diff --git a/src/Managing.Application/Bots/TradingBotBase.cs b/src/Managing.Application/Bots/TradingBotBase.cs
index 0c192b5c..e7fe495d 100644
--- a/src/Managing.Application/Bots/TradingBotBase.cs
+++ b/src/Managing.Application/Bots/TradingBotBase.cs
@@ -450,6 +450,8 @@ public class TradingBotBase : ITradingBot
                     if (internalPosition.Status.Equals(PositionStatus.Filled))
                     {
                         internalPosition.Status = PositionStatus.Finished;
+                        // Call HandleClosedPosition to ensure trade dates are properly updated
+                        await HandleClosedPosition(internalPosition);
                     }
                 }
             }
@@ -1161,6 +1163,8 @@ public class TradingBotBase : ITradingBot
                 {
                     // Trade close on exchange => Should close trade manually
                     await SetPositionStatus(signal.Identifier, PositionStatus.Finished);
+                    // Ensure trade dates are properly updated even for canceled/rejected positions
+                    await HandleClosedPosition(position);
                 }
             }
         }
diff --git a/src/Managing.Application/Grains/PlatformSummaryGrain.cs b/src/Managing.Application/Grains/PlatformSummaryGrain.cs
index e3353914..a08bec7c 100644
--- a/src/Managing.Application/Grains/PlatformSummaryGrain.cs
+++ b/src/Managing.Application/Grains/PlatformSummaryGrain.cs
@@ -443,20 +443,21 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
     }
 
     /// <summary>
-    /// Calculates a daily snapshot from positions for a specific date
+    /// Calculates a CUMULATIVE daily snapshot from positions up to a specific date
     /// </summary>
     /// <param name="positions">All positions to analyze</param>
-    /// <param name="targetDate">The date to calculate the snapshot for</param>
-    /// <returns>A daily snapshot for the specified date</returns>
+    /// <param name="targetDate">The date to calculate the snapshot up to</param>
+    /// <returns>A cumulative daily snapshot for the specified date</returns>
     private async Task<DailySnapshot> CalculateDailySnapshotFromPositionsAsync(List<Position> positions, DateTime targetDate)
     {
         var dayStart = targetDate;
         var dayEnd = targetDate.AddDays(1);
 
-        // For daily snapshots, we need to consider ALL positions to calculate:
-        // 1. Volume from trades that occurred on this specific day
+        // For CUMULATIVE daily snapshots, we need to consider ALL positions to calculate:
+        // 1. TOTAL volume from all trades that occurred on or before this day
         // 2. Open interest from positions that were active during this day
-        // So we'll process all positions and filter the relevant data
+        // 3. Cumulative position count up to this date
+        // So we'll process all positions and include relevant data cumulatively
 
         // Calculate metrics for this specific day
         var totalVolume = 0m;
@@ -499,84 +500,60 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
 
         foreach (var position in positions)
         {
-            // Calculate volume for trades that occurred on this specific day
-            var dayVolume = 0m;
-            
+            // Calculate CUMULATIVE volume up to this point in time
+            // Include all positions that were opened on or before the target date
             _logger.LogDebug("Checking position {PositionId}: Position.Date={PositionDate}, TargetDate={TargetDate}, Position.Date.Date={PositionDateOnly}", 
                 position.Identifier, position.Date, targetDate, position.Date.Date);
             
-            // Add opening volume if position was opened on this day
+            // Add opening volume if position was opened on or before this day
             // Use more flexible date comparison to handle timezone differences
-            if (position.Date.Date == targetDate || 
-                (position.Date >= targetDate && position.Date < targetDate.AddDays(1)))
+            if (position.Date.Date <= targetDate)
             {
                 var openingVolume = position.Open.Price * position.Open.Quantity * position.Open.Leverage;
-                dayVolume += openingVolume;
-                _logger.LogDebug("Position {PositionId} opened on {TargetDate}: Opening volume = {OpeningVolume}", 
+                totalVolume += openingVolume;
+                _logger.LogDebug("Position {PositionId} opened on/before {TargetDate}: Opening volume = {OpeningVolume}", 
                     position.Identifier, targetDate, openingVolume);
             }
 
