Review follow-ups: P&L doc clarifications and slices.Sort

README.md

@@ -140,7 +140,11 @@ $ mt5-pnl-cli pnl --from 2026-01-01 --to 2026-01-31 --by month --accounts "Trend
 - `pnl` — P&L over a date range.
   - Range: `--last Nd|Nw|Nm|Ny` (default `30d`; months and years are
     calendar-accurate) or `--from YYYY-MM-DD [--to YYYY-MM-DD]` (`--to`
-    defaults to today).
+    defaults to today). `--last` runs from N units ago through today
+    inclusive, so `30d` covers 31 calendar days. Dates, `--last` and
+    "today" are all interpreted in **UTC**, and each deal is bucketed by
+    its UTC day — so from a far-offset timezone like NZ, the UTC day can
+    differ from your local day near midnight.
   - `--by day|week|month` (default `week`; weeks start Monday, dates are
     UTC).
   - `--accounts "Trend EA,Scalper EA"` filters by account label
@@ -172,6 +176,16 @@ net < 0 a loss; a breakeven deal counts toward trades but neither
 bucket. Sums accumulate at full precision and round only for display.
 Profit factor = gross profit / |gross loss|.
 
+**What counts as a trade is decided upstream.** This CLI sums every deal
+in the snapshot's `closed_deals` and trusts
+[mt5-pnl-exporter](https://github.com/tanem/mt5-pnl-exporter) to have
+emitted only closing deals — entry legs and cash flows (deposits,
+withdrawals) are filtered out there, not here — using MT5's native
+signs, where commission, swap and fees are already negative for costs.
+The CLI does not re-check this, so if you change that filtering or those
+signs in the exporter, the P&L here changes with no error. Keep the two
+in step.
+
 ## Schema compatibility
 
 [`schema/snapshot.schema.json`](schema/snapshot.schema.json) is vendored

internal/aggregate/aggregate.go

@@ -8,7 +8,7 @@ package aggregate
 
 import (
 	"math"
-	"sort"
+	"slices"
 	"time"
 
 	"github.com/tanem/mt5-pnl-cli/internal/snapshot"
@@ -87,12 +87,12 @@ func Aggregate(deals []snapshot.Deal, opts Options) ([]Row, Summary) {
 	for p := range periodSet {
 		periods = append(periods, p)
 	}
-	sort.Strings(periods)
+	slices.Sort(periods)
 	accounts := make([]int64, 0, len(accountSet))
 	for a := range accountSet {
 		accounts = append(accounts, a)
 	}
-	sort.Slice(accounts, func(i, j int) bool { return accounts[i] < accounts[j] })
+	slices.Sort(accounts)
 
 	var rows []Row
 	var sum Summary

internal/snapshot/snapshot.go

@@ -27,8 +27,12 @@ type Snapshot struct {
 	GeneratedAt   string            `json:"generated_at"`
 	Accounts      []AccountSnapshot `json:"accounts"`
 	ClosedDeals   []Deal            `json:"closed_deals"`
-	OpenPositions []OpenPosition    `json:"open_positions"`
-	CashFlows     []Deal            `json:"cash_flows"`
+	// OpenPositions and CashFlows are decoded for schema fidelity with the
+	// exporter, but intentionally not surfaced: cash flows (deposits and
+	// withdrawals) are deliberately excluded from trading P&L, and open
+	// positions are reserved for a future command.
+	OpenPositions []OpenPosition `json:"open_positions"`
+	CashFlows     []Deal         `json:"cash_flows"`
 }
 
 type AccountSnapshot struct {