Paper Trading keeps one net position per symbol. Additional fills on the same symbol increase, reduce or reverse that position instead of creating separate independent positions.
What you may be seeing
- A second buy increases the existing paper position
- Opposite orders reduce or reverse the position
- You cannot see separate entries as separate positions
Most likely causes
- Paper Trading uses net positioning per symbol
- Fills are aggregated into one position
- The user expected hedged or ticket-by-ticket positions
Try this first
- Open the Positions tab
- Review the net quantity and average price
- Use order history to inspect individual fills
- Use separate paper accounts if separate simulations are required
If that didn’t fix it
- Track strategy lots in an external journal
- Use different symbols where appropriate
- Close the net position before starting an independent test
Verify the fix
The net quantity equals the sum of fills for the symbol and the execution history shows each individual order.
Why this happens
Paper Trading keeps one net position per symbol. Additional fills on the same symbol increase, reduce or reverse that position instead of creating separate independent positions.
Track separate strategies outside the net position or use separate paper accounts. The Positions tab represents the combined result for the symbol, while individual executions remain in order or history records.