-            // Add closing volume if position was closed on this day
+            // Add closing volume if position was closed on or before this day
             if (position.IsFinished())
             {
-                if (position.StopLoss.Status == TradeStatus.Filled && 
-                    (position.StopLoss.Date.Date == targetDate || 
-                     (position.StopLoss.Date >= targetDate && position.StopLoss.Date < targetDate.AddDays(1))))
+                if (position.StopLoss.Status == TradeStatus.Filled && position.StopLoss.Date.Date <= targetDate)
                 {
                     var closingVolume = position.StopLoss.Price * position.StopLoss.Quantity * position.StopLoss.Leverage;
-                    dayVolume += closingVolume;
-                    _logger.LogDebug("Position {PositionId} closed on {TargetDate} via StopLoss: Closing volume = {ClosingVolume}", 
+                    totalVolume += closingVolume;
+                    _logger.LogDebug("Position {PositionId} closed on/before {TargetDate} via StopLoss: Closing volume = {ClosingVolume}", 
                         position.Identifier, targetDate, closingVolume);
                 }
-                if (position.TakeProfit1.Status == TradeStatus.Filled && 
-                    (position.TakeProfit1.Date.Date == targetDate || 
-                     (position.TakeProfit1.Date >= targetDate && position.TakeProfit1.Date < targetDate.AddDays(1))))
+                if (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit1.Date.Date <= targetDate)
                 {
                     var closingVolume = position.TakeProfit1.Price * position.TakeProfit1.Quantity * position.TakeProfit1.Leverage;
-                    dayVolume += closingVolume;
-                    _logger.LogDebug("Position {PositionId} closed on {TargetDate} via TakeProfit1: Closing volume = {ClosingVolume}", 
+                    totalVolume += closingVolume;
+                    _logger.LogDebug("Position {PositionId} closed on/before {TargetDate} via TakeProfit1: Closing volume = {ClosingVolume}", 
                         position.Identifier, targetDate, closingVolume);
                 }
-                if (position.TakeProfit2 != null && position.TakeProfit2.Status == TradeStatus.Filled && 
-                    (position.TakeProfit2.Date.Date == targetDate || 
-                     (position.TakeProfit2.Date >= targetDate && position.TakeProfit2.Date < targetDate.AddDays(1))))
+                if (position.TakeProfit2 != null && position.TakeProfit2.Status == TradeStatus.Filled && position.TakeProfit2.Date.Date <= targetDate)
                 {
                     var closingVolume = position.TakeProfit2.Price * position.TakeProfit2.Quantity * position.TakeProfit2.Leverage;
-                    dayVolume += closingVolume;
-                    _logger.LogDebug("Position {PositionId} closed on {TargetDate} via TakeProfit2: Closing volume = {ClosingVolume}", 
-                        position.Identifier, targetDate, closingVolume);
+                    totalVolume += closingVolume;
                 }
             }
 
-            if (dayVolume > 0)
-            {
-                _logger.LogDebug("Position {PositionId} contributed {DayVolume} to {TargetDate} total volume", 
-                    position.Identifier, dayVolume, targetDate);
-            }
-
-            totalVolume += dayVolume;
-
-            // Calculate fees and PnL for positions closed on this day
-            var wasClosedOnThisDay = position.IsFinished() && (
-                (position.StopLoss.Status == TradeStatus.Filled && position.StopLoss.Date.Date == targetDate) ||
-                (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit1.Date.Date == targetDate) ||
-                (position.TakeProfit2 != null && position.TakeProfit2.Status == TradeStatus.Filled && position.TakeProfit2.Date.Date == targetDate)
+            // Calculate CUMULATIVE fees and PnL for positions closed on or before this day
+            var wasClosedOnOrBeforeThisDay = position.IsFinished() && (
+                (position.StopLoss.Status == TradeStatus.Filled && position.StopLoss.Date.Date <= targetDate) ||
+                (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit1.Date.Date <= targetDate) ||
+                (position.TakeProfit2 != null && position.TakeProfit2.Status == TradeStatus.Filled && position.TakeProfit2.Date.Date <= targetDate)
             );
 
-            if (wasClosedOnThisDay)
+            if (wasClosedOnOrBeforeThisDay)
             {
                 totalFees += position.CalculateTotalFees();
                 totalPnL += position.ProfitAndLoss?.Realized ?? 0;
             }
 
