Analytics guide

The Analytics page is your performance laboratory. Where the Dashboard answers "how am I doing right now?", Analytics answers "what do my results actually say about my edge?" — across whatever slice of history you choose. Everything on the page recomputes from the filter bar at the top, so you can study your whole record or drill into a single account, symbol, or setup grade.

By default Analytics studies your closed (realized) trades, and percentage returns use a time-weighted method so deposits and withdrawals don't distort them.

Most numbers have a small ⓘ icon — hover it for the exact definition and any caveats. The sections below explain what each area is for.

The filter bar

Everything below the filter bar reflects the filter you set. You can combine any of these:

• Date presets — Last 7d, 30d, 90d, YTD, Last Year, All-time — or set an explicit From / To range.
• Account, Asset (Stock / Options / Futures / Forex / Crypto), Side (Long / Short), Outcome (Win / Loss / Break-even), Grade (A+ → D), and Status (Closed only — the default — or Include open).

A line under the bar confirms how many trades matched and the effective date range. When you change a filter, the page updates in place and briefly shows "Refreshing…" rather than reloading from scratch.

Summary

A grid of headline stats for the filtered set. Grouped roughly as:

• Activity & profitability: Total Trades, Win Rate, Net P&L, Avg Win, Avg Loss, Expectancy, Profit Factor.
• Edge in R: Avg R — your average result expressed in multiples of risk.
• Risk-adjusted: Sharpe (return per unit of total volatility), Sortino (per unit of downside volatility), Calmar (return per unit of worst drawdown). These need enough history to be meaningful — Sharpe/Calmar show only with ~30+ trading days.
• Consistency: Profitable Months, Avg Month, Max Drawdown, Best Day, Worst Day.
• Concentration: Top-3 Concentration — the share of your P&L coming from your three biggest symbols (high values flag over-reliance on a few names).

Edge Quality

Is your edge real, and how big? Two readouts:

• SQN (System Quality Number) — √N × mean(R) ÷ stdev(R), a measure of how consistent your edge is. Rough bands run from "poor" (<1.6) to "superb" (>5). Computed over trades that carry a stop; noisy below ~30 trades.
• Breakeven win rate — the win rate you'd need just to break even at your current average win/loss sizes. Your actual win rate above this line is your edge.

Edge Trend

How your edge is moving over time, not just its average. A rolling window walks through your trades chronologically and plots a metric you choose — Win rate, Avg R, or Expectancy. When you have enough trades it offers multiple window sizes (e.g. 20- and 50-trade). Series whose recent stretch is trending down get a small "declining" chip, so erosion is easy to spot before it shows up in the totals.

Equity Curve

Your cumulative net P&L over the filter range, summed day by day from $0. Shaded red bands mark drawdown periods — stretches where equity sat below its running peak before recovering. (Realized-only for now.)

Drawdown Analysis

A ranked table of your individual drawdown episodes — depth in dollars and percent, and duration — plus the Ulcer Index, the root-mean-square of percentage drawdowns (a measure of how deep and sustained the pain was, not just the single worst point).

Calendar Heatmap

A month-style grid coloring each day by P&L — green for up days, red for down — so seasonality and hot/cold streaks jump out at a glance.

Distributions

Three histograms showing the shape of your results, not just averages:

• P&L per Trade — are your outcomes tightly clustered or fat-tailed?
• R-multiple — how your wins and losses size up relative to risk.
• Duration — how long you hold.

Risk per Trade

How consistently you size your risk. Toggle between $ (dollar risk) and % equity (risk as a share of equity at entry), shown as a histogram. Tight clustering means disciplined sizing; a wide spread means you're risking very different amounts trade to trade. (Only includes trades with a defined risk — a stop, or a defined-risk option.)

Plan Compliance

Does discipline pay? This splits your performance by plan compliance and by stop discipline, so you can see — in your own data — whether following the plan and using stops actually produces better expectancy.

Performance Breakdowns

The same metrics (trade count, win rate, net P&L, expectancy) sliced across many dimensions, so you can find where your edge concentrates: By Asset Class, Symbol, Strategy Tag, Account, Portfolio, Day of Week, Hour of Day, Month, Setup Grade, Emotional State, Duration Bucket, and Side.

Acting on what you find

Two links at the bottom carry your current filter forward:

• Generate report from this view → — opens the Reports page with this date range and account pre-filled.
• View matching trades → — opens your trade list filtered to the same set, so you can inspect the individual trades behind the numbers.

How to use it

• Start broad, then narrow. Look at All-time or YTD first, then filter by grade, tag, or symbol to find where your edge lives — and where it leaks.
• Watch Edge Trend, not just the average. A healthy lifetime Avg R can hide a recent decline.
• Cross-check discipline. If Plan Compliance and Risk per Trade show that on-plan, well-sized trades outperform, that's your strongest argument for sticking to the process.

Good to know

• Analytics covers closed trades by default; switch Status → Include open only when you specifically want open positions in the mix (they have no realized P&L).
• Some metrics deliberately stay blank until there's enough data (e.g. SQN, Sharpe, Calmar) rather than show a noisy number.
• For forward-looking projections (Monte Carlo) and position sizing (Kelly / optimal-f), see the Simulations page — those tools moved off Analytics so the page stays focused on what happened.

See also: the Analytics Overview for how Analytics fits alongside Dashboard, Reports, and Simulations.