Trade Journal
Local Storage
Trade History
| Date & Tags | Asset | P&L | R-Multiple | Actions |
|---|
Risk Calculators
Position Size
Amount to Risk
£0.00
Position Size
0.00
Risk of Ruin
Using your journal's filtered stats:
Losing Trades to Ruin
0
Risk of Ruin A forward-looking projection. It answers: "If I consistently risk this percentage on all future trades, what is the probability of hitting my drawdown limit, given my historical performance (R-Expectancy)?"
0.00%
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Net P&L
£0.00
Profit Factor
0.00
Win Rate
0%
R-Expectancy
0.00R
Current Balance
Your initial balance adjusted by the cumulative P&L of all recorded trades.£0.00
Net P&L
The sum of all individual trade profits and losses.£0.00
Total R
The sum of all R-multiples from your trades.0.00R
Win Rate
The percentage of your trades that are profitable.This is the Maximum Likelihood Estimate (MLE) for your strategy's probability of success (p). It is the single best estimate for 'win probability' that makes your observed data the most likely.
0.00%
Risk-Reward
The ratio of your average R per win to your average R per loss.0.00:1
Profit Factor
Total Gross Profit / Total Gross Loss.0.00
Show All Metrics
Total Trades
The total number of trades recorded.0
Winning Trades
The count and percentage of profitable trades.0 (0.00%)
Losing Trades
The count and percentage of losing trades.0 (0.00%)
Avg. Win P&L
The average monetary profit of your winning trades.This is the Maximum Likelihood Estimate (MLE) for the mean (μ) of your winning trade distribution.
£0.00
Avg. Loss P&L
The average monetary size of your losing trades.This is the Maximum Likelihood Estimate (MLE) for the mean (μ) of your losing trade distribution.
£0.00
Avg. R per Win
The average R-multiple gained from your winning trades.0.00R
Avg. R per Loss
The average R-multiple lost from your losing trades.0.00R
EV per Trade (£)
The long-term average profit or loss you can expect per trade.£0.00
EV per Trade (R)
Your Expected Value per trade in R-multiples.This is the Maximum Likelihood Estimate (MLE) for the true mean of your strategy's R-multiple distribution.
0.00R
Break-Even Win Rate
The minimum win rate your strategy needs to cover its losses.0.00%
Std. Dev. of P&L
Measures the volatility of your trade outcomes.£0.00
Sharpe Ratio
A measure of risk-adjusted return. Higher is better.0.00
Downside Dev. P&L
Focuses on 'bad' volatility.£0.00
Sortino Ratio
Measures the return per unit of *downside* risk.0.00
Max Drawdown
The largest peak-to-trough decline in your balance.£0.00
Max DD Duration
The longest time (in days) your account spent "underwater", below a previous equity high.0 days
Recovery Factor
Net Profit divided by Max Drawdown. Shows how well the system recovers from losses. Higher is better (>2.0 is great).0.00
Longest Win Streak
The maximum number of consecutive winning trades.0
Longest Loss Streak
The maximum number of consecutive losing trades.0
Z-Score (Streaks)
Measures streak randomness. A score between -1.96 and +1.96 suggests streaks are random. Outside this range may indicate non-random patterns (e.g. psychological issues).0.00
System Quality (SQN)
Measures system quality by Van Tharp. <1.6: Junk, 1.6-1.9: Average, 2.0-2.4: Good, 2.5-2.9: Excellent, >3.0: Holy Grail. Requires at least 30 trades for significance.0.00
Daily Outcome Prediction
These charts show your historical Win Rate and Loss Rate for each day of the week. This acts as a prediction for your performance on any given day based on past data.
Outcome Predictability (Markov Analysis)
These charts show the probability of your next trade's outcome based on the result of your previous trade. This helps identify if you have winning or losing streaks.
Performance by Day of the Week
These charts show your total number of winning and losing trades for each day of the week, allowing you to easily compare trade frequency and outcomes.
Advanced Sequential Analysis
These charts predict the most likely day for your next win or loss, based on the outcome of your last trade. It helps identify patterns like "after a loss, I tend to win on Wednesdays".
Simulation Settings
"Fat-Tail" Event Definition
Calculated automatically from trades where R-multiple is outside the defined range.
Simulated Equity Paths (10-90th Percentile)
Based on 0 sets of 0 trades. The solid line is the median (50th percentile) outcome.
Simulated Avg. P&L
£0.00
VaR 5% (Max Loss)
£0.00
5th percentile simulated loss
Sim Max Drawdown
£0.00
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