-            // Count positions that were active on this day (opened on or before, closed on or after)
-            var wasActiveOnThisDay = position.Date.Date <= targetDate && 
-                (!position.IsFinished() || 
-                 (position.StopLoss.Status == TradeStatus.Filled && position.StopLoss.Date.Date >= targetDate) ||
-                 (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit1.Date.Date >= targetDate) ||
-                 (position.TakeProfit2 != null && position.TakeProfit2.Status == TradeStatus.Filled && position.TakeProfit2.Date.Date >= targetDate));
-
-            if (wasActiveOnThisDay)
+            // Count positions that were created on or before this day (CUMULATIVE position count)
+            if (position.Date.Date <= targetDate)
             {
                 totalPositionCount++;
             }
@@ -586,7 +563,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
         var totalAgents = await _agentService.GetTotalAgentCount();
         var totalStrategies = _state.State.TotalActiveStrategies;
 
-        _logger.LogInformation("Calculated daily snapshot for {TargetDate}: TotalVolume={TotalVolume}, MaxOpenInterest={MaxOpenInterest}, TotalPositionCount={TotalPositionCount}", 
+        _logger.LogInformation("Calculated CUMULATIVE daily snapshot for {TargetDate}: CumVolume={TotalVolume}, MaxOpenInterest={MaxOpenInterest}, CumPositionCount={TotalPositionCount}", 
             targetDate, totalVolume, maxOpenInterest, totalPositionCount);
 
         return new DailySnapshot
diff --git a/src/Managing.Infrastructure.Database/PostgreSql/PostgreSqlTradingRepository.cs b/src/Managing.Infrastructure.Database/PostgreSql/PostgreSqlTradingRepository.cs
index 474f6af0..9d76c20f 100644
--- a/src/Managing.Infrastructure.Database/PostgreSql/PostgreSqlTradingRepository.cs
+++ b/src/Managing.Infrastructure.Database/PostgreSql/PostgreSqlTradingRepository.cs
@@ -438,13 +438,13 @@ public class PostgreSqlTradingRepository : ITradingRepository
 
     /// <summary>
     /// Updates a trade entity with data from a domain trade object
-    /// Only updates the date if the trade status is changing from Requested to Filled
+    /// Always updates the date when it changes to ensure accurate execution dates
     /// </summary>
     private void UpdateTradeEntity(TradeEntity entity, Trade trade)
     {
         // Only update the date if the trade status is changing from Requested to Filled
         // This prevents overwriting dates for trades that are already filled
-        if (entity.Status != TradeStatus.Filled && trade.Status == TradeStatus.Filled)
+        if (entity.Status !=  trade.Status)
         {
             entity.Date = trade.Date;
         }
diff --git a/src/Managing.WebApp/src/components/mollecules/TradesModal/TradesModal.tsx b/src/Managing.WebApp/src/components/mollecules/TradesModal/TradesModal.tsx
index 8a39ce4c..0a456108 100644
--- a/src/Managing.WebApp/src/components/mollecules/TradesModal/TradesModal.tsx
+++ b/src/Managing.WebApp/src/components/mollecules/TradesModal/TradesModal.tsx
@@ -1,5 +1,9 @@
 import React, {useEffect, useState} from 'react'
-import type {ClosePositionRequest, Position, UserStrategyDetailsViewModel} from '../../../generated/ManagingApi'
+import type {
+    ClosePositionRequest,
+    PositionViewModel,
+    UserStrategyDetailsViewModel
+} from '../../../generated/ManagingApi'
 import {BotClient, DataClient} from '../../../generated/ManagingApi'
 import useApiUrlStore from '../../../app/store/apiStore'
 import Modal from '../Modal/Modal'
@@ -9,6 +13,7 @@ interface TradesModalProps {
   showModal: boolean
   agentName: string | null
   strategyName: string | null
+  botIdentifier: string | undefined
   onClose: () => void
 }
 
@@ -16,6 +21,7 @@ const TradesModal: React.FC<TradesModalProps> = ({
   showModal,
   strategyName,
   agentName,
+  botIdentifier,
   onClose,
 }) => {
   const { apiUrl } = useApiUrlStore()
@@ -49,7 +55,7 @@ const TradesModal: React.FC<TradesModalProps> = ({
     }
   }
 
