Trade Sync Command Center

🏦 Prop accounts distance to target, fail line and daily limit — from that firm's own numbers

id	label	firm	phase	seat	risk	balance	to target	to fail	to daily	terminal	status	actions

➕ Add an account you bought

🖇 Bind a terminal to an account

🪜 The rotation calendar one row per seat · one cell per trade · three level bands

⚙ Seats, ladder rung and duty cycle rung 1 = each seat opens one trade after the last ·

level	seats	ladder rung	trades ON	trades OFF	offsets

re-seat everyone on the new rungs

A seat's start is written when the account is seated, so changing the rung does nothing on its own — leave re-seat ticked unless you want the new numbers to apply only to accounts seated from now on. Seat k opens at k × rung and rests k rungs late — that is why the offsets count down.

🎲 Simulate trades you give the outcome; the real router decides who took it

Win is worth % Loss is worth %

Or run trades at win rate %

Only the price action is invented. Who copies comes from the real router — resting accounts rest, laddered ones wait — and passing, blowing up and profit locking read the firm's own numbers. Every row is tagged rehearsal; Clear removes exactly those. It refuses on a database that holds real signals.

🔀 Is the fleet actually revolving?

🛡 Open alerts

🔍 Reconciliation — broker versus our record

acct	when	ours	broker	delta	open	orphans	verdict

Drift is a quality metric before it is a fault: an inferred close carries no commission and no swap, so a small persistent delta measures how much of the record is approximate.

💵 Bankroll fees out, payouts in — this does not come from MT5

🏷 Payouts

id	account	requested	received	status	actions