      }
+      
       // Calculate final metrics
-      const performance = this.calculatePerformance();
+      const performance = this.calculatePerformance(closedTrades);
       
       // Get final positions
       const finalPositions = await this.getFinalPositions();
@@ -221,7 +252,7 @@ export class BacktestEngine extends EventEmitter {
           sharpeRatio: performance.sharpeRatio,
           maxDrawdown: performance.maxDrawdown,
           winRate: performance.winRate,
-          totalTrades: performance.totalTrades,
+          totalTrades: tradeCount || performance.totalTrades,
           profitFactor: performance.profitFactor || 0,
           profitableTrades: Math.round(performance.totalTrades * performance.winRate / 100),
           avgWin: performance.avgWin || 0,
@@ -243,19 +274,19 @@ export class BacktestEngine extends EventEmitter {
         ohlcData: this.getOHLCData(marketData, validatedConfig.symbols),
         
         // Trade history (frontend-ready)
-        trades: this.trades.map(trade => ({
-          id: `${trade.symbol}-${trade.entryTime}`,
+        trades: closedTrades.map(trade => ({
+          id: trade.id,
           symbol: trade.symbol,
-          entryDate: new Date(trade.entryTime).toISOString(),
-          exitDate: trade.exitTime ? new Date(trade.exitTime).toISOString() : null,
-          entryPrice: trade.entryPrice,
-          exitPrice: trade.exitPrice || trade.currentPrice,
+          entryDate: trade.entry_time,
+          exitDate: trade.exit_time,
+          entryPrice: trade.entry_price,
+          exitPrice: trade.exit_price,
           quantity: trade.quantity,
-          side: trade.side,
-          pnl: trade.pnl || 0,
-          pnlPercent: trade.returnPct || 0,
-          commission: trade.commission || 0,
-          duration: trade.holdingPeriod || 0
+          side: trade.side === 'Buy' ? 'buy' : 'sell',
+          pnl: trade.pnl,
+          pnlPercent: trade.pnl_percent,
+          commission: trade.commission,
+          duration: trade.duration_ms
         })),
         
         // Final positions
@@ -273,8 +304,8 @@ export class BacktestEngine extends EventEmitter {
           drawdownSeries: this.calculateDrawdown(),
           dailyReturns: this.calculateDailyReturns(),
           monthlyReturns: this.calculateMonthlyReturns(),
-          exposureTime: this.calculateExposureTime(),
-          riskMetrics: this.calculateRiskMetrics()
+          exposureTime: this.calculateExposureTime(closedTrades),
+          riskMetrics: this.calculateRiskMetrics(closedTrades)
         }
       };
       
@@ -445,6 +476,8 @@ export class BacktestEngine extends EventEmitter {
     let lastEquityUpdate = 0;
     const equityUpdateInterval = 60000; // Update equity every minute
     
+    this.container.logger.info(`[BacktestEngine] Processing ${this.eventQueue.length} events`);
+    
     while (this.eventQueue.length > 0 && this.isRunning) {
       const event = this.eventQueue.shift()!;
       
@@ -452,12 +485,6 @@ export class BacktestEngine extends EventEmitter {
       this.currentTime = event.timestamp;
       if (tradingEngine) {
         await tradingEngine.advanceTime(this.currentTime);
-        
-        // Check for any fills
-        const fills = tradingEngine.getFills ? tradingEngine.getFills() : [];
-        for (const fill of fills) {
-          await this.processFill(fill);
-        }
       }
       
       // Process event based on type
@@ -484,7 +511,7 @@ export class BacktestEngine extends EventEmitter {
       // Emit progress
       if (this.eventQueue.length % 1000 === 0) {
         this.emit('progress', {
-          processed: this.trades.length,
+          processed: this.eventQueue.length,
           remaining: this.eventQueue.length,
           currentTime: new Date(this.currentTime)
         });
@@ -496,8 +523,12 @@ export class BacktestEngine extends EventEmitter {
   }
 
   private async processMarketData(data: MarketData): Promise<void> {
+    this.container.logger.info(`[BacktestEngine] processMarketData called for ${data.data.symbol} @ ${data.data.close}`);
     const tradingEngine = this.strategyManager.getTradingEngine();
-    if (!tradingEngine) {return;}
+    if (!tradingEngine) {
+      this.container.logger.warn(`[BacktestEngine] No trading engine available`);
+      return;
+    }
     
     // Process through market simulator for realistic orderbook
     const orderbook = this.marketSimulator.processMarketData(data);
@@ -558,6 +589,7 @@ export class BacktestEngine extends EventEmitter {
     }
     
     // Let strategies process the data
+    this.container.logger.info(`[BacktestEngine] Forwarding data to strategy manager for ${data.data.symbol}`);
     await this.strategyManager.onMarketData(data);
     
     // Check for any pending orders that should be filled
@@ -576,43 +608,45 @@ export class BacktestEngine extends EventEmitter {
   }
 
   private async processFill(fill: any): Promise<void> {
+    this.container.logger.info(`[BacktestEngine] Processing fill: ${fill.side} ${fill.quantity} ${fill.symbol} @ ${fill.price} with timestamp ${fill.timestamp}`);
+    
     // Process fill in trading engine for position tracking
     const tradingEngine = this.strategyManager.getTradingEngine();
     if (tradingEngine) {
-      const fillResult = await tradingEngine.processFill(
-        fill.symbol,
-        fill.price,
-        fill.quantity,
-        fill.side,
-        fill.commission || 0
-      );
-      this.container.logger.debug('Fill processed:', fillResult);
-    }
-    
-    // Handle trade recording based on side
-    if (fill.side === 'buy') {
-      // Create new trade entry for buy orders
-      const trade = {
-        symbol: fill.symbol,
-        side: fill.side,
-        quantity: fill.quantity,
-        entryPrice: fill.price,
-        entryTime: fill.timestamp || this.currentTime,
-        exitPrice: null,
-        exitTime: null,
-        pnl: 0,
-        returnPct: 0,
-        commission: fill.commission || 0,
-        currentPrice: fill.price,
-        holdingPeriod: 0,
-        backtestTime: this.currentTime
-      };
+      this.container.logger.info(`[BacktestEngine] Trading engine available, processing fill`);
+      this.container.logger.info(`[BacktestEngine] Current time in trading engine before advance: ${tradingEngine.getCurrentTime()}`);
       
-      this.trades.push(trade);
-      this.container.logger.info(`💵 Buy trade opened: ${fill.quantity} ${fill.symbol} @ ${fill.price}`);
-    } else if (fill.side === 'sell') {
-      // Update existing trades for sell orders
-      this.updateClosedTrades(fill);
+      // Make sure time is properly advanced
+      if (fill.timestamp) {
+        await tradingEngine.advanceTime(fill.timestamp);
+        this.container.logger.info(`[BacktestEngine] Advanced trading engine time to ${fill.timestamp}, current time now: ${tradingEngine.getCurrentTime()}`);
+      }
+      
+      // Use the new process_fill_with_metadata method if available
+      if (tradingEngine.processFillWithMetadata) {
+        const fillResult = await tradingEngine.processFillWithMetadata(
+          fill.symbol,
+          fill.price,
+          fill.quantity,
+          fill.side,
+          fill.commission || 0,
+          fill.orderId || null,
+          fill.strategyId || null
+        );
+        this.container.logger.debug('Fill processed with tracking:', fillResult);
+      } else {
+        // Fallback to old method
+        const fillResult = await tradingEngine.processFill(
+          fill.symbol,
+          fill.price,
+          fill.quantity,
+          fill.side,
+          fill.commission || 0
+        );
+        this.container.logger.debug('Fill processed:', fillResult);
+      }
+    } else {
+      this.container.logger.warn(`[BacktestEngine] No trading engine available to process fill!`);
     }
     
     // Notify strategies of fill
@@ -651,23 +685,24 @@ export class BacktestEngine extends EventEmitter {
     return this.initialCapital + realized + unrealized;
   }
 
