diff --git a/apps/web/routers/paper_trading.py b/apps/web/routers/paper_trading.py
index 7c976ff..13ce5f5 100644
--- a/apps/web/routers/paper_trading.py
+++ b/apps/web/routers/paper_trading.py
@@ -314,13 +314,19 @@ def get_positions(session_id: str) -> dict[str, Any]:
             is_parking = parking_symbol and p.symbol == parking_symbol
             if ss is None and not is_parking:
                 continue  # Only show positions tracked by this session
-            # Use locally-recorded entry price/qty for strategy positions to avoid
-            # orphaned-share contamination of Alpaca's blended avg_entry_price.
+            # Use locally-recorded entry price/qty to avoid cross-session contamination
+            # of Alpaca's blended avg_entry_price (multiple sessions share one broker account).
             ot = open_trades.get(p.symbol) if not is_parking else None
-            qty = float(ot["shares"]) if ot and ot.get("shares") else float(p.qty)
-            entry = float(ot["entry_price"]) if ot and ot.get("entry_price") else (
-                float(p.avg_entry_price) if p.avg_entry_price else 0.0
-            )
+            if is_parking and parking_state:
+                qty = float(parking_state.get("qty") or p.qty)
+                entry = float(parking_state["avg_price"]) if parking_state.get("avg_price") else (
+                    float(p.avg_entry_price) if p.avg_entry_price else 0.0
+                )
+            else:
+                qty = float(ot["shares"]) if ot and ot.get("shares") else float(p.qty)
+                entry = float(ot["entry_price"]) if ot and ot.get("entry_price") else (
+                    float(p.avg_entry_price) if p.avg_entry_price else 0.0
+                )
             cur_price = float(p.current_price) if p.current_price else None
             pnl = (cur_price - entry) * qty if cur_price and entry and qty else float(p.unrealized_pl)
             pnl_pct = pnl / (entry * qty) * 100 if entry and qty else 0.0