diff --git a/adaptive_rhythm_manager.py b/adaptive_rhythm_manager.py
index 1b8cf3a..40b73ae 100644
--- a/adaptive_rhythm_manager.py
+++ b/adaptive_rhythm_manager.py
@@ -3,11 +3,10 @@ Adaptive Rhythm Manager - Extracted from Notebook
 Manages adaptive trading intervals based on volatility and session
 """
 
-import MetaTrader5 as mt
+import MetaTrader5 as mt5
 import pandas as pd
 import pandas_ta as ta
-import pytz
-from datetime import datetime, time
+from datetime import datetime, time, timezone
 import logging
 
 logger = logging.getLogger(__name__)
@@ -51,7 +50,7 @@ class AdaptiveRhythmManager:
 
     def get_current_session(self):
         """Ermittelt die aktuelle Trading-Session"""
-        now_utc = datetime.now(pytz.UTC).time()
+        now_utc = datetime.now(timezone.utc).time()
 
         # Overlap hat höchste Priorität
         if self.sessions['overlap'][0] <= now_utc <= self.sessions['overlap'][1]:
@@ -73,13 +72,19 @@ class AdaptiveRhythmManager:
     def get_market_data(self):
         """Hole Marktdaten für ATR-Analyse"""
         try:
-            rates = mt.copy_rates_from_pos(self.symbol, mt.TIMEFRAME_H1, 0, 50)
+            rates = mt5.copy_rates_from_pos(self.symbol, mt5.TIMEFRAME_H1, 0, 50)
             if rates is None:
                 return None
 
-            df = pd.DataFrame(rates)
+            # mt5 may return a structured numpy array or DataFrame depending on version
+            df = rates if isinstance(rates, pd.DataFrame) else pd.DataFrame(rates)
             df['time'] = pd.to_datetime(df['time'], unit='s')
             df.set_index('time', inplace=True)
+
+            if len(df) < 14:
+                logger.warning(f"Not enough data for ATR calculation: {len(df)} bars")
+                return None
+
             df['atr'] = ta.atr(df['high'], df['low'], df['close'], length=14)
             return df
         except Exception as e:
@@ -127,6 +132,11 @@ class AdaptiveRhythmManager:
         else:  # asian
             return self.intervals['medium'] if volatility == 'high' else self.intervals['slow']
 
+    def shutdown(self):
+        """Trennt MT5-Verbindung sauber"""
+        mt5.shutdown()
+        logger.info("AdaptiveRhythmManager: MT5 disconnected")
+
     def get_status_report(self):
         """Erstellt Status-Report"""
         session = self.get_current_session()
@@ -141,7 +151,7 @@ class AdaptiveRhythmManager:
 
         return f"""
 ╔════════════════════════════════════════════════════════╗
-║   ADAPTIVE RHYTHM STATUS - {datetime.now().strftime('%H:%M:%S UTC')}       ║
+║   ADAPTIVE RHYTHM STATUS - {datetime.now(timezone.utc).strftime('%H:%M:%S UTC')}       ║
 ╠════════════════════════════════════════════════════════╣
 ║ Aktuelles Intervall:  {self.current_interval:>2} Minuten                      ║
 ║ Trading Session:      {session.upper():<15}             ║
diff --git a/check_market_regime.py b/check_market_regime.py
index a453b36..9da07e4 100644
--- a/check_market_regime.py
+++ b/check_market_regime.py
@@ -4,38 +4,42 @@
 Checks if market is Trending or Ranging
 """
 
-import MetaTrader5 as mt
+import sys
+import MetaTrader5 as mt5
 import pandas as pd
 import numpy as np
-from datetime import datetime
+from datetime import datetime, timezone
 
 SYMBOL = "XAUUSD"
-TIMEFRAME = mt.TIMEFRAME_M15
+TIMEFRAME = mt5.TIMEFRAME_M15
+ADX_THRESHOLD = 25
 
 def calculate_adx(df, period=14):
-    """Calculate ADX indicator"""
+    """Calculate ADX indicator using Wilder's smoothing (EWM)"""
+    if len(df) < period + 1:
+        return float('nan')
+
+    alpha = 1 / period
 
-    # True Range
     df['high_low'] = df['high'] - df['low']
     df['high_close'] = np.abs(df['high'] - df['close'].shift())
     df['low_close'] = np.abs(df['low'] - df['close'].shift())
     df['true_range'] = df[['high_low', 'high_close', 'low_close']].max(axis=1)
 