-  private calculatePerformance(): PerformanceMetrics {
+  private calculatePerformance(closedTrades: any[] = []): PerformanceMetrics {
     // Use sophisticated performance analyzer
-    this.trades.forEach(trade => {
+    // Add closed trades from Rust core
+    closedTrades.forEach(trade => {
       this.performanceAnalyzer.addTrade({
-        entryTime: new Date(trade.entryTime),
-        exitTime: new Date(trade.exitTime || this.currentTime),
+        entryTime: new Date(trade.entry_time),
+        exitTime: new Date(trade.exit_time),
         symbol: trade.symbol,
-        side: trade.side,
-        entryPrice: trade.entryPrice,
-        exitPrice: trade.exitPrice || trade.currentPrice,
+        side: trade.side === 'Buy' ? 'long' : 'short',
+        entryPrice: trade.entry_price,
+        exitPrice: trade.exit_price,
         quantity: trade.quantity,
         commission: trade.commission || 0,
         pnl: trade.pnl || 0,
-        returnPct: trade.returnPct || 0,
-        holdingPeriod: trade.holdingPeriod || 0,
-        mae: trade.mae || 0,
-        mfe: trade.mfe || 0
+        returnPct: trade.pnl_percent || 0,
+        holdingPeriod: trade.duration_ms / 60000, // Convert to minutes
+        mae: 0, // Not tracked yet
+        mfe: 0  // Not tracked yet
       });
     });
     
@@ -724,14 +759,12 @@ export class BacktestEngine extends EventEmitter {
     return monthlyReturns;
   }
   
-  private calculateExposureTime(): number {
-    if (this.trades.length === 0) return 0;
+  private calculateExposureTime(closedTrades: any[] = []): number {
+    if (closedTrades.length === 0) return 0;
     
     let totalExposureTime = 0;
-    for (const trade of this.trades) {
-      if (trade.exitTime) {
-        totalExposureTime += trade.exitTime - trade.entryTime;
-      }
+    for (const trade of closedTrades) {
+      totalExposureTime += trade.duration_ms || 0;
     }
     
     // Use equity curve to determine actual trading period
@@ -742,7 +775,7 @@ export class BacktestEngine extends EventEmitter {
     return totalTime > 0 ? (totalExposureTime / totalTime) * 100 : 0;
   }
   
-  private calculateRiskMetrics(): Record<string, number> {
+  private calculateRiskMetrics(closedTrades: any[] = []): Record<string, number> {
     const returns = this.calculateDailyReturns();
     
     // Calculate various risk metrics
@@ -761,7 +794,7 @@ export class BacktestEngine extends EventEmitter {
       var95: this.calculateVaR(returns, 0.95),
       var99: this.calculateVaR(returns, 0.99),
       cvar95: this.calculateCVaR(returns, 0.95),
-      maxConsecutiveLosses: this.calculateMaxConsecutiveLosses()
+      maxConsecutiveLosses: this.calculateMaxConsecutiveLosses(closedTrades)
     };
   }
   
@@ -778,11 +811,11 @@ export class BacktestEngine extends EventEmitter {
     return tail.reduce((a, b) => a + b, 0) / tail.length;
   }
   
-  private calculateMaxConsecutiveLosses(): number {
+  private calculateMaxConsecutiveLosses(closedTrades: any[] = []): number {
     let maxLosses = 0;
     let currentLosses = 0;
     
-    for (const trade of this.trades) {
+    for (const trade of closedTrades) {
       if (trade.pnl && trade.pnl < 0) {
         currentLosses++;
         maxLosses = Math.max(maxLosses, currentLosses);
@@ -839,7 +872,8 @@ export class BacktestEngine extends EventEmitter {
     this.eventQueue = [];
     this.currentTime = 0;
     this.equityCurve = [];
-    this.trades = [];
+    this.pendingOrders.clear();
+    this.ordersListenerSetup = false;
     this.marketSimulator.reset();
   }
   
@@ -900,9 +934,21 @@ export class BacktestEngine extends EventEmitter {
   }
   
   async exportResults(format: 'json' | 'csv' | 'html' = 'json'): Promise<string> {
+    // Get trades from Rust core
+    const tradingEngine = this.strategyManager.getTradingEngine();
+    let closedTrades: any[] = [];
+    if (tradingEngine && tradingEngine.getClosedTrades) {
+      try {
+        const tradesJson = tradingEngine.getClosedTrades();
+        closedTrades = JSON.parse(tradesJson);
+      } catch (error) {
+        this.container.logger.warn('Failed to get closed trades for export:', error);
+      }
+    }
+    
     const result = {
-      summary: this.calculatePerformance(),
-      trades: this.trades,
+      summary: this.calculatePerformance(closedTrades),
+      trades: closedTrades,
       equityCurve: this.equityCurve,
       drawdowns: this.calculateDrawdown(),
       dataQuality: this.dataManager.getDataQualityReport(),
@@ -927,14 +973,14 @@ export class BacktestEngine extends EventEmitter {
     // Simple CSV conversion for trades
     const headers = ['Date', 'Symbol', 'Side', 'Entry', 'Exit', 'Quantity', 'PnL', 'Return%'];
     const rows = result.trades.map(t => [
-      new Date(t.entryTime).toISOString(),
+      new Date(t.entry_time).toISOString(),
       t.symbol,
-      t.side,
-      t.entryPrice,
-      t.exitPrice,
+      t.side === 'Buy' ? 'buy' : 'sell',
+      t.entry_price,
+      t.exit_price,
       t.quantity,
       t.pnl,
-      t.returnPct
+      t.pnl_percent
     ]);
     
     return [headers, ...rows].map(row => row.join(',')).join('\n');
@@ -1021,98 +1067,100 @@ export class BacktestEngine extends EventEmitter {
     return ohlcData;
   }
   
-  private pendingOrders: Map<string, any> = new Map();
-  private ordersListenerSetup = false;
+  private setupOrderListener(): void {
+    if (this.ordersListenerSetup) return;
+    
+    // Listen for orders from strategy manager
+    this.strategyManager.on('order', async (orderEvent: any) => {
+      this.container.logger.info('[BacktestEngine] Order from StrategyManager:', orderEvent);
+      this.pendingOrders.set(orderEvent.orderId, {
+        ...orderEvent,
+        timestamp: this.currentTime
+      });
+    });
+    
+    this.ordersListenerSetup = true;
+  }
   
+  private setupStrategyOrderListeners(): void {
+    // Listen for orders directly from strategies
+    const strategies = this.strategyManager.getAllStrategies();
+    this.container.logger.info(`Setting up order listeners for ${strategies.length} strategies`);
+    
+    strategies.forEach(strategy => {
+      this.container.logger.info(`Setting up order listener for strategy: ${strategy.config.id}`);
+      
+      const orderHandler = async (order: any) => {
+        const orderId = `${strategy.config.id}-${Date.now()}-${Math.random()}`;
+        this.container.logger.info(`[BacktestEngine] 🔔 Order from strategy ${strategy.config.id}:`, order);
+        this.container.logger.info(`[BacktestEngine] Adding order ${orderId} to pendingOrders. Current size: ${this.pendingOrders.size}`);
+        this.pendingOrders.set(orderId, {
+          strategyId: strategy.config.id,
+          orderId,
+          order,
+          timestamp: this.currentTime
+        });
+        this.container.logger.info(`[BacktestEngine] After adding, pendingOrders size: ${this.pendingOrders.size}`);
+      };
+      
+      strategy.on('order', orderHandler);
+      
+      // Also listen for signals
+      strategy.on('signal', (signal: any) => {
+        this.container.logger.info(`[BacktestEngine] 📊 Signal from strategy ${strategy.config.id}:`, signal);
+      });
+    });
+  }
+
   private async checkAndFillOrders(data: MarketData): Promise<void> {
     if (data.type !== 'bar') return;
     
     const symbol = data.data.symbol;
     const currentPrice = data.data.close;
     
