diff --git a/decision/engine.go b/decision/engine.go
index 12c7305f..eeb16551 100644
--- a/decision/engine.go
+++ b/decision/engine.go
@@ -973,6 +973,67 @@ func (e *StrategyEngine) BuildUserPrompt(ctx *Context) string {
 		sb.WriteString("\n")
 	}
 
+	// Historical trading statistics (helps AI understand past performance)
+	if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
+		// Detect language from strategy config
+		lang := detectLanguage(e.config.PromptSections.RoleDefinition)
+
+		// Win/Loss ratio
+		var winLossRatio float64
+		if ctx.TradingStats.AvgLoss > 0 {
+			winLossRatio = ctx.TradingStats.AvgWin / ctx.TradingStats.AvgLoss
+		}
+
+		if lang == LangChinese {
+			sb.WriteString("## 历史交易统计\n")
+			sb.WriteString(fmt.Sprintf("总交易: %d 笔 | 盈利因子: %.2f | 夏普比率: %.2f | 盈亏比: %.2f\n",
+				ctx.TradingStats.TotalTrades,
+				ctx.TradingStats.ProfitFactor,
+				ctx.TradingStats.SharpeRatio,
+				winLossRatio))
+			sb.WriteString(fmt.Sprintf("总盈亏: %+.2f USDT | 平均盈利: +%.2f | 平均亏损: -%.2f | 最大回撤: %.1f%%\n",
+				ctx.TradingStats.TotalPnL,
+				ctx.TradingStats.AvgWin,
+				ctx.TradingStats.AvgLoss,
+				ctx.TradingStats.MaxDrawdownPct))
+
+			// Performance hints based on profit factor, sharpe, and drawdown
+			if ctx.TradingStats.ProfitFactor >= 1.5 && ctx.TradingStats.SharpeRatio >= 1 {
+				sb.WriteString("表现: 良好 - 保持当前策略\n")
+			} else if ctx.TradingStats.ProfitFactor < 1 {
+				sb.WriteString("表现: 需改进 - 提高盈亏比，优化止盈止损\n")
+			} else if ctx.TradingStats.MaxDrawdownPct > 30 {
+				sb.WriteString("表现: 风险偏高 - 减少仓位，控制回撤\n")
+			} else {
+				sb.WriteString("表现: 正常 - 有优化空间\n")
+			}
+		} else {
+			sb.WriteString("## Historical Trading Statistics\n")
+			sb.WriteString(fmt.Sprintf("Total Trades: %d | Profit Factor: %.2f | Sharpe: %.2f | Win/Loss Ratio: %.2f\n",
+				ctx.TradingStats.TotalTrades,
+				ctx.TradingStats.ProfitFactor,
+				ctx.TradingStats.SharpeRatio,
+				winLossRatio))
+			sb.WriteString(fmt.Sprintf("Total PnL: %+.2f USDT | Avg Win: +%.2f | Avg Loss: -%.2f | Max Drawdown: %.1f%%\n",
+				ctx.TradingStats.TotalPnL,
+				ctx.TradingStats.AvgWin,
+				ctx.TradingStats.AvgLoss,
+				ctx.TradingStats.MaxDrawdownPct))
+
+			// Performance hints based on profit factor, sharpe, and drawdown
+			if ctx.TradingStats.ProfitFactor >= 1.5 && ctx.TradingStats.SharpeRatio >= 1 {
+				sb.WriteString("Performance: GOOD - maintain current strategy\n")
+			} else if ctx.TradingStats.ProfitFactor < 1 {
+				sb.WriteString("Performance: NEEDS IMPROVEMENT - improve win/loss ratio, optimize TP/SL\n")
+			} else if ctx.TradingStats.MaxDrawdownPct > 30 {
+				sb.WriteString("Performance: HIGH RISK - reduce position size, control drawdown\n")
+			} else {
+				sb.WriteString("Performance: NORMAL - room for optimization\n")
+			}
+		}
+		sb.WriteString("\n")
+	}
+
 	// Position information
 	if len(ctx.Positions) > 0 {
 		sb.WriteString("## Current Positions\n")
diff --git a/decision/formatter.go b/decision/formatter.go
index 0b88b78b..9b2174bd 100644
--- a/decision/formatter.go
+++ b/decision/formatter.go
@@ -51,7 +51,16 @@ func formatContextData(ctx *Context, lang Language) string {
 		sb.WriteString(formatAccountEN(ctx))
 	}
 