-    # Directional Movement
     df['up_move'] = df['high'] - df['high'].shift()
     df['down_move'] = df['low'].shift() - df['low']
 
     df['plus_dm'] = np.where((df['up_move'] > df['down_move']) & (df['up_move'] > 0), df['up_move'], 0)
     df['minus_dm'] = np.where((df['down_move'] > df['up_move']) & (df['down_move'] > 0), df['down_move'], 0)
 
-    # Smoothed values
-    df['atr'] = df['true_range'].rolling(window=period).mean()
-    df['plus_di'] = 100 * (df['plus_dm'].rolling(window=period).mean() / df['atr'])
-    df['minus_di'] = 100 * (df['minus_dm'].rolling(window=period).mean() / df['atr'])
+    # Wilder's smoothing via EWM (adjust=False matches the classic formula)
+    df['atr'] = df['true_range'].ewm(alpha=alpha, adjust=False).mean()
+    df['plus_di'] = 100 * (df['plus_dm'].ewm(alpha=alpha, adjust=False).mean() / df['atr'])
+    df['minus_di'] = 100 * (df['minus_dm'].ewm(alpha=alpha, adjust=False).mean() / df['atr'])
 
-    # ADX
-    df['dx'] = 100 * np.abs(df['plus_di'] - df['minus_di']) / (df['plus_di'] + df['minus_di'])
-    df['adx'] = df['dx'].rolling(window=period).mean()
+    sum_di = df['plus_di'] + df['minus_di']
+    df['dx'] = np.where(sum_di == 0, 0.0, 100 * np.abs(df['plus_di'] - df['minus_di']) / sum_di)
+    df['adx'] = df['dx'].ewm(alpha=alpha, adjust=False).mean()
 
     return df['adx'].iloc[-1]
 
@@ -46,88 +50,84 @@ def check_market_regime():
     print(f"📊 MARKET REGIME CHECK: {SYMBOL}")
     print("=" * 70)
 
-    # Initialize MT5
-    if not mt.initialize():
+    if not mt5.initialize():
         print("❌ MT5 initialization failed")
         return None
 
-    # Get current price
-    tick = mt.symbol_info_tick(SYMBOL)
-    if not tick:
-        print("❌ Could not get price data")
-        mt.shutdown()
-        return None
+    try:
+        tick = mt5.symbol_info_tick(SYMBOL)
+        if not tick:
+            print("❌ Could not get price data")
+            return None
 
-    current_price = tick.bid
-    timestamp = datetime.fromtimestamp(tick.time)
+        current_price = tick.bid
+        timestamp = datetime.fromtimestamp(tick.time, tz=timezone.utc)
 
-    print(f"\n💹 Current Price: ${current_price:.2f}")
-    print(f"⏰ Time: {timestamp.strftime('%Y-%m-%d %H:%M:%S')}")
+        print(f"\n💹 Current Price: ${current_price:.2f}")
+        print(f"⏰ Time: {timestamp.strftime('%Y-%m-%d %H:%M:%S UTC')}")
 
-    # Get historical data for ADX calculation
-    rates = mt.copy_rates_from_pos(SYMBOL, TIMEFRAME, 0, 100)
-    if rates is None or len(rates) == 0:
-        print("❌ Could not get historical data")
-        mt.shutdown()
-        return None
+        rates = mt5.copy_rates_from_pos(SYMBOL, TIMEFRAME, 0, 100)
+        if rates is None or len(rates) == 0:
+            print("❌ Could not get historical data")
+            return None
 
-    df = pd.DataFrame(rates)
-    df['time'] = pd.to_datetime(df['time'], unit='s')
+        df = rates if isinstance(rates, pd.DataFrame) else pd.DataFrame(rates)
+        df['time'] = pd.to_datetime(df['time'], unit='s')
 
-    # Calculate ADX
-    adx = calculate_adx(df, period=14)
+        adx = calculate_adx(df, period=14)
 