-    // Listen for orders from strategy manager
-    if (!this.ordersListenerSetup) {
-      this.strategyManager.on('order', async (orderEvent: any) => {
-        this.container.logger.info('New order received:', orderEvent);
-        this.pendingOrders.set(orderEvent.orderId, {
-          ...orderEvent,
-          timestamp: this.currentTime
-        });
-      });
-      this.ordersListenerSetup = true;
-    }
-    
     // Check pending orders for this symbol
+    const ordersToFill: string[] = [];
+    
+    this.container.logger.info(`[checkAndFillOrders] Checking ${this.pendingOrders.size} pending orders for ${symbol}`);
+    
     for (const [orderId, orderEvent] of this.pendingOrders) {
       if (orderEvent.order.symbol === symbol) {
         // For market orders, fill immediately at current price
         if (orderEvent.order.orderType === 'market') {
-          const fillPrice = orderEvent.order.side === 'buy' ? 
-            currentPrice * (1 + (this.marketSimulator.config.slippage || 0.0001)) : 
-            currentPrice * (1 - (this.marketSimulator.config.slippage || 0.0001));
-          
-          const fill = {
-            orderId,
-            symbol: orderEvent.order.symbol,
-            side: orderEvent.order.side,
-            quantity: orderEvent.order.quantity,
-            price: fillPrice,
-            timestamp: this.currentTime,
-            commission: orderEvent.order.quantity * fillPrice * 0.001, // 0.1% commission
-            strategyId: orderEvent.strategyId
-          };
-          
-          this.container.logger.info(`✅ Filling ${orderEvent.order.side} order for ${symbol} @ ${fillPrice}`);
-          
-          await this.processFill(fill);
-          this.pendingOrders.delete(orderId);
+          this.container.logger.info(`[checkAndFillOrders] Found market order ${orderId} for ${symbol}`);
+          ordersToFill.push(orderId);
         }
-        // TODO: Handle limit orders
       }
     }
+    
+    // Process fills
+    for (const orderId of ordersToFill) {
+      const orderEvent = this.pendingOrders.get(orderId);
+      if (!orderEvent) continue;
+      
+      const fillPrice = orderEvent.order.side === 'buy' ? 
+        currentPrice * (1 + (this.marketSimulator.config.slippage || 0.0001)) : 
+        currentPrice * (1 - (this.marketSimulator.config.slippage || 0.0001));
+      
+      const fill = {
+        orderId,
+        symbol: orderEvent.order.symbol,
+        side: orderEvent.order.side,
+        quantity: orderEvent.order.quantity,
+        price: fillPrice,
+        timestamp: this.currentTime,
+        commission: orderEvent.order.quantity * fillPrice * 0.001, // 0.1% commission
+        strategyId: orderEvent.strategyId
+      };
+      
+      this.container.logger.info(`✅ Filling ${orderEvent.order.side} order for ${symbol} @ ${fillPrice} at timestamp ${this.currentTime} (${new Date(this.currentTime).toISOString()})`);
+      
+      // Remove from pending BEFORE processing to avoid duplicate fills
+      this.pendingOrders.delete(orderId);
+      
+      // Process the fill (this will update trading engine AND notify strategies)
+      await this.processFill(fill);
+    }
   }
   
-  private updateClosedTrades(fill: any): void {
-    // Find open trades for this symbol
-    const openTrades = this.trades.filter(t => 
-      t.symbol === fill.symbol && 
-      t.side === 'buy' && 
-      !t.exitTime
-    );
-    
-    if (openTrades.length > 0) {
-      // FIFO - close oldest trade first
-      const tradeToClose = openTrades[0];
-      tradeToClose.exitPrice = fill.price;
-      tradeToClose.exitTime = fill.timestamp || this.currentTime;
-      tradeToClose.pnl = (tradeToClose.exitPrice - tradeToClose.entryPrice) * tradeToClose.quantity - tradeToClose.commission - (fill.commission || 0);
-      tradeToClose.returnPct = ((tradeToClose.exitPrice - tradeToClose.entryPrice) / tradeToClose.entryPrice) * 100;
-      tradeToClose.holdingPeriod = tradeToClose.exitTime - tradeToClose.entryTime;
-      
-      this.container.logger.info(`💰 Trade closed: P&L ${tradeToClose.pnl.toFixed(2)}, Return ${tradeToClose.returnPct.toFixed(2)}%`);
-    } else {
-      // Log if we're trying to sell without an open position
-      this.container.logger.warn(`⚠️ Sell order for ${fill.symbol} but no open trades found`);
-      
-      // Still record it as a trade for tracking purposes (short position)
-      const trade = {
-        symbol: fill.symbol,
-        side: 'sell',
-        quantity: fill.quantity,
-        entryPrice: fill.price,
-        entryTime: fill.timestamp || this.currentTime,
-        exitPrice: null,
-        exitTime: null,
-        pnl: 0,
-        returnPct: 0,
-        commission: fill.commission || 0,
-        currentPrice: fill.price,
-        holdingPeriod: 0,
-        backtestTime: this.currentTime
-      };
-      
-      this.trades.push(trade);
-      this.container.logger.info(`💵 Short trade opened: ${fill.quantity} ${fill.symbol} @ ${fill.price}`);
-    }
-  }
 }
\ No newline at end of file
diff --git a/apps/stock/orchestrator/src/strategies/BaseStrategy.ts b/apps/stock/orchestrator/src/strategies/BaseStrategy.ts
index 7af4c1b..be298c2 100644
--- a/apps/stock/orchestrator/src/strategies/BaseStrategy.ts
+++ b/apps/stock/orchestrator/src/strategies/BaseStrategy.ts
@@ -74,7 +74,10 @@ export abstract class BaseStrategy extends EventEmitter {
 
   // Market data handling
   async onMarketData(data: MarketData): Promise<void> {
-    if (!this.isActive) return;
+    if (!this.isActive) {
+      logger.info(`[BaseStrategy] Strategy ${this.config.id} received market data but is not active`);
+      return;
+    }
     
     try {
       // Update any indicators or state
@@ -210,20 +213,27 @@ export abstract class BaseStrategy extends EventEmitter {
     // Check if we already have a position
     const currentPosition = this.getPosition(signal.symbol);
     
+    // Use quantity from signal metadata if provided
+    const quantity = signal.metadata?.quantity || this.calculatePositionSize(signal);
+    
+    logger.info(`[BaseStrategy] Converting signal to order: ${signal.type} ${quantity} ${signal.symbol}, current position: ${currentPosition}`);
+    
     // Simple logic - can be overridden by specific strategies
-    if (signal.type === 'buy' && currentPosition <= 0) {
+    if (signal.type === 'buy') {
+      // Allow buying to open long or close short
       return {
         symbol: signal.symbol,
         side: 'buy',
-        quantity: this.calculatePositionSize(signal),
+        quantity: quantity,
         orderType: 'market',
         timeInForce: 'DAY'
       };
-    } else if (signal.type === 'sell' && currentPosition >= 0) {
+    } else if (signal.type === 'sell') {
+      // Allow selling to close long or open short
       return {
         symbol: signal.symbol,
         side: 'sell',
-        quantity: this.calculatePositionSize(signal),
+        quantity: quantity,
         orderType: 'market',
         timeInForce: 'DAY'
       };
diff --git a/apps/stock/orchestrator/src/strategies/StrategyManager.ts b/apps/stock/orchestrator/src/strategies/StrategyManager.ts
index af99f55..c869adf 100644
--- a/apps/stock/orchestrator/src/strategies/StrategyManager.ts
+++ b/apps/stock/orchestrator/src/strategies/StrategyManager.ts
@@ -163,6 +163,12 @@ export class StrategyManager extends EventEmitter {
 
   private async handleMarketData(data: MarketData): Promise<void> {
     // Forward to all active strategies
+    if (this.activeStrategies.size === 0) {
+      this.container.logger.info(`[StrategyManager] No active strategies to process market data! All strategies: ${Array.from(this.strategies.keys()).join(', ')}`);
+    } else {
+      this.container.logger.info(`[StrategyManager] Forwarding market data to ${this.activeStrategies.size} active strategies: ${Array.from(this.activeStrategies).join(', ')}`);
+    }
+    
     for (const strategyId of this.activeStrategies) {
       const strategy = this.strategies.get(strategyId);
       if (strategy) {
@@ -267,6 +273,10 @@ export class StrategyManager extends EventEmitter {
   getStrategy(strategyId: string): BaseStrategy | undefined {
     return this.strategies.get(strategyId);
   }
+  
+  getAllStrategies(): BaseStrategy[] {
+    return Array.from(this.strategies.values());
+  }
 
   async shutdown(): Promise<void> {
     this.container.logger.info('Shutting down strategy manager...');
diff --git a/apps/stock/orchestrator/src/strategies/examples/SimpleMovingAverageCrossover.ts b/apps/stock/orchestrator/src/strategies/examples/SimpleMovingAverageCrossover.ts
index e20d068..dba4d7d 100644
--- a/apps/stock/orchestrator/src/strategies/examples/SimpleMovingAverageCrossover.ts
+++ b/apps/stock/orchestrator/src/strategies/examples/SimpleMovingAverageCrossover.ts
@@ -7,6 +7,7 @@ const logger = getLogger('SimpleMovingAverageCrossover');
 export class SimpleMovingAverageCrossover extends BaseStrategy {
   private priceHistory = new Map<string, number[]>();
   private lastTradeTime = new Map<string, number>();
+  private barCount = new Map<string, number>();
   private totalSignals = 0;
   
