Trading Stats, Rebuilt: Five Views, a Compare Tool, and Reporting Currency

The stats page has been rebuilt from the ground up.

The old page was a single long scroll, with every statistic arranged in one fixed order. Finding the figure you needed often meant scrolling past several unrelated sections.

Stats are now split across five views, each built around a different question:

• Overview: your headline results, return history, and trade outcomes
• Performance: your edge, your streaks, and how much margin you have above break-even
• Risk: drawdowns, recovery, position sizing, exposure, and risk-adjusted returns
• Review: your planning, self-ratings, predictions, and execution quality
• Compare: results broken down across strategies, markets, time, and habits

There are many new statistics across all five, plus a reporting currency selector so combined figures make sense when you trade more than one account. Here is what is in each view.

Overview: The Whole Picture in One Screen

Overview is the view you land on. Net P&L, total R, compounded return, trading period, and trade count sit across the top, followed by win rate, trade expectancy, profit factor, average win to loss, drawdown and run-up, and a long versus short breakdown.

Two things on this view are worth calling out.

Return history plots your results over time, as either a cumulative curve or period-by-period bars, at daily, weekly, monthly, quarterly, or yearly granularity. Alongside it sit your active periods, your profitable period rate, your average profitable and losing period, and your best and worst period on record.

The Trade outcomes section breaks your results down by what actually happened: wins, break-evens, and losses. It shows each outcome's share of your trades, its contribution to your result, and its average duration. Below that, a costs and adjustments strip shows how your gross result became your net result once commissions, fees, roll, and dividends were applied, and what that drag cost you overall.

A return type toggle sits at the top of the page. Switch the whole view between R:R, profit, and percentage, and every figure follows.

Performance: Do You Have an Edge, and How Much Room Does It Leave You?

Performance is about your edge and how consistently it shows up.

Trade expectancy, profit factor, average win to loss, and your largest winning and losing trades are all here, along with a Trading Mastery score that reads across your trade history and tells you which areas have enough data behind them to draw conclusions from, and which still need more trades.

The Trade streaks section shows your longest runs of consecutive wins, losses, and break-evens, with the dates, the R result, and how long each run lasted. Useful context the next time a losing run has you questioning the strategy.

The Break-even requirements section is the one to sit with. Given your average win to loss ratio, it shows the minimum win rate you need to break even. Given your win rate, it shows the minimum payoff ratio you need to break even. Both are plotted against where you currently sit, so you can see how much margin you have and which of the two you would need to move to get more.

Risk: Drawdowns, Sizing, and Return per Unit of Risk

Risk brings together everything about what your results cost you to produce.

Risk-adjusted performance covers the Sharpe, Sortino, and Calmar ratios. The inputs behind them, including annualised volatility, downside deviation, maximum drawdown, and annualised return, are shown alongside so the ratios are not black boxes. Where the underlying data is not complete enough to calculate a figure honestly, the view says so rather than showing a number it cannot stand behind.

Drawdown history plots your distance below the previous peak across your whole trading record, with your current drawdown and how long you have been below peak. Below it, drawdown episodes lists your largest drawdowns individually, including their depth, time to the lowest point, recovery time, and trade count. Your average drawdown, typical recovery time, and recovery rate are summarised above.

The rest of the view is about behaviour rather than outcome:

• Loss containment: how your losing trades compared with the amount you originally risked, including how often you went beyond your risk boundary and by how much
• Risk sizing consistency: your typical risk per trade, the middle range you normally sit in, and how many positions were sized well above it
• Standard deviation: how widely your trade returns vary around your average
• Concurrent positions: the most trades you had open at once, and the recorded risk during that period
• Monthly consistency: how often your active months reached a trade-adjusted target, with a consistency score, a dependable monthly return, and your average shortfall when you missed

Read together, these answer a question a P&L curve cannot: were the results produced by a repeatable process, or by size?

Review: Did You Follow Your Own Plan?

Review is where your journalling comes back to you as data.

It opens with your actual R against your planned R, and the deviation between them. This is the gap between how your trades went and how they would have gone if you had executed to plan.

From there:

• Planning coverage: how many opportunities were planned and executed, planned and invalidated, or executed with no plan at all
• Direction predictions: how often your recorded long or short call turned out to be correct, filterable to long only or short only
• Self-review profile: your average rating across analysis, entry, stop, target, management, mindset, and exit, plus a rating-versus-performance breakdown showing the expectancy and win rate behind each rating you give

That last one tends to change behaviour. If your one-star trades and your five-star trades produce similar results, your ratings are not measuring what you think they are. If they do not, your own judgement is a usable filter.