-    # Determine regime
-    if adx < 25:
-        regime = "ranging"
-        can_trade = False
-        symbol = "🛑"
-        status = "RANGING MARKET"
-        decision = "Trading BLOCKED"
-        reason = "ADX < 25 = No clear trend"
-        advice = "Wait for trending market (ADX ≥ 25)"
-    else:
-        regime = "trending"
-        can_trade = True
-        symbol = "✅"
-        status = "TRENDING MARKET"
-        decision = "Trading ALLOWED"
-        reason = "ADX ≥ 25 = Strong trend"
-        advice = "Good conditions for trading!"
+        if np.isnan(adx):
+            print("❌ ADX calculation failed (not enough data)")
+            return None
 
-    print(f"\n📈 REGIME ANALYSIS:")
-    print(f"   Regime: {status}")
-    print(f"   ADX: {adx:.1f}")
-    print(f"   Status: {symbol} {regime.upper()}")
+        if adx < ADX_THRESHOLD:
+            regime = "ranging"
+            can_trade = False
+            marker = "🛑"
+            status = "RANGING MARKET"
+            decision = "Trading BLOCKED"
+            reason = f"ADX < {ADX_THRESHOLD} = No clear trend"
+            advice = f"Wait for trending market (ADX ≥ {ADX_THRESHOLD})"
+        else:
+            regime = "trending"
+            can_trade = True
+            marker = "✅"
+            status = "TRENDING MARKET"
+            decision = "Trading ALLOWED"
+            reason = f"ADX ≥ {ADX_THRESHOLD} = Strong trend"
+            advice = "Good conditions for trading!"
 
-    print(f"\n🎯 TRADING DECISION:")
-    print(f"   {symbol} {decision}")
-    print(f"   📊 {reason}")
-    print(f"   💡 {advice}")
+        print(f"\n📈 REGIME ANALYSIS:")
+        print(f"   Regime: {status}")
+        print(f"   ADX: {adx:.1f}")
+        print(f"   Status: {marker} {regime.upper()}")
 
-    # Visual indicator
-    print(f"\n📊 ADX SCALE:")
-    print("   0-20:  Very Weak/Ranging ❌")
-    print("   20-25: Weak/Ranging ⚠️")
-    print("   25-40: Trending ✅")
-    print("   40+:   Strong Trending ✅✅")
-    print(f"   YOUR ADX: {adx:.1f} {'━' * int(adx/2)}")
+        print(f"\n🎯 TRADING DECISION:")
+        print(f"   {marker} {decision}")
+        print(f"   📊 {reason}")
+        print(f"   💡 {advice}")
 
-    print("\n" + "=" * 70)
+        print(f"\n📊 ADX SCALE:")
+        print("   0-20:  Very Weak/Ranging ❌")
+        print("   20-25: Weak/Ranging ⚠️")
+        print("   25-40: Trending ✅")
+        print("   40+:   Strong Trending ✅✅")
+        print(f"   YOUR ADX: {adx:.1f} {'━' * min(int(adx / 2), 40)}")
 
-    mt.shutdown()
+        print("\n" + "=" * 70)
+
+        return {
+            'regime': regime,
+            'adx': adx,
+            'can_trade': can_trade,
+            'price': current_price,
+            'timestamp': timestamp
+        }
+
+    finally:
+        mt5.shutdown()
 
-    return {
-        'regime': regime,
-        'adx': adx,
-        'can_trade': can_trade,
-        'price': current_price,
-        'timestamp': timestamp
-    }
 
 if __name__ == "__main__":
     result = check_market_regime()
-
-    if result:
-        import sys
-        sys.exit(0 if result['can_trade'] else 1)
+    sys.exit(0 if (result and result['can_trade']) else 1)
diff --git a/check_system_status.py b/check_system_status.py
index a2258ac..5df305c 100644
--- a/check_system_status.py
+++ b/check_system_status.py
@@ -88,18 +88,6 @@ def check_status():
 
         # 4. RANGING VS TRENDING
         print("\n🔍 REGIME BREAKDOWN (Last 20 trades):")
-        cursor.execute("""
-            SELECT
-                regime,
-                COUNT(*) as count,
-                SUM(CASE WHEN net_profit > 0 THEN 1 ELSE 0 END) as wins,
-                SUM(net_profit) as pnl
-            FROM trades
-            WHERE status = 'closed'
-            ORDER BY exit_time DESC
-            LIMIT 20
-        """)
-
         cursor.execute("""
             SELECT
                 regime,
diff --git a/drawdown_protection.py b/drawdown_protection.py
index 8e2b908..45caf7f 100644
--- a/drawdown_protection.py
+++ b/drawdown_protection.py
@@ -4,7 +4,7 @@
 Schützt vor übermäßigen Verlusten durch automatische Handels-Pausen
 """
 