   // Strategy parameters
@@ -30,12 +31,17 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
     // Update price history
     if (!this.priceHistory.has(symbol)) {
       this.priceHistory.set(symbol, []);
+      this.barCount.set(symbol, 0);
       logger.info(`📊 Starting to track ${symbol} @ ${price}`);
     }
     
     const history = this.priceHistory.get(symbol)!;
     history.push(price);
     
+    // Increment bar count
+    const currentBar = (this.barCount.get(symbol) || 0) + 1;
+    this.barCount.set(symbol, currentBar);
+    
     // Keep only needed history
     if (history.length > this.SLOW_PERIOD * 2) {
       history.shift();
@@ -74,8 +80,9 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
     const timestamp = new Date(data.data.timestamp).toISOString().split('T')[0];
     
     // Check minimum holding period
+    const currentBar = this.barCount.get(symbol) || 0;
     const lastTradeBar = this.lastTradeTime.get(symbol) || 0;
-    const barsSinceLastTrade = lastTradeBar > 0 ? history.length - lastTradeBar : Number.MAX_SAFE_INTEGER;
+    const barsSinceLastTrade = lastTradeBar > 0 ? currentBar - lastTradeBar : Number.MAX_SAFE_INTEGER;
     
     // Detect crossovers FIRST
     const goldenCross = prevFastMA <= prevSlowMA && fastMA > slowMA;
@@ -87,7 +94,7 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
     const masAreClose = Math.abs(maDiffPct) < 1.0; // Within 1%
     
     if (history.length % this.DEBUG_INTERVAL === 0 || masAreClose || goldenCross || deathCross) {
-      logger.info(`${symbol} @ ${timestamp} [Bar ${history.length}]:`);
+      logger.info(`${symbol} @ ${timestamp} [Bar ${currentBar}]:`);
       logger.info(`  Price: $${currentPrice.toFixed(2)}`);
       logger.info(`  Fast MA (${this.FAST_PERIOD}): $${fastMA.toFixed(2)}`);
       logger.info(`  Slow MA (${this.SLOW_PERIOD}): $${slowMA.toFixed(2)}`);
@@ -131,7 +138,7 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
           }
         };
         
-        this.lastTradeTime.set(symbol, history.length);
+        this.lastTradeTime.set(symbol, currentBar);
         this.totalSignals++;
         logger.info(`👉 Total signals generated: ${this.totalSignals}`);
         return signal;
@@ -160,7 +167,7 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
           }
         };
         
-        this.lastTradeTime.set(symbol, history.length);
+        this.lastTradeTime.set(symbol, currentBar);
         this.totalSignals++;
         logger.info(`👉 Total signals generated: ${this.totalSignals}`);
         return signal;
@@ -194,7 +201,7 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
           }
         };
         
-        this.lastTradeTime.set(symbol, history.length);
+        this.lastTradeTime.set(symbol, currentBar);
         this.totalSignals++;
         logger.info(`👉 Total signals generated: ${this.totalSignals}`);
         return signal;
@@ -222,7 +229,7 @@ export class SimpleMovingAverageCrossover extends BaseStrategy {
           }
         };
         