-	// 4. 最近交易记录
+	// 4. 历史交易统计
+	if ctx.TradingStats != nil && ctx.TradingStats.TotalTrades > 0 {
+		if lang == LangChinese {
+			sb.WriteString(formatTradingStatsZH(ctx.TradingStats))
+		} else {
+			sb.WriteString(formatTradingStatsEN(ctx.TradingStats))
+		}
+	}
+
+	// 5. 最近交易记录
 	if len(ctx.RecentOrders) > 0 {
 		if lang == LangChinese {
 			sb.WriteString(formatRecentTradesZH(ctx.RecentOrders))
@@ -120,6 +129,67 @@ func formatAccountZH(ctx *Context) string {
 	return sb.String()
 }
 
+// formatTradingStatsZH 格式化历史交易统计（中文）
+func formatTradingStatsZH(stats *TradingStats) string {
+	var sb strings.Builder
+	sb.WriteString("## 历史交易统计\n\n")
+
+	// 盈亏比计算
+	var winLossRatio float64
+	if stats.AvgLoss > 0 {
+		winLossRatio = stats.AvgWin / stats.AvgLoss
+	}
+
+	// 指标定义说明（去掉胜率，聚焦核心指标）
+	sb.WriteString("**指标说明**:\n")
+	sb.WriteString("- 盈利因子: 总盈利 ÷ 总亏损（>1表示盈利，>1.5为良好，>2为优秀）\n")
+	sb.WriteString("- 夏普比率: (平均收益 - 无风险收益) ÷ 收益标准差（>1良好，>2优秀）\n")
+	sb.WriteString("- 盈亏比: 平均盈利 ÷ 平均亏损（>1.5为良好，>2为优秀）\n")
+	sb.WriteString("- 最大回撤: 资金曲线从峰值到谷底的最大跌幅（<20%为低风险）\n\n")
+
+	// 数据值
+	sb.WriteString("**当前数据**:\n")
+	sb.WriteString(fmt.Sprintf("- 总交易: %d 笔\n", stats.TotalTrades))
+	sb.WriteString(fmt.Sprintf("- 盈利因子: %.2f\n", stats.ProfitFactor))
+	sb.WriteString(fmt.Sprintf("- 夏普比率: %.2f\n", stats.SharpeRatio))
+	sb.WriteString(fmt.Sprintf("- 盈亏比: %.2f\n", winLossRatio))
+	sb.WriteString(fmt.Sprintf("- 总盈亏: %+.2f USDT\n", stats.TotalPnL))
+	sb.WriteString(fmt.Sprintf("- 平均盈利: +%.2f USDT\n", stats.AvgWin))
+	sb.WriteString(fmt.Sprintf("- 平均亏损: -%.2f USDT\n", stats.AvgLoss))
+	sb.WriteString(fmt.Sprintf("- 最大回撤: %.1f%%\n\n", stats.MaxDrawdownPct))
+
+	// 综合分析和决策建议
+	sb.WriteString("**决策参考**:\n")
+
+	// 根据统计数据给出具体建议
+	if stats.TotalTrades < 10 {
+		sb.WriteString("- 样本量较小（<10笔），统计结果参考意义有限\n")
+	}
+
+	if stats.ProfitFactor >= 1.5 && stats.SharpeRatio >= 1 {
+		sb.WriteString("- 📈 表现良好: 可以维持当前策略风格\n")
+	} else if stats.ProfitFactor >= 1.0 {
+		sb.WriteString("- 📊 表现正常: 策略可行但有优化空间\n")
+	}
+
+	if stats.ProfitFactor < 1.0 {
+		sb.WriteString("- ⚠️ 盈利因子<1: 亏损大于盈利，需要提高盈亏比，优化止盈止损\n")
+	}
+
+	if winLossRatio > 0 && winLossRatio < 1.5 {
+		sb.WriteString("- ⚠️ 盈亏比偏低: 建议让利润奔跑，提高止盈目标\n")
+	}
+
+	if stats.MaxDrawdownPct > 30 {
+		sb.WriteString("- ⚠️ 最大回撤过高: 建议降低仓位大小控制风险\n")
+	} else if stats.MaxDrawdownPct < 10 {
+		sb.WriteString("- ✅ 回撤控制良好: 风险管理有效\n")
+	}
+
+	sb.WriteString("\n")
+	return sb.String()
+}
+
 // formatRecentTradesZH 格式化最近交易（中文）
 func formatRecentTradesZH(orders []RecentOrder) string {
 	var sb strings.Builder
@@ -333,6 +403,67 @@ func formatAccountEN(ctx *Context) string {
 	return sb.String()
 }
 