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, timezone
 from trading_database import TradingDatabase
 from telegram_notifier import TelegramNotifier
 import logging
@@ -44,10 +44,11 @@ class DrawdownProtection:
         self.max_consecutive_losses = max_consecutive_losses
         self.cooldown_hours = cooldown_hours
 
-        # State
+        # State (loaded from DB so it survives restarts)
         self.trading_paused = False
         self.pause_until = None
         self.pause_reason = None
+        self._load_state()
 
     def can_trade(self) -> tuple[bool, str]:
         """
@@ -103,6 +104,31 @@ class DrawdownProtection:
 
         return True, "OK"
 
+    def _load_state(self):
+        """Load persisted pause state from DB on startup"""
+        try:
+            pause_until_str = self.db.load_setting('drawdown_pause_until')
+            pause_reason = self.db.load_setting('drawdown_pause_reason')
+            if pause_until_str:
+                pause_until = datetime.fromisoformat(pause_until_str)
+                if pause_until > datetime.now():
+                    self.trading_paused = True
+                    self.pause_until = pause_until
+                    self.pause_reason = pause_reason
+                    logger.info(f"Loaded active pause from DB: {pause_reason} until {pause_until}")
+                else:
+                    self._clear_persisted_state()
+        except Exception as e:
+            logger.error(f"Error loading drawdown state from DB: {e}")
+
+    def _clear_persisted_state(self):
+        """Clear pause state from DB"""
+        try:
+            self.db.save_setting('drawdown_pause_until', '')
+            self.db.save_setting('drawdown_pause_reason', '')
+        except Exception as e:
+            logger.error(f"Error clearing drawdown state: {e}")
+
     def _get_loss_today(self) -> float:
         """Berechnet Verlust heute"""
         try:
@@ -124,7 +150,7 @@ class DrawdownProtection:
 
         except Exception as e:
             logger.error(f"Error calculating daily loss: {e}")
-            return 0.0
+            return float('inf')  # safe: block trading when DB unreachable
 
     def _get_loss_this_week(self) -> float:
         """Berechnet Verlust diese Woche"""
@@ -147,7 +173,7 @@ class DrawdownProtection:
 
         except Exception as e:
             logger.error(f"Error calculating weekly loss: {e}")
-            return 0.0
+            return float('inf')
 
     def _get_loss_this_month(self) -> float:
         """Berechnet Verlust diesen Monat"""
@@ -170,7 +196,7 @@ class DrawdownProtection:
 
         except Exception as e:
             logger.error(f"Error calculating monthly loss: {e}")
-            return 0.0
+            return float('inf')
 
     def _get_consecutive_losses(self) -> int:
         """Zählt aufeinanderfolgende Verluste"""
@@ -210,9 +236,16 @@ class DrawdownProtection:
         logger.warning(f"🛑 Trading paused: {reason}")
         logger.warning(f"   Resuming at: {self.pause_until}")
 
+        # Persist so pause survives a restart
+        try:
+            self.db.save_setting('drawdown_pause_until', self.pause_until.isoformat())
+            self.db.save_setting('drawdown_pause_reason', reason)
+        except Exception as e:
+            logger.error(f"Error persisting drawdown pause state: {e}")
+
         if self.telegram:
             self.telegram.send_message(
-                f"🛑 **TRADING PAUSED**\n\n"
+                f"🛑 *TRADING PAUSED*\n\n"
                 f"Reason: {reason}\n"
                 f"Duration: {hours} hours\n"
                 f"Resume at: {self.pause_until.strftime('%Y-%m-%d %H:%M')}\n\n"
@@ -226,11 +259,12 @@ class DrawdownProtection:
         previous_reason = self.pause_reason
         self.pause_reason = None
 
