diff --git a/trader.go b/trader.go
index 47789d0..a9af69e 100644
--- a/trader.go
+++ b/trader.go
@@ -520,8 +520,7 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
 
 	longPnl := (longCurrent - longAvg) / longAvg * 100
 	shortPnl := (shortAvg - shortCurrent) / shortAvg * 100
-	totalFees := float64(2+pos.ScaleLevels) * (takerFees[ExBitget] + takerFees[ExHyperLiquid]) // 开仓(含加仓) + 平仓手续费
-	netPnl := longPnl + shortPnl - totalFees
+	netPnl, totalFees := calcArbPnL(longPnl, shortPnl, pos.ScaleLevels, t.cfg.TradeAmountUSD) // 净利为总资本的百分比
 
 	elapsed := time.Since(pos.StartedAt)
 
@@ -602,7 +601,7 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier
 		EntrySpread: pos.EntrySpread,
 		ExitSpread:  diffPct,
 		PnlPct:      netPnl,
-		PnlUSD:      pos.AmountUSD * netPnl / 100,
+		PnlUSD:      2 * pos.AmountUSD * netPnl / 100,
 		Convergence: convergenceLabel,
 		Reason:      exitReason,
 		Duration:    elapsed.Round(time.Second).String(),
@@ -854,6 +853,27 @@ func (t *Trader) GetOpenPositions() []*ArbPosition {
 	return r
 }
 
+// calcArbPnL computes net PnL and total fees in USD, then normalizes to % of total deployed capital.
+// This correctly handles scale-ins where the old formula (longPnl+shortPnl - (2+N)*0.105)
+// double-counted fees because it didn't divide by (1+N) batches.
+func calcArbPnL(longPnl, shortPnl float64, scaleLevels int, tradeAmountUSD float64) (netPnlPct, feePct float64) {
+	numBatches := 1 + scaleLevels
+	legCapital := tradeAmountUSD
+	totalCapital := float64(numBatches) * 2 * legCapital
+
+	// Gross PnL in USD
+	longPnlUSD := longPnl / 100 * float64(numBatches) * legCapital
+	shortPnlUSD := shortPnl / 100 * float64(numBatches) * legCapital
+	grossPnLUSD := longPnlUSD + shortPnlUSD
+
+	// Fee in USD (entry+exit per order-pair)
+	feeUSD := float64(2+scaleLevels) * legCapital * (takerFees[ExBitget] + takerFees[ExHyperLiquid]) / 100
+
+	netPnlPct = (grossPnLUSD - feeUSD) / totalCapital * 100
+	feePct = feeUSD / totalCapital * 100
+	return
+}
+
 // weightedAvgPrice computes the weighted average entry price across multiple scale levels.
 // Each level trades the same USD amount, so the result is the harmonic mean of prices.
 func weightedAvgPrice(prices []float64, amountPerTrade float64) float64 {
@@ -1161,8 +1181,7 @@ func (t *Trader) blacklistCoin(pos *ArbPosition, bgP, hlP, diffPct float64, noti
 	shortAvg := weightedAvgPrice(pos.ShortEntryPrices, t.cfg.TradeAmountUSD)
 	longPnl := (longCurrent - longAvg) / longAvg * 100
 	shortPnl := (shortAvg - shortCurrent) / shortAvg * 100
-	totalFees := float64(2+pos.ScaleLevels) * (takerFees[ExBitget] + takerFees[ExHyperLiquid])
-	netPnl := longPnl + shortPnl - totalFees
+	netPnl, totalFees := calcArbPnL(longPnl, shortPnl, pos.ScaleLevels, t.cfg.TradeAmountUSD)
 
 	pos.ExitDiffPct = diffPct
 	pos.ExitNetPnl = netPnl