diff --git a/scripts/weekly_report.py b/scripts/weekly_report.py
index b05e0ba..108f6c2 100644
--- a/scripts/weekly_report.py
+++ b/scripts/weekly_report.py
@@ -11,6 +11,7 @@ import sys
 from pathlib import Path
 sys.path.insert(0, str(Path(__file__).parent.parent))
 
+import re
 import subprocess
 from datetime import date, timedelta
 
@@ -67,3 +68,54 @@ def run_backtest(
     )
     wf = WalkForwardBacktester(cfg)
     return wf.run()
+
+
+# ── 로그 파싱 패턴 ────────────────────────────────────────────────
+_RE_ENTRY = re.compile(
+    r"\[(\w+)\]\s+(LONG|SHORT)\s+진입:\s+가격=([\d.]+),\s+수량=([\d.]+),\s+SL=([\d.]+),\s+TP=([\d.]+)"
+)
+_RE_CLOSE = re.compile(
+    r"\[(\w+)\]\s+청산 감지\((\w+)\):\s+exit=([\d.]+),\s+rp=([\d.-]+),\s+commission=([\d.]+),\s+net_pnl=([\d.-]+)"
+)
+_RE_TIMESTAMP = re.compile(r"^(\d{4}-\d{2}-\d{2})\s")
+
+
+def parse_live_trades(log_path: str, days: int = 7) -> list[dict]:
+    """봇 로그에서 최근 N일간의 진입/청산 기록을 파싱한다."""
+    path = Path(log_path)
+    if not path.exists():
+        return []
+
+    cutoff = (date.today() - timedelta(days=days)).isoformat()
+    open_trades: dict[str, dict] = {}
+    closed_trades: list[dict] = []
+
+    for line in path.read_text().splitlines():
+        m_ts = _RE_TIMESTAMP.match(line)
+        if m_ts and m_ts.group(1) < cutoff:
+            continue
+
+        m = _RE_ENTRY.search(line)
+        if m:
+            sym, side, price, qty, sl, tp = m.groups()
+            open_trades[sym] = {
+                "symbol": sym, "side": side,
+                "entry_price": float(price), "quantity": float(qty),
+                "sl": float(sl), "tp": float(tp),
+                "entry_time": m_ts.group(1) if m_ts else "",
+            }
+            continue
+
+        m = _RE_CLOSE.search(line)
+        if m:
+            sym, reason, exit_price, rp, commission, net_pnl = m.groups()
+            trade = open_trades.pop(sym, {"symbol": sym, "side": "UNKNOWN"})
+            trade.update({
+                "close_reason": reason, "exit_price": float(exit_price),
+                "expected_pnl": float(rp), "commission": float(commission),
+                "net_pnl": float(net_pnl),
+                "exit_time": m_ts.group(1) if m_ts else "",
+            })
+            closed_trades.append(trade)
+
+    return closed_trades
diff --git a/tests/test_weekly_report.py b/tests/test_weekly_report.py
index bb4693c..429bbfb 100644
--- a/tests/test_weekly_report.py
+++ b/tests/test_weekly_report.py
@@ -46,3 +46,30 @@ def test_run_backtest_returns_summary():
 
     assert result["summary"]["profit_factor"] == 1.57
     assert result["summary"]["total_trades"] == 27
+
+
+def test_parse_live_trades_extracts_entries(tmp_path):
+    """봇 로그에서 진입/청산 패턴을 파싱하여 트레이드 리스트를 반환."""
+    from scripts.weekly_report import parse_live_trades
+
+    log_content = """2026-03-01 10:00:00.000 | INFO     | src.bot:process_candle:42 - [XRPUSDT] LONG 진입: 가격=2.5000, 수량=100.0, SL=2.4000, TP=2.7000
+2026-03-01 10:15:00.000 | INFO     | src.bot:process_candle:42 - [XRPUSDT] 신호: HOLD | 현재가: 2.5500 USDT
+2026-03-01 12:00:00.000 | INFO     | src.user_data_stream:_handle_order:80 - [XRPUSDT] 청산 감지(TAKE_PROFIT): exit=2.7000, rp=20.0000, commission=0.2160, net_pnl=19.5680
+"""
+    log_file = tmp_path / "bot.log"
+    log_file.write_text(log_content)
+
+    trades = parse_live_trades(str(log_file), days=7)
+    assert len(trades) == 1
+    assert trades[0]["symbol"] == "XRPUSDT"
+    assert trades[0]["side"] == "LONG"
+    assert trades[0]["net_pnl"] == pytest.approx(19.568)
+    assert trades[0]["close_reason"] == "TAKE_PROFIT"
+
+
+def test_parse_live_trades_empty_log(tmp_path):
+    """로그 파일이 없으면 빈 리스트 반환."""
+    from scripts.weekly_report import parse_live_trades
+
+    trades = parse_live_trades(str(tmp_path / "nonexistent.log"), days=7)
+    assert trades == []