How to Read Your Edge Trend

Your all-time win rate and average R are useful, but they hide the most important question a trader can ask: is my edge still working — right now — or is it quietly fading? A strategy that printed money for two years can stop working in two months, and a single blended average will mask that until the damage is done. Edge Trend rolls your key performance metrics forward through time so you can see a setup losing its edge before it drains your account.

What it shows

Edge Trend plots one of three performance metrics over a moving window of your trades:

• Win rate — the percentage of trades that were profitable.
• Avg R — the average reward-to-risk multiple (trades that carry a defined risk: a stop, or a defined-risk option).
• Expectancy — average profit or loss per trade, in dollars.

Each is recomputed over a sliding window and drawn as a line, so a healthy edge looks like a steady or rising line, and a decaying edge slopes down.

The windows

Use the window selector to choose how the metric is measured over time:

• 20-trade / 50-trade — a rolling window. Each point is your performance over the last N trades at that moment. The 20-trade window is more responsive (reacts fast, but noisier); the 50-trade window is smoother (slower to react, but more reliable). A window only appears once you have enough trades to draw a meaningful line.
• Monthly — a calendar window. One point per month, useful for spotting seasonality and longer-term drift.

Start with the 50-trade window for the signal, and cross-check with 20-trade to see if a recent shift is real or just noise.

Overall vs. per-strategy

The bold Overall line covers every trade in your current filter. The thinner lines break performance out per strategy tag (your most-traded setups). This is where Edge Trend earns its keep: your overall numbers can look fine while one specific setup is bleeding — the per-strategy lines surface exactly which playbook is decaying so you can pull back on it without abandoning the rest.

The "declining" flags

When a line's recent stretch sits meaningfully below where it started (for the metric you're viewing), Edge Trend marks it with a ↓ declining chip. Think of it as an early-warning light: it's telling you that, on this metric, that series is trending the wrong way. The chips update when you switch metrics — a setup might be fine on win rate but declining on Avg R (you're winning as often, but your winners are shrinking relative to your risk), which is itself a valuable distinction.

How to use it

1. Open Analytics and find the Edge Trend panel.
2. Pick a metric (start with Expectancy — it's the bottom line) and a window (start with 50-trade).
3. Scan the Overall line for a downward slope, and check for any ↓ declining chips.
4. If something's declining, switch to the per-strategy view and the other metrics to localize what is fading and why (fewer wins? smaller winners? bigger losers?).
5. Narrow the date / account / asset filters to zoom in — Edge Trend honors the page filter, so you can isolate a single market, account, or period.

How to act on it

• A declining Avg R or expectancy on a specific setup is your cue to reduce size on it, tighten entry criteria, or sit it out until the line recovers — rather than doubling down on a fading edge.
• A win rate that holds while expectancy falls means your winners are getting smaller or losers bigger — check whether you're cutting winners early or letting losers run.
• A broad, simultaneous decline across setups often points to a market-regime change rather than a you-problem; the fix may be waiting for conditions, not tinkering with the strategy.

Caveats

• Rolling windows need data. On a thin sample the lines are jumpy — treat short, noisy windows with skepticism and prefer the 50-trade view.
• Avg R only counts trades with a defined risk (a stop or a defined-risk option); win rate and expectancy use all closed trades.
• A dip isn't always decay. Normal variance produces down-stretches even with a stable edge — use the declining flag as a prompt to investigate, not an automatic verdict.
• It describes what happened, not what will happen. Pair it with the Monte Carlo tool (forward-looking risk) and Position Sizing for the full picture.