-        this.lastTradeTime.set(symbol, history.length);
+        this.lastTradeTime.set(symbol, currentBar);
         this.totalSignals++;
         logger.info(`👉 Total signals generated: ${this.totalSignals}`);
         return signal;
diff --git a/apps/stock/orchestrator/test-backtest-simple.ts b/apps/stock/orchestrator/test-backtest-simple.ts
new file mode 100644
index 0000000..fb9dfd8
--- /dev/null
+++ b/apps/stock/orchestrator/test-backtest-simple.ts
@@ -0,0 +1,70 @@
+#!/usr/bin/env bun
+
+/**
+ * Simple backtest test without full container
+ */
+
+import { BacktestEngine } from './src/backtest/BacktestEngine';
+import { StrategyManager } from './src/strategies/StrategyManager';
+import { StorageService } from './src/services/StorageService';
+import { getLogger } from '@stock-bot/logger';
+
+async function runSimpleBacktest() {
+  console.log('Running simple backtest test...\n');
+  
+  // Create minimal container
+  const logger = getLogger('test');
+  const container = {
+    logger,
+    custom: {}
+  };
+  
+  // Create services
+  const storageService = new StorageService(container as any);
+  const strategyManager = new StrategyManager(container as any);
+  
+  // Initialize strategy
+  await strategyManager.initializeStrategies([{
+    id: 'test-sma',
+    name: 'sma-crossover',
+    enabled: true,
+    symbols: ['AAPL'],
+    allocation: 1.0
+  }]);
+  
+  // Create backtest engine
+  const backtestEngine = new BacktestEngine(container as any, storageService, strategyManager);
+  
+  const config = {
+    mode: 'backtest',
+    name: 'Simple SMA Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-03-01T00:00:00Z',  // Just 2 months
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    commission: 0.001,
+    slippage: 0.0001
+  };
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('\nBacktest Results:');
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Trades in history: ${result.trades.length}`);
+    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
+    
+    console.log('\nTrade Details:');
+    result.trades.forEach((trade, i) => {
+      console.log(`Trade ${i + 1}: ${trade.side} ${trade.quantity} @ $${trade.entryPrice.toFixed(2)} -> $${trade.exitPrice.toFixed(2)} (P&L: $${trade.pnl.toFixed(2)})`);
+    });
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+runSimpleBacktest().catch(console.error);
\ No newline at end of file
diff --git a/apps/stock/orchestrator/test-clear-crossovers.ts b/apps/stock/orchestrator/test-clear-crossovers.ts
new file mode 100755
index 0000000..8b745d4
--- /dev/null
+++ b/apps/stock/orchestrator/test-clear-crossovers.ts
@@ -0,0 +1,138 @@
+#!/usr/bin/env bun
+
+/**
+ * Test with very clear crossover patterns
+ */
+
+import { BacktestEngine } from './src/backtest/BacktestEngine';
+import { StrategyManager } from './src/strategies/StrategyManager';
+import { StorageService } from './src/services/StorageService';
+import { getLogger } from '@stock-bot/logger';
+import { ModeManager } from './src/core/ModeManager';
+import { MarketDataService } from './src/services/MarketDataService';
+import { ExecutionService } from './src/services/ExecutionService';
+import { DataManager } from './src/data/DataManager';
+
+async function testClearCrossovers() {
+  console.log('=== Test with Clear Crossovers ===\n');
+  
+  const logger = getLogger('test');
+  const container = {
+    logger,
+    custom: {}
+  };
+  
+  const storageService = new StorageService(container as any);
+  const marketDataService = new MarketDataService(container as any);
+  const executionService = new ExecutionService(container as any);
+  const modeManager = new ModeManager(container as any, marketDataService, executionService, storageService);
+  
+  container.custom = {
+    ModeManager: modeManager,
+    MarketDataService: marketDataService,
+    ExecutionService: executionService
+  };
+  
+  const strategyManager = new StrategyManager(container as any);
+  const backtestEngine = new BacktestEngine(container as any, storageService, strategyManager);
+  
+  // Override data loading to provide clear patterns
+  const dataManager = new DataManager(container as any, storageService);
+  (backtestEngine as any).dataManager = dataManager;
+  
+  (dataManager as any).loadHistoricalData = async (symbols: string[], startDate: Date, endDate: Date) => {
+    const data = new Map();
+    const bars = [];
+    
+    console.log('Generating clear crossover patterns...');
+    
+    // Generate 100 days of data with 3 clear crossovers
+    // Pattern: Start high, go low (death cross), go high (golden cross), go low (death cross)
+    
+    for (let i = 0; i < 100; i++) {
+      let price;
+      
+      if (i < 20) {
+        // Start at 100, slight upward trend
+        price = 100 + i * 0.5;
+      } else if (i < 40) {
+        // Sharp downtrend from 110 to 70 (death cross around day 30)
+        price = 110 - (i - 20) * 2;
+      } else if (i < 60) {
+        // Sharp uptrend from 70 to 110 (golden cross around day 50)
+        price = 70 + (i - 40) * 2;
+      } else if (i < 80) {
+        // Sharp downtrend from 110 to 70 (death cross around day 70)
+        price = 110 - (i - 60) * 2;
+      } else {
+        // Stabilize around 70
+        price = 70 + Math.sin((i - 80) * 0.3) * 2;
+      }
+      
+      const timestamp = startDate.getTime() + i * 86400000;
+      
+      bars.push({
+        type: 'bar',
+        data: {
+          symbol: 'AAPL',
+          open: price - 0.5,
+          high: price + 1,
+          low: price - 1,
+          close: price,
+          volume: 1000000,
+          timestamp
+        }
+      });
+      
+      if (i % 10 === 0) {
+        console.log(`Day ${i + 1}: Price = $${price.toFixed(2)}`);
+      }
+    }
+    
+    console.log('\nExpected crossovers:');
+    console.log('- Death cross around day 30');
+    console.log('- Golden cross around day 50');
+    console.log('- Death cross around day 70\n');
+    
+    data.set('AAPL', bars);
+    return data;
+  };
+  
+  const config = {
+    mode: 'backtest' as const,
+    name: 'Clear Crossovers Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-04-10T00:00:00Z', // 100 days
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    commission: 0.001,
+    slippage: 0.0001,
+    speed: 'max' as const
+  };
+  
+  await modeManager.initializeMode(config);
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('\n=== Backtest Results ===');
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Trades in history: ${result.trades.length}`);
+    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
+    
+    console.log('\nTrade Details:');
+    result.trades.forEach((trade, i) => {
+      const entry = new Date(trade.entryDate).toLocaleDateString();
+      const exit = trade.exitDate ? new Date(trade.exitDate).toLocaleDateString() : 'OPEN';
+      console.log(`Trade ${i + 1}: ${trade.side} ${trade.quantity} @ $${trade.entryPrice.toFixed(2)} (${entry}) -> ${exit === 'OPEN' ? 'OPEN' : `$${trade.exitPrice.toFixed(2)} (${exit})`} | P&L: ${trade.pnl.toFixed(2)}`);
+    });
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+testClearCrossovers().catch(console.error);
\ No newline at end of file
diff --git a/apps/stock/orchestrator/test-full-flow.ts b/apps/stock/orchestrator/test-full-flow.ts
new file mode 100644
index 0000000..bb4d23d
--- /dev/null
+++ b/apps/stock/orchestrator/test-full-flow.ts
@@ -0,0 +1,93 @@
+#!/usr/bin/env bun
+
+/**
+ * Test the full flow from market data to trade execution
+ */
+
+import { SimpleMovingAverageCrossover } from './src/strategies/examples/SimpleMovingAverageCrossover';
+import { BaseStrategy } from './src/strategies/BaseStrategy';
+import { MarketData } from './src/types';
+import { getLogger } from '@stock-bot/logger';
+
+const logger = getLogger('test-flow');
+
+async function testFullFlow() {
+  console.log('Testing full flow from market data to orders...\n');
+  
+  // Create strategy
+  const config = {
+    id: 'test-sma',
+    name: 'Test SMA',
+    enabled: true,
+    symbols: ['AAPL'],
+    allocation: 1.0
+  };
+  
+  const strategy = new SimpleMovingAverageCrossover(config, null, null);
+  
+  let signalCount = 0;
+  let orderCount = 0;
+  
+  // Listen for signals
+  strategy.on('signal', (signal) => {
+    signalCount++;
+    logger.info(`Signal #${signalCount}:`, signal);
+  });
+  
+  // Listen for orders
+  strategy.on('order', (order) => {
+    orderCount++;
+    logger.info(`Order #${orderCount}:`, order);
+  });
+  
+  await strategy.start();
+  
+  // Generate 50 days of data with a clear uptrend after day 20
+  logger.info('Generating market data with uptrend...');
+  
+  for (let day = 0; day < 50; day++) {
+    const basePrice = 100;
+    let price = basePrice;
+    
+    // Create a clear uptrend after day 20
+    if (day > 20) {
+      price = basePrice + (day - 20) * 0.5; // 50 cents per day uptrend
+    } else {