+        self._clear_persisted_state()
         logger.info(f"✅ Trading resumed after: {previous_reason}")
 
         if self.telegram:
             self.telegram.send_message(
-                f"✅ **TRADING RESUMED**\n\n"
+                f"✅ *TRADING RESUMED*\n\n"
                 f"Previous pause reason: {previous_reason}\n"
                 f"Time: {datetime.now().strftime('%Y-%m-%d %H:%M')}"
             )
diff --git a/performance_analysis.py b/performance_analysis.py
index 4650732..f23d752 100644
--- a/performance_analysis.py
+++ b/performance_analysis.py
@@ -16,7 +16,6 @@ import json
 def get_connection(db_path="trading_bot.db"):
     """Verbindung zur Datenbank"""
     conn = sqlite3.connect(db_path)
-    conn.row_factory = sqlite3.Row
     return conn
 
 # ==========================================
@@ -25,7 +24,12 @@ def get_connection(db_path="trading_bot.db"):
 
 def load_closed_trades(conn, exclude_historical=True):
     """Lade geschlossene Trades"""
-    query = """
+    # 'historical' is a distinct status for imported legacy trades.
+    # exclude_historical=True  → only live bot trades (status='closed')
+    # exclude_historical=False → live + historical imports
+    status_filter = "status = 'closed'" if exclude_historical else "status IN ('closed', 'historical')"
+
+    query = f"""
         SELECT
             ticket, symbol, type, volume,
             entry_price, exit_price,
@@ -38,20 +42,15 @@ def load_closed_trades(conn, exclude_historical=True):
             profit_pct, rr_ratio,
             exit_reason, status
         FROM trades
-        WHERE status = 'closed'
+        WHERE {status_filter}
+        ORDER BY exit_time DESC
     """
 
-    if exclude_historical:
-        query += " AND status != 'historical'"
-
-    query += " ORDER BY exit_time DESC"
-
     df = pd.read_sql_query(query, conn)
 
-    # Convert datetime columns
     if not df.empty:
-        df['entry_time'] = pd.to_datetime(df['entry_time'], format='mixed')
-        df['exit_time'] = pd.to_datetime(df['exit_time'], format='mixed')
+        df['entry_time'] = pd.to_datetime(df['entry_time'], errors='coerce')
+        df['exit_time'] = pd.to_datetime(df['exit_time'], errors='coerce')
         df['duration_hours'] = (df['exit_time'] - df['entry_time']).dt.total_seconds() / 3600
         df['win'] = df['net_profit'] > 0
 
@@ -78,7 +77,9 @@ def calculate_overall_metrics(df):
     avg_win = df[df['win']]['net_profit'].mean() if winning_trades > 0 else 0
     avg_loss = df[~df['win']]['net_profit'].mean() if losing_trades > 0 else 0
 
-    profit_factor = abs(avg_win / avg_loss) if avg_loss != 0 else 0
+    gross_profit = df[df['win']]['net_profit'].sum()
+    gross_loss = abs(df[~df['win']]['net_profit'].sum())
+    profit_factor = round(gross_profit / gross_loss, 2) if gross_loss > 0 else 0
 
     avg_duration = df['duration_hours'].mean()
 
@@ -87,7 +88,7 @@ def calculate_overall_metrics(df):
     df_sorted['cumulative'] = df_sorted['net_profit'].cumsum()
     df_sorted['running_max'] = df_sorted['cumulative'].cummax()
     df_sorted['drawdown'] = df_sorted['cumulative'] - df_sorted['running_max']
-    max_drawdown = df_sorted['drawdown'].min()
+    max_drawdown = abs(df_sorted['drawdown'].min())
 
     return {
         'total_trades': total_trades,
@@ -429,7 +430,7 @@ def run_performance_analysis(db_path="trading_bot.db", exclude_historical=True):
 
     conn.close()
 
-    return {
+    results = {
         'overall': overall,
         'by_session': session_df,
         'by_confidence': conf_df,
@@ -439,6 +440,8 @@ def run_performance_analysis(db_path="trading_bot.db", exclude_historical=True):
         'by_regime': regime_df
     }
 
+    return results
+
 # ==========================================
 # EXPORT TO JSON
 # ==========================================
@@ -457,7 +460,7 @@ def export_analysis_to_json(results, output_file="performance_analysis.json"):
         'by_regime': results['by_regime'].to_dict('records') if not results['by_regime'].empty else []
     }
 
