A pile of trades is not an edge until you cut it.
Three surfaces, one shared period selector: a dashboard for the glance, stats for everything, and a trades workspace for the actual work. Then the prop-firm layer on top, because where you stand against the rules is a different question from whether you are any good.
Where you are, in one screen.
Journal in R without booking cash and Vink values those trades through the account’s risk-per-trade so the curve and the drawdown stay real — always shown as estimated, never quietly folded in as though it were booked. Filled trades only: an order the market never took gets no cash value at all, however good its R would have been.
The distribution tells you more than the total.
A month carried by one enormous winner over a long tail of −1R losses is not the same business as a month of steady +0.4R grinding, and the headline number cannot tell them apart. The R-multiple histogram can.
Which instruments actually pay you, and which one you keep going back to
The weekday you keep losing on, in a column
Whether your edge is a session or a habit
Setups ranked by what they returned, mistakes by what they cost
What FOMO trades average, against what calm ones average
High-impact days versus quiet ones
And a table you can do real work in.
Paginated and sortable, filtered by direction, outcome, instrument, tag or emotion. Select rows to move or copy them between accounts, combine several fills into one position, or send two trades to a side-by-side comparison with both charts open.
| Selected | Opened | Instrument | Entry | Size | MAE | MFE | R | Plan | Emotion |
|---|---|---|---|---|---|---|---|---|---|
| 24 JUL 09:41 | XAUUSD | 2318.40 | 1.40 | −0.4R | +2.9R | +2.58 | Yes | calm | |
| 24 JUL 09:52 | XAUUSD | 2320.10 | 0.60 | −0.2R | +2.4R | +2.10 | Yes | calm | |
| 23 JUL 10:02 | XAUUSD | 2309.80 | 1.40 | −0.9R | +1.1R | +0.90 | Partly | impatient | |
| 22 JUL 08:15 | XAUUSD | 2331.60 | 1.00 | −1.0R | +0.3R | −1.00 | No | fomo | |
| 19 JUL 09:38 | XAUUSD | 2297.20 | 1.40 | −0.3R | +3.6R | +3.40 | Yes | calm |
Two charts, side by side, at full size
Pick any two trades and put their screenshots next to each other with the numbers underneath. This is how you find out that your winners and your losers look identical at entry.
Planned, never filled, and still worth knowing
A front-run is its own outcome with its own colour, and it is out of everything that scores you: win rate, expectancy, Total R, net P&L, the equity curve, prop-target progress and your daily loss limit. A never-filled order cannot move a balance. What it would have paid is reported on its own instead: Left on the table, stated in R and left unsigned, because it is neither money made nor money lost.
The ones you never took at all get their own section
A setup you watched go without you is a different animal from an order that never filled, so it lives in its own Missed section and stays out of every figure that scores you. Stats will score that section on its own, or fold it into the rest, but only from a switch you set — left alone it shows the trades you actually took. Most journals let you quietly forget these. That is exactly why the pattern never changes.
Ranked observations, each carrying its sample
A column of plain statements derived from your own rows and ordered by what they are costing you — the mistake tag you keep paying for, the weekday that doesn’t pay, whether your high-confidence trades really are your best ones. Nothing is invented and nothing is benchmarked against other traders: each line shows how many trades it rests on and how far to trust it, a rule stays silent below four trades, and any reading of why is labelled a guess. It reads your history and points; it does not yet remember what you have addressed.
One account, some of them, or all of them
A multi-select switcher scopes every screen at once: all active, everything including archived, or an arbitrary set. Nothing is converted between currencies behind your back — span two and the totals drop their symbol and say so on screen. Archived accounts keep their trades. Drawdown is measured twice on purpose — peak-to-trough in your stats, and statically from the starting balance against a prop rule, because that is the one the firm is scoring.
What an edge like yours does from here
Your win rate, average win and average loss are read off the trades you have already taken, then run 100,000 times against that account’s own target, drawdown and risk per trade. Against a challenge it reports how often the edge clears the phase before the drawdown ends it, the typical worst drawdown along the way, and the odds of chaining every phase to funded. With no rules set it reports where the edge lands instead — the median outcome and both tails, never an average, because the mean of a set of equity outcomes describes none of them. Every input is editable, so a what-if costs a keystroke, and each figure carries the margin of error it was measured to. The daily loss limit is deliberately not modelled: a run over trades has no days in it, and the page says so.
Which of your trades ran into an event
A refreshed economic calendar with impact and currency filters, matched against each trade’s whole lifetime and tagged before entry, during, or after exit — plus a news-day filter on the table and a “by news” cut in your stats.
- Wide tables scroll, they never restack. Columns stay comparable at every width, because comparing is the job.
- Hide amounts with one toggle when someone is standing behind you — every money figure masks, the shape of the data stays.