+      price = basePrice + Math.sin(day * 0.3) * 2; // Sideways
+    }
+    
+    const marketData: MarketData = {
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price - 0.5,
+        high: price + 0.5,
+        low: price - 1,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + day * 86400000
+      }
+    };
+    
+    // Process the data
+    await strategy.onMarketData(marketData);
+    
+    if (day === 19) {
+      logger.info(`Day 19: Last day before uptrend, price = ${price}`);
+    }
+    if (day === 25) {
+      logger.info(`Day 25: Should see golden cross soon, price = ${price}`);
+    }
+  }
+  
+  await strategy.stop();
+  
+  console.log('\n=== Test Results ===');
+  console.log(`Total signals generated: ${signalCount}`);
+  console.log(`Total orders generated: ${orderCount}`);
+  
+  const perf = strategy.getPerformance();
+  console.log('Strategy performance:', perf);
+}
+
+testFullFlow().catch(console.error);
\ No newline at end of file
diff --git a/apps/stock/orchestrator/test-minimal-backtest.ts b/apps/stock/orchestrator/test-minimal-backtest.ts
new file mode 100755
index 0000000..b44ad64
--- /dev/null
+++ b/apps/stock/orchestrator/test-minimal-backtest.ts
@@ -0,0 +1,80 @@
+#!/usr/bin/env bun
+
+/**
+ * Minimal test to debug order flow
+ */
+
+import { BacktestEngine } from './src/backtest/BacktestEngine';
+import { StrategyManager } from './src/strategies/StrategyManager';
+import { StorageService } from './src/services/StorageService';
+import { getLogger } from '@stock-bot/logger';
+import { TradingEngine } from '@stock-bot/core';
+import { ModeManager } from './src/core/ModeManager';
+import { MarketDataService } from './src/services/MarketDataService';
+import { ExecutionService } from './src/services/ExecutionService';
+
+async function testMinimalBacktest() {
+  console.log('=== Minimal Backtest Test ===\n');
+  
+  const logger = getLogger('test');
+  const container = {
+    logger,
+    custom: {}
+  };
+  
+  const storageService = new StorageService(container as any);
+  const marketDataService = new MarketDataService(container as any);
+  const executionService = new ExecutionService(container as any);
+  const modeManager = new ModeManager(container as any, marketDataService, executionService, storageService);
+  
+  // Add services to container
+  container.custom = {
+    ModeManager: modeManager,
+    MarketDataService: marketDataService,
+    ExecutionService: executionService
+  };
+  
+  const strategyManager = new StrategyManager(container as any);
+  
+  // Add debug logging to strategy manager
+  const origHandleMarketData = (strategyManager as any).handleMarketData;
+  (strategyManager as any).handleMarketData = async function(data: any) {
+    console.log(`>>> StrategyManager.handleMarketData called for ${data.data.symbol} @ ${data.data.close}`);
+    console.log(`    Active strategies: ${this.activeStrategies.size}`);
+    console.log(`    Strategy IDs: ${Array.from(this.activeStrategies).join(', ')}`);
+    return origHandleMarketData.call(this, data);
+  };
+  
+  const backtestEngine = new BacktestEngine(container as any, storageService, strategyManager);
+  
+  const config = {
+    mode: 'backtest' as const,
+    name: 'Minimal Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-02-15T00:00:00Z',  // 45 days to ensure we have enough data
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    commission: 0.001,
+    slippage: 0.0001,
+    speed: 'max' as const
+  };
+  
+  // Initialize mode manager with backtest config
+  await modeManager.initializeMode(config);
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('\nResults:');
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Trades in history: ${result.trades.length}`);
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+testMinimalBacktest().catch(console.error);
\ No newline at end of file
diff --git a/apps/stock/orchestrator/test-order-flow.ts b/apps/stock/orchestrator/test-order-flow.ts
new file mode 100755
index 0000000..3e2b9f0
--- /dev/null
+++ b/apps/stock/orchestrator/test-order-flow.ts
@@ -0,0 +1,122 @@
+#!/usr/bin/env bun
+
+/**
+ * Test order flow through the full backtest system
+ */
+
+import { BacktestEngine } from './src/backtest/BacktestEngine';
+import { StrategyManager } from './src/strategies/StrategyManager';
+import { StorageService } from './src/services/StorageService';
+import { getLogger } from '@stock-bot/logger';
+import { SimpleMovingAverageCrossover } from './src/strategies/examples/SimpleMovingAverageCrossover';
+
+async function testOrderFlow() {
+  console.log('Testing order flow in backtest...\n');
+  
+  // Create minimal container
+  const logger = getLogger('test');
+  const container = {
+    logger,
+    custom: {}
+  };
+  
+  // Create services
+  const storageService = new StorageService(container as any);
+  const strategyManager = new StrategyManager(container as any);
+  
+  // First test the strategy directly
+  console.log('=== Testing Strategy Directly ===');
+  const testStrategy = new SimpleMovingAverageCrossover({
+    id: 'test-direct',
+    name: 'Direct Test',
+    enabled: true,
+    symbols: ['AAPL'],
+    allocation: 1.0
+  }, null, null);
+  
+  let directSignals = 0;
+  let directOrders = 0;
+  
+  testStrategy.on('signal', (signal) => {
+    directSignals++;
+    console.log(`Direct signal #${directSignals}:`, signal);
+  });
+  
+  testStrategy.on('order', (order) => {
+    directOrders++;
+    console.log(`Direct order #${directOrders}:`, order);
+  });
+  
+  await testStrategy.start();
+  
+  // Generate test data with clear crossover
+  for (let i = 0; i < 30; i++) {
+    const basePrice = 100;
+    const price = i < 15 ? basePrice - i * 0.5 : basePrice + (i - 15) * 0.5;
+    
+    await testStrategy.onMarketData({
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price,
+        high: price + 1,
+        low: price - 1,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + i * 86400000
+      }
+    });
+  }
+  
+  await testStrategy.stop();
+  console.log(`\nDirect test: ${directSignals} signals, ${directOrders} orders\n`);
+  
+  // Now test through backtest engine
+  console.log('=== Testing Through Backtest Engine ===');
+  
+  // Create backtest engine (it will initialize strategies)
+  const backtestEngine = new BacktestEngine(container as any, storageService, strategyManager);
+  
+  // Hook into backtest engine to see what's happening
+  const origProcessMarketData = (backtestEngine as any).processMarketData;
+  (backtestEngine as any).processMarketData = async function(data: any) {
+    console.log(`Processing market data: ${data.data.symbol} @ ${data.data.close}`);
+    return origProcessMarketData.call(this, data);
+  };
+  
+  const origCheckAndFillOrders = (backtestEngine as any).checkAndFillOrders;
+  (backtestEngine as any).checkAndFillOrders = async function(data: any) {
+    const pendingCount = this.pendingOrders.size;
+    if (pendingCount > 0) {
+      console.log(`Checking ${pendingCount} pending orders...`);
+    }
+    return origCheckAndFillOrders.call(this, data);
+  };
+  
+  const config = {
+    mode: 'backtest',
+    name: 'Order Flow Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01T00:00:00Z',
+    endDate: '2023-02-01T00:00:00Z',  // Just 1 month
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    commission: 0.001,
+    slippage: 0.0001
+  };
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('\nBacktest Results:');
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Trades in history: ${result.trades.length}`);
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+testOrderFlow().catch(console.error);
\ No newline at end of file
diff --git a/apps/stock/orchestrator/test-predictable-backtest.ts b/apps/stock/orchestrator/test-predictable-backtest.ts
new file mode 100755
index 0000000..55a3cd1
--- /dev/null
+++ b/apps/stock/orchestrator/test-predictable-backtest.ts
@@ -0,0 +1,187 @@
+#!/usr/bin/env bun
+
+/**
+ * Test with predictable data to ensure trades are generated
+ */
+
+import { TradingEngine } from '@stock-bot/core';
+import { getLogger } from '@stock-bot/logger';
+
+async function testPredictableBacktest() {
+  console.log('=== Predictable Backtest Test ===\n');
+  
+  const logger = getLogger('test');
+  
+  // Create trading engine directly
+  const tradingEngine = new TradingEngine('backtest', {
+    startTime: new Date('2023-01-01').getTime(),
+    endTime: new Date('2023-03-01').getTime(),
+    speedMultiplier: 0
+  });
+  
+  // Set initial capital
+  await tradingEngine.setCapital(100000);
+  
+  // Generate predictable price data that will cause crossovers
+  console.log('Generating predictable market data...');
+  
+  // Phase 1: Downtrend (days 1-25) - prices fall from 100 to 75
+  for (let i = 0; i < 25; i++) {
+    const price = 100 - i;
+    const timestamp = new Date('2023-01-01').getTime() + i * 86400000;
+    
+    await tradingEngine.advanceTime(timestamp);