-    with open(output_file, 'w') as f:
+    with open(output_file, 'w', encoding='utf-8') as f:
         json.dump(output, f, indent=2)
 
     print(f"\n✅ Analysis exported to: {output_file}")
diff --git a/performance_analysis_simple.py b/performance_analysis_simple.py
index e811cf3..48299c9 100644
--- a/performance_analysis_simple.py
+++ b/performance_analysis_simple.py
@@ -7,6 +7,7 @@ Umfassende Performance-Auswertung mit nur SQLite
 import sqlite3
 from datetime import datetime
 from collections import defaultdict
+from typing import List, Dict
 
 # ==========================================
 # DATABASE QUERIES
@@ -14,11 +15,9 @@ from collections import defaultdict
 
 def get_closed_trades(db_path="trading_bot.db", exclude_historical=True):
     """Lade geschlossene Trades"""
-    conn = sqlite3.connect(db_path)
-    conn.row_factory = sqlite3.Row
-    cursor = conn.cursor()
+    status_filter = "status = 'closed'" if exclude_historical else "status IN ('closed', 'historical')"
 
-    query = """
+    query = f"""
         SELECT
             ticket, symbol, type, volume,
             entry_price, exit_price,
@@ -31,19 +30,15 @@ def get_closed_trades(db_path="trading_bot.db", exclude_historical=True):
             profit_pct, rr_ratio,
             exit_reason, status
         FROM trades
-        WHERE status = 'closed'
+        WHERE {status_filter}
+        ORDER BY exit_time DESC
     """
 
-    if exclude_historical:
-        query += " AND status != 'historical'"
-
-    query += " ORDER BY exit_time DESC"
-
-    cursor.execute(query)
-    trades = [dict(row) for row in cursor.fetchall()]
-
-    conn.close()
-    return trades
+    with sqlite3.connect(db_path) as conn:
+        conn.row_factory = sqlite3.Row
+        cursor = conn.cursor()
+        cursor.execute(query)
+        return [dict(row) for row in cursor.fetchall()]
 
 # ==========================================
 # OVERALL PERFORMANCE
@@ -66,7 +61,9 @@ def calculate_overall_metrics(trades):
     avg_win = sum(t['net_profit'] for t in wins) / len(wins) if wins else 0
     avg_loss = sum(t['net_profit'] for t in losses) / len(losses) if losses else 0
 
-    profit_factor = abs(avg_win / avg_loss) if avg_loss != 0 else 0
+    gross_profit = sum(t['net_profit'] for t in wins)
+    gross_loss = abs(sum(t['net_profit'] for t in losses))
+    profit_factor = round(gross_profit / gross_loss, 2) if gross_loss > 0 else 0
 
     # Calculate drawdown
     cumulative = 0
@@ -78,8 +75,8 @@ def calculate_overall_metrics(trades):
         if cumulative > max_cumulative:
             max_cumulative = cumulative
         drawdown = cumulative - max_cumulative
-        if drawdown < max_drawdown:
-            max_drawdown = drawdown
+        if abs(drawdown) > max_drawdown:
+            max_drawdown = abs(drawdown)
 
     return {
         'total_trades': total_trades,
@@ -172,7 +169,7 @@ def analyze_by_confidence(trades):
             'avg_profit': avg_profit
         })
 
-    return sorted(results, key=lambda x: x['confidence_range'])
+    return sorted(results, key=lambda x: int(x['confidence_range'].split('-')[0]))
 
 # ==========================================
 # EXIT REASON ANALYSIS
@@ -215,7 +212,7 @@ def analyze_by_hour(trades):
     hours = defaultdict(lambda: {'trades': 0, 'wins': 0, 'profit': 0})
 
     for trade in trades:
-        hour = int(trade['entry_time'][11:13])  # Extract hour from timestamp
+        hour = datetime.fromisoformat(trade['entry_time']).hour
         hours[hour]['trades'] += 1
         hours[hour]['profit'] += trade['net_profit']
         if trade['net_profit'] > 0:
diff --git a/trading_dashboard.py b/trading_dashboard.py
index 95b89e1..fcab6f9 100644
--- a/trading_dashboard.py
+++ b/trading_dashboard.py
@@ -10,6 +10,7 @@ import pandas as pd
 from datetime import datetime, timedelta
 import plotly.express as px
 import plotly.graph_objects as go
+from pathlib import Path
 
 # ==========================================
 # PAGE CONFIG
@@ -25,9 +26,14 @@ st.set_page_config(
 # DATABASE CONNECTION
 # ==========================================
 