+// formatTradingStatsEN 格式化历史交易统计（英文）
+func formatTradingStatsEN(stats *TradingStats) string {
+	var sb strings.Builder
+	sb.WriteString("## Historical Trading Statistics\n\n")
+
+	// Win/Loss ratio calculation
+	var winLossRatio float64
+	if stats.AvgLoss > 0 {
+		winLossRatio = stats.AvgWin / stats.AvgLoss
+	}
+
+	// Metric definitions (focus on core metrics, remove win rate)
+	sb.WriteString("**Metric Definitions**:\n")
+	sb.WriteString("- Profit Factor: Total profits ÷ Total losses (>1 = profitable, >1.5 = good, >2 = excellent)\n")
+	sb.WriteString("- Sharpe Ratio: (Avg return - Risk-free rate) ÷ Std dev of returns (>1 = good, >2 = excellent)\n")
+	sb.WriteString("- Win/Loss Ratio: Avg win ÷ Avg loss (>1.5 = good, >2 = excellent)\n")
+	sb.WriteString("- Max Drawdown: Largest peak-to-trough decline in equity curve (<20% = low risk)\n\n")
+
+	// Data values
+	sb.WriteString("**Current Data**:\n")
+	sb.WriteString(fmt.Sprintf("- Total Trades: %d\n", stats.TotalTrades))
+	sb.WriteString(fmt.Sprintf("- Profit Factor: %.2f\n", stats.ProfitFactor))
+	sb.WriteString(fmt.Sprintf("- Sharpe Ratio: %.2f\n", stats.SharpeRatio))
+	sb.WriteString(fmt.Sprintf("- Win/Loss Ratio: %.2f\n", winLossRatio))
+	sb.WriteString(fmt.Sprintf("- Total PnL: %+.2f USDT\n", stats.TotalPnL))
+	sb.WriteString(fmt.Sprintf("- Avg Win: +%.2f USDT\n", stats.AvgWin))
+	sb.WriteString(fmt.Sprintf("- Avg Loss: -%.2f USDT\n", stats.AvgLoss))
+	sb.WriteString(fmt.Sprintf("- Max Drawdown: %.1f%%\n\n", stats.MaxDrawdownPct))
+
+	// Analysis and decision guidance
+	sb.WriteString("**Decision Guidance**:\n")
+
+	// Specific recommendations based on stats
+	if stats.TotalTrades < 10 {
+		sb.WriteString("- Small sample size (<10 trades), statistics have limited significance\n")
+	}
+
+	if stats.ProfitFactor >= 1.5 && stats.SharpeRatio >= 1 {
+		sb.WriteString("- 📈 Good performance: Maintain current strategy approach\n")
+	} else if stats.ProfitFactor >= 1.0 {
+		sb.WriteString("- 📊 Normal performance: Strategy viable but has room for optimization\n")
+	}
+
+	if stats.ProfitFactor < 1.0 {
+		sb.WriteString("- ⚠️ Profit factor <1: Losses exceed profits, improve win/loss ratio, optimize TP/SL\n")
+	}
+
+	if winLossRatio > 0 && winLossRatio < 1.5 {
+		sb.WriteString("- ⚠️ Low win/loss ratio: Let profits run, increase take-profit targets\n")
+	}
+
+	if stats.MaxDrawdownPct > 30 {
+		sb.WriteString("- ⚠️ High max drawdown: Consider reducing position sizes to control risk\n")
+	} else if stats.MaxDrawdownPct < 10 {
+		sb.WriteString("- ✅ Good drawdown control: Risk management is effective\n")
+	}
+
+	sb.WriteString("\n")
+	return sb.String()
+}
+
 // formatRecentTradesEN 格式化最近交易（英文）
 func formatRecentTradesEN(orders []RecentOrder) string {
 	var sb strings.Builder
diff --git a/docker/Dockerfile.backend b/docker/Dockerfile.backend
index 7bd02348..b8c1c14e 100644
--- a/docker/Dockerfile.backend
+++ b/docker/Dockerfile.backend
@@ -56,7 +56,7 @@ RUN CGO_ENABLED=1 GOOS=linux \
 # ──────────────────────────────────────────────────────────────
 FROM alpine:${ALPINE_VERSION}
 