+    await tradingEngine.updateQuote('AAPL', price - 0.01, price + 0.01, 10000, 10000);
+    
+    if (i % 5 === 0) {
+      console.log(`Day ${i + 1}: Price = $${price}`);
+    }
+  }
+  
+  // Phase 2: Uptrend (days 26-50) - prices rise from 76 to 100
+  for (let i = 25; i < 50; i++) {
+    const price = 76 + (i - 25);
+    const timestamp = new Date('2023-01-01').getTime() + i * 86400000;
+    
+    await tradingEngine.advanceTime(timestamp);
+    await tradingEngine.updateQuote('AAPL', price - 0.01, price + 0.01, 10000, 10000);
+    
+    if (i % 5 === 0) {
+      console.log(`Day ${i + 1}: Price = $${price}`);
+    }
+  }
+  
+  // Phase 3: Another downtrend (days 51-60) - prices fall from 99 to 90
+  for (let i = 50; i < 60; i++) {
+    const price = 100 - (i - 50);
+    const timestamp = new Date('2023-01-01').getTime() + i * 86400000;
+    
+    await tradingEngine.advanceTime(timestamp);
+    await tradingEngine.updateQuote('AAPL', price - 0.01, price + 0.01, 10000, 10000);
+    
+    if (i % 5 === 0) {
+      console.log(`Day ${i + 1}: Price = $${price}`);
+    }
+  }
+  
+  // Test moving averages manually
+  console.log('\n=== Expected Crossovers ===');
+  console.log('Around day 35-40: Golden cross (10 SMA crosses above 20 SMA)');
+  console.log('Around day 55-60: Death cross (10 SMA crosses below 20 SMA)');
+  
+  // Get results
+  const closedTrades = tradingEngine.getClosedTrades ? JSON.parse(tradingEngine.getClosedTrades()) : [];
+  const tradeCount = tradingEngine.getTradeCount ? tradingEngine.getTradeCount() : 0;
+  const [realizedPnl, unrealizedPnl] = tradingEngine.getTotalPnl();
+  
+  console.log('\n=== Results ===');
+  console.log(`Total trades: ${tradeCount}`);
+  console.log(`Closed trades: ${closedTrades.length}`);
+  console.log(`Realized P&L: $${realizedPnl.toFixed(2)}`);
+  console.log(`Unrealized P&L: $${unrealizedPnl.toFixed(2)}`);
+  
+  // Now let's test the full backtest with this data pattern
+  console.log('\n=== Running Full Backtest with SMA Strategy ===');
+  
+  const { BacktestEngine } = await import('./src/backtest/BacktestEngine');
+  const { StrategyManager } = await import('./src/strategies/StrategyManager');
+  const { StorageService } = await import('./src/services/StorageService');
+  const { ModeManager } = await import('./src/core/ModeManager');
+  const { MarketDataService } = await import('./src/services/MarketDataService');
+  const { ExecutionService } = await import('./src/services/ExecutionService');
+  const { DataManager } = await import('./src/data/DataManager');
+  
+  const container = {
+    logger,
+    custom: {}
+  };
+  
+  const storageService = new StorageService(container as any);
+  const marketDataService = new MarketDataService(container as any);
+  const executionService = new ExecutionService(container as any);
+  const modeManager = new ModeManager(container as any, marketDataService, executionService, storageService);
+  
+  container.custom = {
+    ModeManager: modeManager,
+    MarketDataService: marketDataService,
+    ExecutionService: executionService
+  };
+  
+  const strategyManager = new StrategyManager(container as any);
+  const backtestEngine = new BacktestEngine(container as any, storageService, strategyManager);
+  
+  // Override the data manager to return our predictable data
+  const dataManager = new DataManager(container as any, storageService);
+  (backtestEngine as any).dataManager = dataManager;
+  
+  // Mock the loadHistoricalData to return our pattern
+  (dataManager as any).loadHistoricalData = async (symbols: string[], startDate: Date, endDate: Date) => {
+    const data = new Map();
+    const bars = [];
+    
+    // Generate the same pattern as above
+    for (let i = 0; i < 60; i++) {
+      let price;
+      if (i < 25) {
+        price = 100 - i;
+      } else if (i < 50) {
+        price = 76 + (i - 25);
+      } else {
+        price = 100 - (i - 50);
+      }
+      
+      const timestamp = startDate.getTime() + i * 86400000;
+      bars.push({
+        type: 'bar',
+        data: {
+          symbol: 'AAPL',
+          open: price - 0.5,
+          high: price + 0.5,
+          low: price - 0.5,
+          close: price,
+          volume: 1000000,
+          timestamp
+        }
+      });
+    }
+    
+    data.set('AAPL', bars);
+    return data;
+  };
+  
+  const config = {
+    mode: 'backtest' as const,
+    name: 'Predictable Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2023-01-01',
+    endDate: '2023-03-01',
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    commission: 0.001,
+    slippage: 0.0001,
+    speed: 'max' as const
+  };
+  
+  await modeManager.initializeMode(config);
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('\nBacktest Results:');
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Trades in history: ${result.trades.length}`);
+    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
+    
+    console.log('\nTrade Details:');
+    result.trades.forEach((trade, i) => {
+      console.log(`Trade ${i + 1}: ${trade.side} ${trade.quantity} @ $${trade.entryPrice.toFixed(2)} -> $${trade.exitPrice?.toFixed(2) || 'OPEN'}`);
+    });
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+testPredictableBacktest().catch(console.error);
\ No newline at end of file
diff --git a/apps/stock/orchestrator/test-quick-backtest.ts b/apps/stock/orchestrator/test-quick-backtest.ts
new file mode 100644
index 0000000..4d2054d
--- /dev/null
+++ b/apps/stock/orchestrator/test-quick-backtest.ts
@@ -0,0 +1,54 @@
+#!/usr/bin/env bun
+
+/**
+ * Quick test of backtest with fixed order execution
+ */
+
+import { createContainer } from './src/simple-container';
+import { BacktestEngine } from './src/backtest/BacktestEngine';
+
+async function runQuickBacktest() {
+  const container = await createContainer();
+  
+  const backtestEngine = container.resolve('backtestEngine') as BacktestEngine;
+  
+  const config = {
+    name: 'Quick SMA Test',
+    strategy: 'sma-crossover',
+    symbols: ['AAPL'],
+    startDate: '2020-01-01',
+    endDate: '2021-01-01',  // Just 1 year for quick test
+    initialCapital: 100000,
+    dataFrequency: '1d',
+    commission: 0.001,
+    slippage: 0.0001
+  };
+  
+  console.log('Running quick backtest...\n');
+  
+  try {
+    const result = await backtestEngine.runBacktest(config);
+    
+    console.log('Backtest Results:');
+    console.log(`Total Return: ${result.metrics.totalReturn.toFixed(2)}%`);
+    console.log(`Total Trades: ${result.metrics.totalTrades}`);
+    console.log(`Win Rate: ${result.metrics.winRate.toFixed(2)}%`);
+    console.log(`Sharpe Ratio: ${result.metrics.sharpeRatio.toFixed(2)}`);
+    console.log(`Max Drawdown: ${result.metrics.maxDrawdown.toFixed(2)}%`);
+    console.log('\nTrade History:');
+    console.log(`Trades in history: ${result.trades.length}`);
+    
+    result.trades.slice(0, 5).forEach(trade => {
+      console.log(`- ${trade.side} ${trade.quantity} @ $${trade.entryPrice} -> $${trade.exitPrice} (${trade.pnlPercent.toFixed(2)}%)`);
+    });
+    
+    if (result.trades.length > 5) {
+      console.log(`... and ${result.trades.length - 5} more trades`);
+    }
+    
+  } catch (error) {
+    console.error('Backtest failed:', error);
+  }
+}
+
+runQuickBacktest().catch(console.error);
\ No newline at end of file
diff --git a/apps/stock/orchestrator/test-sma-trades.ts b/apps/stock/orchestrator/test-sma-trades.ts
new file mode 100755
index 0000000..061ad28
--- /dev/null
+++ b/apps/stock/orchestrator/test-sma-trades.ts
@@ -0,0 +1,151 @@
+#!/usr/bin/env bun
+
+/**
+ * Test SMA strategy directly to debug trading
+ */
+
+import { SimpleMovingAverageCrossover } from './src/strategies/examples/SimpleMovingAverageCrossover';
+import { getLogger } from '@stock-bot/logger';
+
+async function testSMAStrategy() {
+  console.log('=== Testing SMA Strategy Trading ===\n');
+  
+  const logger = getLogger('test');
+  
+  const config = {
+    id: 'test-sma',
+    name: 'Test SMA',
+    enabled: true,
+    symbols: ['AAPL'],
+    allocation: 1.0
+  };
+  
+  const strategy = new SimpleMovingAverageCrossover(config, null, null);
+  
+  let signalCount = 0;
+  let orderCount = 0;
+  const orders: any[] = [];
+  
+  strategy.on('signal', (signal) => {
+    signalCount++;
+    console.log(`\n📊 Signal #${signalCount}:`, {
+      type: signal.type,
+      symbol: signal.symbol,
+      strength: signal.strength,
+      reason: signal.reason
+    });
+  });
+  
+  strategy.on('order', (order) => {
+    orderCount++;
+    orders.push(order);
+    console.log(`\n📈 Order #${orderCount}:`, order);
+  });
+  
+  await strategy.start();
+  
+  // Generate clear pattern: downtrend then uptrend
+  console.log('Generating market data with clear trend changes...\n');
+  
+  // Phase 1: Stable around 100 for first 10 days
+  for (let i = 0; i < 10; i++) {
+    const price = 100 + Math.sin(i * 0.5) * 2;
+    await strategy.onMarketData({