-  const closePosition = async (position: Position) => {
+  const closePosition = async (position: PositionViewModel) => {
     if (!agentName) return
     
     try {
@@ -60,7 +66,7 @@ const TradesModal: React.FC<TradesModalProps> = ({
       // Use BotClient instead of fetch
       const botClient = new BotClient({}, apiUrl)
       const request: ClosePositionRequest = {
-        identifier: position.initiatorIdentifier,
+        identifier: botIdentifier,
         positionId: position.identifier
       }
       
@@ -115,7 +121,7 @@ const TradesModal: React.FC<TradesModalProps> = ({
                 </thead>
                 <tbody>
                   {strategyData.positions && strategyData.positions.length > 0 ? (
-                    strategyData.positions.map((position: Position) => (
+                    strategyData.positions.map((position: PositionViewModel) => (
                       <tr key={position.identifier}>
                         <td>{new Date(position.date).toLocaleString()}</td>
                         <td className={position.originDirection === 'Long' ? 'text-success' : 'text-error'}>
diff --git a/src/Managing.WebApp/src/pages/botsPage/botList.tsx b/src/Managing.WebApp/src/pages/botsPage/botList.tsx
index 5cd7bc2a..5f3d025e 100644
--- a/src/Managing.WebApp/src/pages/botsPage/botList.tsx
+++ b/src/Managing.WebApp/src/pages/botsPage/botList.tsx
@@ -72,7 +72,7 @@ const BotList: React.FC<IBotList> = ({ list }) => {
   const [showManualPositionModal, setShowManualPositionModal] = useState(false)
   const [selectedBotForManualPosition, setSelectedBotForManualPosition] = useState<string | null>(null)
   const [showTradesModal, setShowTradesModal] = useState(false)
-  const [selectedBotForTrades, setSelectedBotForTrades] = useState<{ name: string; agentName: string } | null>(null)
+  const [selectedBotForTrades, setSelectedBotForTrades] = useState<{ name: string; agentName: string; identifier: string } | null>(null)
   const [showBotConfigModal, setShowBotConfigModal] = useState(false)
   const [selectedBotForUpdate, setSelectedBotForUpdate] = useState<{
     identifier: string
@@ -144,10 +144,10 @@ const BotList: React.FC<IBotList> = ({ list }) => {
     )
   }
 
-  function getTradesBadge(name: string, agentName: string) {
+  function getTradesBadge(name: string, agentName: string, botIdentifier: string) {
     const classes = baseBadgeClass() + ' bg-secondary'
     return (
-      <button className={classes} onClick={() => openTradesModal(name, agentName)}>
+      <button className={classes} onClick={() => openTradesModal(name, agentName, botIdentifier)}>
          <p className="text-primary-content flex">
             <ChartBarIcon width={15}></ChartBarIcon>
          </p>
@@ -160,8 +160,8 @@ const BotList: React.FC<IBotList> = ({ list }) => {
     setShowManualPositionModal(true)
   }
 
-  function openTradesModal(name: string, agentName: string) {
-    setSelectedBotForTrades({ name: name, agentName })
+  function openTradesModal(name: string, agentName: string, botIdentifier: string) {
+    setSelectedBotForTrades({ name: name, agentName, identifier: botIdentifier })
     setShowTradesModal(true)
   }
 
@@ -311,7 +311,7 @@ const BotList: React.FC<IBotList> = ({ list }) => {
                   <div className={baseBadgeClass(true)}>
                     PNL {bot.profitAndLoss.toFixed(2).toString()} $
                   </div>
-                  {getTradesBadge(bot.name, bot.agentName)}
+                  {getTradesBadge(bot.name, bot.agentName, bot.identifier)}
                 </div>
               </div>
             </div>
@@ -337,6 +337,7 @@ const BotList: React.FC<IBotList> = ({ list }) => {
         showModal={showTradesModal}
         strategyName={selectedBotForTrades?.name ?? null}
         agentName={selectedBotForTrades?.agentName ?? null}
+        botIdentifier={selectedBotForTrades?.identifier ?? undefined}
         onClose={() => {
           setShowTradesModal(false)
           setSelectedBotForTrades(null)