-RUN apk update && apk add --no-cache ca-certificates tzdata
+RUN apk update && apk add --no-cache ca-certificates tzdata sqlite
 
 COPY --from=ta-lib-builder /usr/local /usr/local
 WORKDIR /app
diff --git a/install.sh b/install.sh
index b28b13cb..0dac74c4 100644
--- a/install.sh
+++ b/install.sh
@@ -128,6 +128,38 @@ pull_images() {
     echo -e "${GREEN}✓ Images pulled${NC}"
 }
 
+# Ask user if they want to clear trading data
+ask_clear_trading_data() {
+    local db_file="data/data.db"
+
+    # Only ask if database file exists
+    if [ ! -f "$db_file" ]; then
+        CLEAR_TRADING_DATA="no"
+        return 0
+    fi
+
+    echo ""
+    echo -e "${YELLOW}═══════════════════════════════════════════════════════════════${NC}"
+    echo -e "${YELLOW}Do you want to clear trading data? (orders, fills, positions)${NC}"
+    echo -e "${BLUE}  • trader_orders    (Order records)${NC}"
+    echo -e "${BLUE}  • trader_fills     (Fill/execution records)${NC}"
+    echo -e "${BLUE}  • trader_positions (Position records)${NC}"
+    echo -e "${YELLOW}═══════════════════════════════════════════════════════════════${NC}"
+    echo ""
+    echo -e "${BLUE}Type 'yes' to clear tables, press Enter or any other input to skip${NC}"
+    echo -n "Input: "
+    read -r confirm
+
+    if [ "$confirm" == "yes" ]; then
+        CLEAR_TRADING_DATA="yes"
+        echo -e "${YELLOW}Trading data will be cleared after services start...${NC}"
+    else
+        CLEAR_TRADING_DATA="no"
+        echo -e "${BLUE}Skipping data clear${NC}"
+    fi
+    echo ""
+}
+
 # Start services
 start_services() {
     echo -e "${YELLOW}Starting NOFX services...${NC}"
@@ -135,6 +167,28 @@ start_services() {
     echo -e "${GREEN}✓ Services started${NC}"
 }
 