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price,
+        high: price + 1,
+        low: price - 1,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + i * 86400000
+      }
+    });
+  }
+  
+  // Phase 2: Clear downtrend from 100 to 80 (days 11-30)
+  for (let i = 10; i < 30; i++) {
+    const price = 100 - (i - 10); // Falls by $1 per day
+    await strategy.onMarketData({
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price,
+        high: price + 0.5,
+        low: price - 0.5,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + i * 86400000
+      }
+    });
+  }
+  
+  // Phase 3: Clear uptrend from 80 to 110 (days 31-60)
+  for (let i = 30; i < 60; i++) {
+    const price = 80 + (i - 30); // Rises by $1 per day
+    await strategy.onMarketData({
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price,
+        high: price + 0.5,
+        low: price - 0.5,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + i * 86400000
+      }
+    });
+    
+    // Simulate position update after first buy
+    if (i === 45 && orders.length > 0) {
+      console.log('\n🔄 Simulating position update after buy order...');
+      await strategy.onOrderUpdate({
+        orderId: 'test-order-1',
+        symbol: 'AAPL',
+        side: 'buy',
+        status: 'filled',
+        fills: [{
+          quantity: orders[0].quantity,
+          price: 95
+        }]
+      });
+    }
+  }
+  
+  // Phase 4: Another downtrend from 110 to 90 (days 61-80)
+  for (let i = 60; i < 80; i++) {
+    const price = 110 - (i - 60); // Falls by $1 per day
+    
+    if (i % 5 === 0) {
+      console.log(`\nDay ${i + 1}: Price = $${price}`);
+    }
+    
+    await strategy.onMarketData({
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price,
+        high: price + 0.5,
+        low: price - 0.5,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + i * 86400000
+      }
+    });
+  }
+  
+  await strategy.stop();
+  
+  console.log('\n=== Test Results ===');
+  console.log(`Total signals generated: ${signalCount}`);
+  console.log(`Total orders generated: ${orderCount}`);
+  console.log(`\nExpected behavior:`);
+  console.log(`- Golden cross around day 40-45 (when 10 SMA crosses above 20 SMA)`);
+  console.log(`- Death cross around day 70-75 (when 10 SMA crosses below 20 SMA)`);
+  
+  const perf = strategy.getPerformance();
+  console.log('\nStrategy performance:', perf);
+}
+
+testSMAStrategy().catch(console.error);
\ No newline at end of file
diff --git a/apps/stock/orchestrator/test-strategy-signals.ts b/apps/stock/orchestrator/test-strategy-signals.ts
new file mode 100644
index 0000000..e09dcb8
--- /dev/null
+++ b/apps/stock/orchestrator/test-strategy-signals.ts
@@ -0,0 +1,89 @@
+#!/usr/bin/env bun
+
+/**
+ * Test strategy signal generation
+ */
+
+import { SimpleMovingAverageCrossover } from './src/strategies/examples/SimpleMovingAverageCrossover';
+import { MarketData } from './src/types';
+
+async function testStrategySignals() {
+  console.log('Testing strategy signal generation...\n');
+  
+  // Create strategy with mock config
+  const config = {
+    id: 'test-sma',
+    name: 'Test SMA Strategy',
+    enabled: true,
+    symbols: ['AAPL'],
+    allocation: 1.0
+  };
+  
+  const strategy = new SimpleMovingAverageCrossover(config, null, null);
+  await strategy.start();
+  
+  // Generate 100 days of mock data with a clear trend
+  const basePrice = 100;
+  let price = basePrice;
+  let signalCount = 0;
+  
+  console.log('Feeding market data to strategy...\n');
+  
+  for (let day = 0; day < 100; day++) {
+    // Create uptrend for days 30-50, downtrend for days 60-80
+    if (day >= 30 && day < 50) {
+      price += 0.5; // Uptrend
+    } else if (day >= 60 && day < 80) {
+      price -= 0.5; // Downtrend
+    } else {
+      price += (Math.random() - 0.5) * 0.2; // Small random movement
+    }
+    
+    const marketData: MarketData = {
+      type: 'bar',
+      data: {
+        symbol: 'AAPL',
+        open: price - 0.1,
+        high: price + 0.2,
+        low: price - 0.2,
+        close: price,
+        volume: 1000000,
+        timestamp: Date.now() + day * 86400000
+      }
+    };
+    
+    // Listen for signals
+    strategy.once('signal', (signal) => {
+      signalCount++;
+      console.log(`Day ${day}: Signal generated!`);
+      console.log(`  Type: ${signal.type}`);
+      console.log(`  Strength: ${signal.strength}`);
+      console.log(`  Reason: ${signal.reason}`);
+      console.log(`  Metadata:`, signal.metadata);
+    });
+    
+    // Listen for orders
+    strategy.once('order', (order) => {
+      console.log(`Day ${day}: Order generated!`);
+      console.log(`  Side: ${order.side}`);
+      console.log(`  Quantity: ${order.quantity}`);
+      console.log(`  Type: ${order.orderType}`);
+    });
+    
+    // Process the market data
+    await strategy.onMarketData(marketData);
+    
+    if (day % 10 === 0) {
+      console.log(`Day ${day}: Price = ${price.toFixed(2)}, Total signals = ${signalCount}`);
+    }
+  }
+  
+  console.log(`\n✅ Test completed. Total signals generated: ${signalCount}`);
+  
+  const perf = strategy.getPerformance();
+  console.log('\nStrategy Performance:', perf);
+  
+  await strategy.stop();
+}
+
+testStrategySignals().catch(console.error);
\ No newline at end of file
diff --git a/apps/stock/orchestrator/test-trade-history.ts b/apps/stock/orchestrator/test-trade-history.ts
new file mode 100644
index 0000000..098d243
--- /dev/null
+++ b/apps/stock/orchestrator/test-trade-history.ts
@@ -0,0 +1,107 @@
+#!/usr/bin/env bun
+
+/**
+ * Test the new trade history functionality
+ */
+
+import { TradingEngine } from '@stock-bot/core';
+
+async function testTradeHistory() {
+  console.log('Testing trade history functionality...\n');
+  
+  // Create a trading engine in backtest mode
+  const config = {
+    startTime: Date.now() - 86400000, // 24 hours ago
+    endTime: Date.now(),
+    speedMultiplier: 1.0
+  };
+  
+  const engine = new TradingEngine('backtest', config as any);
+  
+  console.log('Trading engine created in', engine.getMode(), 'mode');
+  console.log('Initial trade count:', engine.getTradeCount());
+  console.log('Initial closed trades:', engine.getClosedTradeCount());
+  
+  // Simulate some trades
+  console.log('\n--- Simulating trades ---');
+  
+  // Buy 100 shares at $50
+  console.log('Processing BUY: 100 shares @ $50');
+  engine.processFillWithMetadata(
+    'AAPL',
+    50.0,
+    100,
+    'buy',
+    1.0,
+    'ORDER001',
+    'STRATEGY001'
+  );
+  
+  console.log('Trade count after buy:', engine.getTradeCount());
+  console.log('Closed trades after buy:', engine.getClosedTradeCount());
+  
+  // Sell 50 shares at $55
+  console.log('\nProcessing SELL: 50 shares @ $55');
+  engine.processFillWithMetadata(
+    'AAPL',
+    55.0,
+    50,
+    'sell',
+    1.0,
+    'ORDER002',
+    'STRATEGY001'
+  );
+  
+  console.log('Trade count after partial sell:', engine.getTradeCount());
+  console.log('Closed trades after partial sell:', engine.getClosedTradeCount());
+  
+  // Get closed trades
+  const closedTradesJson = engine.getClosedTrades();
+  const closedTrades = JSON.parse(closedTradesJson);
+  
+  console.log('\n--- Closed Trades ---');
+  closedTrades.forEach((trade: any) => {
+    console.log(`Trade ${trade.id}:`);
+    console.log(`  Symbol: ${trade.symbol}`);
+    console.log(`  Entry: ${trade.entry_price} @ ${new Date(trade.entry_time).toISOString()}`);
+    console.log(`  Exit: ${trade.exit_price} @ ${new Date(trade.exit_time).toISOString()}`);
+    console.log(`  Quantity: ${trade.quantity}`);
+    console.log(`  P&L: $${trade.pnl.toFixed(2)} (${trade.pnl_percent.toFixed(2)}%)`);
+    console.log(`  Duration: ${trade.duration_ms}ms`);
+  });
+  
+  // Sell remaining 50 shares at $52
+  console.log('\nProcessing SELL: 50 shares @ $52');
+  engine.processFillWithMetadata(
+    'AAPL',
+    52.0,
+    50,
+    'sell',
+    1.0,
+    'ORDER003',
+    'STRATEGY001'
+  );
+  
+  console.log('Trade count after full close:', engine.getTradeCount());
+  console.log('Closed trades after full close:', engine.getClosedTradeCount());
+  
+  // Get all trade history
+  const allTradesJson = engine.getTradeHistory();
+  const allTrades = JSON.parse(allTradesJson);
+  
+  console.log('\n--- All Trade History ---');
+  console.log(`Total trades executed: ${allTrades.length}`);
+  allTrades.forEach((trade: any) => {
+    console.log(`${trade.id}: ${trade.side} ${trade.quantity} ${trade.symbol} @ ${trade.price}`);
+  });
+  
+  // Get final P&L
+  const [realizedPnl, unrealizedPnl] = engine.getTotalPnl();
+  console.log('\n--- Final P&L ---');
+  console.log(`Realized P&L: $${realizedPnl.toFixed(2)}`);
+  console.log(`Unrealized P&L: $${unrealizedPnl.toFixed(2)}`);
+  
+  console.log('\n✅ Trade history test completed successfully!');
+}
+
+testTradeHistory().catch(console.error);
\ No newline at end of file