+DB_PATH = Path(__file__).parent / "trading_bot.db"
+
 @st.cache_resource
 def get_connection():
-    return sqlite3.connect("trading_bot.db", check_same_thread=False)
+    if not DB_PATH.exists():
+        st.error(f"Database not found: {DB_PATH}")
+        st.stop()
+    return sqlite3.connect(str(DB_PATH), check_same_thread=False)
 
 conn = get_connection()
 
@@ -43,10 +49,10 @@ col1, col2, col3 = st.columns([1, 1, 2])
 with col1:
     if st.button("🔄 Refresh Data"):
         st.cache_data.clear()
-        st.experimental_rerun()
+        st.rerun()
 
 with col2:
-    auto_refresh = st.checkbox("Auto-refresh (30s)")
+    auto_refresh = st.toggle("Auto-refresh (30s)")
 
 with col3:
     trade_filter = st.selectbox(
@@ -56,10 +62,14 @@ with col3:
     )
 
 if auto_refresh:
-    st.markdown("*Auto-refreshing every 30 seconds...*")
-    import time
-    time.sleep(30)
-    st.experimental_rerun()
+    if "last_refresh" not in st.session_state:
+        st.session_state.last_refresh = datetime.now()
+    elapsed = (datetime.now() - st.session_state.last_refresh).total_seconds()
+    if elapsed >= 30:
+        st.session_state.last_refresh = datetime.now()
+        st.rerun()
+    else:
+        st.markdown(f"*Auto-refresh in {30 - int(elapsed)}s...*")
 
 # ==========================================
 # LOAD DATA
@@ -69,38 +79,27 @@ if auto_refresh:
 def load_all_trades():
     query = """
     SELECT
-        ticket,
-        position_id,
-        symbol,
-        strategy_name,
-        type,
-        volume,
-        entry_price,
-        sl_price,
-        tp_price,
-        entry_time,
-        exit_time,
-        session,
-        regime,
-        quality,
-        confidence,
-        timeframe_alignment,
-        risk_amount,
-        risk_pct,
-        net_profit,
-        profit_pct,
-        rr_ratio,
-        status,
-        exit_reason
+        ticket, position_id, symbol, strategy_name, type, volume,
+        entry_price, sl_price, tp_price, entry_time, exit_time,
+        session, regime, quality, confidence, timeframe_alignment,
+        risk_amount, risk_pct, net_profit, profit_pct, rr_ratio,
+        status, exit_reason
     FROM trades
     ORDER BY entry_time DESC
     """
-    return pd.read_sql_query(query, conn)
+    try:
+        return pd.read_sql_query(query, conn)
+    except Exception as e:
+        st.error(f"Error loading trades: {e}")
+        return pd.DataFrame()
 
 @st.cache_data(ttl=30)
 def load_bot_status():
-    query = "SELECT * FROM bot_status ORDER BY timestamp DESC LIMIT 1"
-    return pd.read_sql_query(query, conn)
+    try:
+        return pd.read_sql_query("SELECT * FROM bot_status ORDER BY timestamp DESC LIMIT 1", conn)
+    except Exception as e:
+        st.error(f"Error loading bot status: {e}")
+        return pd.DataFrame()
 
 # Load data
 df_trades_raw = load_all_trades()
@@ -219,7 +218,7 @@ st.subheader("⏰ Trades by Hour (UTC)")
 
 if not df_trades.empty:
     # Extract hour from entry_time (handle both ISO8601 and standard format)
-    df_trades['hour_utc'] = pd.to_datetime(df_trades['entry_time'], format='mixed').dt.hour
+    df_trades['hour_utc'] = pd.to_datetime(df_trades['entry_time'], errors='coerce').dt.hour
 
     # Count trades by hour
     hourly_dist = df_trades.groupby('hour_utc').size().reset_index(name='count')
@@ -338,7 +337,7 @@ st.subheader("💰 Cumulative Profit Over Time")
 
 if closed_trades > 0:
     profit_timeline = df_trades[df_trades['status'] == 'closed'].copy()
-    profit_timeline['exit_time'] = pd.to_datetime(profit_timeline['exit_time'], format='mixed')
+    profit_timeline['exit_time'] = pd.to_datetime(profit_timeline['exit_time'], errors='coerce')
     profit_timeline = profit_timeline.sort_values('exit_time')
     profit_timeline['cumulative_profit'] = profit_timeline['net_profit'].cumsum()