+# Clear trading data via container (called after services are ready)
+clear_trading_data() {
+    if [ "$CLEAR_TRADING_DATA" != "yes" ]; then
+        return 0
+    fi
+
+    echo -e "${YELLOW}Clearing trading data tables via container...${NC}"
+
+    # Wait a moment for database to be ready
+    sleep 2
+
+    # Execute SQL to clear tables via docker exec
+    $COMPOSE_CMD exec -T backend sh -c "sqlite3 /app/data/data.db 'DELETE FROM trader_fills; DELETE FROM trader_orders; DELETE FROM trader_positions;'" 2>/dev/null
+
+    if [ $? -eq 0 ]; then
+        echo -e "${GREEN}✓ Trading data tables cleared${NC}"
+    else
+        echo -e "${RED}Failed to clear trading data. You can manually run:${NC}"
+        echo -e "${BLUE}  $COMPOSE_CMD exec backend sqlite3 /app/data/data.db 'DELETE FROM trader_fills; DELETE FROM trader_orders; DELETE FROM trader_positions;'${NC}"
+    fi
+}
+
 # Wait for services
 wait_for_services() {
     echo -e "${YELLOW}Waiting for services to be ready...${NC}"
@@ -224,8 +278,10 @@ main() {
     download_files
     generate_env
     pull_images
+    ask_clear_trading_data
     start_services
     wait_for_services
+    clear_trading_data
     print_success
 }
 
diff --git a/store/position.go b/store/position.go
index ba9ebff2..cf86c623 100644
--- a/store/position.go
+++ b/store/position.go
@@ -469,6 +469,15 @@ func (s *PositionStore) GetPositionStats(traderID string) (map[string]interface{
 func (s *PositionStore) GetFullStats(traderID string) (*TraderStats, error) {
 	stats := &TraderStats{}
 
+	// First check how many rows exist
+	var count int
+	if err := s.db.QueryRow(`SELECT COUNT(*) FROM trader_positions WHERE trader_id = ? AND status = 'CLOSED'`, traderID).Scan(&count); err == nil {
+		if count == 0 {
+			// No closed positions, return empty stats
+			return stats, nil
+		}
+	}
+
 	// Query all closed positions
 	rows, err := s.db.Query(`
 		SELECT realized_pnl, fee, exit_time
diff --git a/trader/auto_trader.go b/trader/auto_trader.go
index 7003a50a..e489fc3e 100644
--- a/trader/auto_trader.go
+++ b/trader/auto_trader.go
@@ -866,6 +866,28 @@ func (at *AutoTrader) buildTradingContext() (*decision.Context, error) {
 				})
 			}
 		}
+		// Get trading statistics for AI context
+		stats, err := at.store.Position().GetFullStats(at.id)
+		if err != nil {
+			logger.Infof("⚠️ [%s] Failed to get trading stats: %v", at.name, err)
+		} else if stats == nil {
+			logger.Infof("⚠️ [%s] GetFullStats returned nil", at.name)
+		} else if stats.TotalTrades == 0 {
+			logger.Infof("⚠️ [%s] GetFullStats returned 0 trades (traderID=%s)", at.name, at.id)
+		} else {
+			ctx.TradingStats = &decision.TradingStats{
+				TotalTrades:    stats.TotalTrades,
+				WinRate:        stats.WinRate,
+				ProfitFactor:   stats.ProfitFactor,
+				SharpeRatio:    stats.SharpeRatio,
+				TotalPnL:       stats.TotalPnL,
+				AvgWin:         stats.AvgWin,
+				AvgLoss:        stats.AvgLoss,
+				MaxDrawdownPct: stats.MaxDrawdownPct,
+			}
+			logger.Infof("📈 [%s] Trading stats: %d trades, %.1f%% win rate, PF=%.2f, Sharpe=%.2f, DD=%.1f%%",
+				at.name, stats.TotalTrades, stats.WinRate, stats.ProfitFactor, stats.SharpeRatio, stats.MaxDrawdownPct)
+		}
 	} else {
 		logger.Infof("⚠️ [%s] Store is nil, cannot get recent trades", at.name)
 	}