diff --git a/apps/orb_trader/engine.py b/apps/orb_trader/engine.py
index 7e75775..cda6a41 100644
--- a/apps/orb_trader/engine.py
+++ b/apps/orb_trader/engine.py
@@ -63,10 +63,9 @@ class ORBTradingEngine:
         self._params = params
         self._log_callback = log_callback  # optional scheduler._log for UI visibility
 
-        # Force live trading overrides
-        self._params.compound_returns = True
-        self._params.settlement_days = 0
-        self._params.slippage_bps = 0.0
+        # Live trading overrides
+        self._params.settlement_days = 0  # paper trading; no real T+1 settlement
+        self._params.slippage_bps = 0.0   # real fills, no simulated slippage
         # IEX feed has ~1-3% market share vs SIP; RVOL computed from IEX ORB volume
         # relative to SIP avg_daily_vol would be ~0.01-0.03 (min_rvol=1.0 would filter
         # everything). Disable the threshold filter; RVOL is still used for ranking.
@@ -883,11 +882,20 @@ class ORBTradingEngine:
                     self._session.session_id, date_str, pos.ticker
                 )
 
-        # Cancel any unfilled breakout orders
+        # Cancel any unfilled breakout candidates (in-memory and DB)
         for cand in self._pending_cands:
             self._state.update_candidate_status(
                 self._session.session_id, date_str, cand["ticker"], "timeout"
             )
+        self._pending_cands = []
+
+        # Also sweep DB for any pending records not in in-memory list (e.g. after restart)
+        db_cands = self._state.list_candidates(self._session.session_id, date_str)
+        for c in db_cands:
+            if c["status"] == "pending":
+                self._state.update_candidate_status(
+                    self._session.session_id, date_str, c["ticker"], "timeout"
+                )
 
         return {"closed": closed}