Entry and exit efficiency and price movement by trade round the view out. They show how much of each trade's available range you captured on the way in and on the way out, how far price ran in your favour and against you, and how much distance was left to your target or stop. Each is shown per trade, so outliers stay visible instead of being averaged away, and price movement can be read in R:R, pips, or gross terms.

Compare: The One to Try First

Compare is new, and it is the reason to log in.

Every other view tells you how you are doing overall. Compare tells you where the result came from: which strategies, symbols, sessions, days, and habits.

Start with a quick comparison and adjust from there. Compare one thing at a time, such as accounts, strategies, symbols, markets, tags, sessions, weekdays, hours, long versus short, or your own self-ratings. You can also start from a two-way comparison, such as strategies by market, symbols by strategy, strategies by session, strategies by weekday, or sessions by weekday.

Or build your own. Pick what to compare by, optionally pick a second dimension to split by, then choose which statistics to show, including trades, net R, win rate, expectancy, profit factor, and more. The result reads as bars, a timeline, raw values, or a heatmap, and the comparison table below expands so you can drill into any group.

The questions this answers are the ones traders usually guess at:

• Does your best strategy stay your best strategy in every market you run it in?
• Are your morning results and your afternoon results the same strategy, or two different ones?
• Is the symbol you trade most also the symbol you trade well?
• Does one weekday quietly account for most of your drawdown?

You can reach these answers with filters and a lot of patience. Compare gets you there in one screen.

Choose the Currency Your Results Are Reported In

If you run accounts in more than one currency, combined totals have always been awkward. Adding a euro account to a dollar account and reading the sum does not tell you much.

A reporting currency selector has been added to the dashboard and the stats pages. Set it, and every combined monetary figure, including totals, statistics, and charts, is reported in that currency. Individual trades stay in their original account currency, so nothing about your records changes.

By default it is set to Auto, which uses the most common currency in whatever results you are currently looking at. Change it whenever you want to filter or review across accounts that do not share a currency.

One thing to know about how it works: the combined total is converted at the current day's exchange rate. It is not converted trade by trade at the rate that applied on each closing date, so a trade you closed two years ago is valued at today's rate along with everything else. That means the reported total will move as exchange rates move, even across a set of trades that has not changed.

This makes the selector useful for comparing several accounts in one currency today. The result is a present-day comparison rather than a historical record of the exchange rate at the time of each trade.

More Detail on the Accounts Page

The accounts page now carries a fuller performance summary for each account: balance, planned risk, net contributions, trades and win rate, net P&L, and total R. It also shows two return figures that can look similar but measure different things.

• Realized account return: your cash-flow-neutral return calculated from the account's recorded balance events. Deposits and withdrawals adjust the capital base instead of counting as performance. It includes realized trading results and commissions, but not unrealized P&L.
• Compounded trade return: the geometrically linked result of your saved closed-trade percentages. It applies each trade's percentage sequentially, using the same trade-based calculation shown on the Trades and Statistics pages. It does not follow deposits, withdrawals, or the timing of the actual account balance, and overlapping trades are treated as sequential returns.

Use realized account return to understand performance from the account's balance history. Use compounded trade return to see the trade-based percentage used elsewhere in Trading Vault. The figures can differ because they are calculated from different records and make different assumptions about the order and timing of returns.

The compounded trade return also reflects a broader change to how percentage returns are calculated across Trading Vault.

How Percentage Returns Are Calculated

One change worth being clear about, because it will move a number you may have been tracking.

Percentage returns were previously produced by adding together the percentage result of each individual trade. Percentages do not add. A gain of ten percent followed by a loss of ten percent does not leave you flat, and summing the two says it does. The error grows with your trade count, and it gets worse once filters are applied or the selection spans accounts with different balances.

Percentage returns on the Trades and Statistics pages are now geometrically linked. Each saved closed-trade percentage is chained onto the last, giving the compounding effect that simple addition misses. This produces the compounded trade return for the selected trades; it is not intended to reproduce the realized account return, which is based on recorded account balance events. If you have been tracking your percentage return, expect the figure to change.

Open the Stats Page

The rebuilt stats page is live now at app.trading-vault.com.

Start on Overview to get your bearings, then go straight to Compare and split your results by strategy and market. If there is a gap between where you think your edge is and where it actually is, that is the screen that will show you.

Good trading, and better reviewing.