Stats

Trading Vault Stats turn your filtered journal into a structured analysis of results, edge, risk, review quality, execution, and consistency. The area is organized into five pages:

• Overview summarizes what happened.
• Performance evaluates the strength of your trading edge.
• Risk shows the downside and consistency behind your returns.
• Review connects your planning and execution process to the result.
• Compare reveals where performance changes across strategies, accounts, tags, markets, time, and other conditions.

Overview is included with the Free plan. Performance, Risk, Review, and Compare are available with Pro.

Explore the Stats guide

• How statistics are calculated explains filters, return types, compounding, data coverage, and availability.
• Overview covers headline results, return history, core performance, outcomes, and costs.
• Performance covers edge, break-even requirements, extreme trades, and outcome streaks.
• Trading Mastery Score explains the five dimensions, evidence requirements, and total score.
• Risk covers risk-adjusted returns, drawdown, recovery, loss containment, sizing, and exposure.
• Monthly Return Reliability explains dependable monthly production and opportunity-adjusted targets.
• Review covers planning, direction predictions, ratings, plan deviation, and execution efficiency.
• Compare explains dimensions, splits, baselines, metric selection, and visualizations.

Start with the trades you want to study

Stats analyze the trades selected by your current filters. Filter first when you want to investigate a specific account, strategy, symbol, market, session, tag, date range, outcome, rating, or execution condition. The same selection follows you between the Stats pages.

Most supported returns can be displayed as R, profit, or percentage. Some statistics use one fixed unit because their meaning depends on it. For example, monthly risk-adjusted ratios use saved percentage returns, while execution-efficiency percentages measure how much of an available price range was captured.

Missing information is not silently treated as zero. A statistic can show that it needs more trades, a longer period, or better data coverage before it is reliable. Use the information shown with the result to understand its evidence and requirements.

For the rules shared by all metrics, read How statistics are calculated. For a short definition of an individual trading term, visit the glossary.

Overview

For formulas, interpretation, and evidence requirements, read the detailed Overview guide.

Overview answers: What happened across the trades I selected?

Use it as the starting point for every analysis. It combines headline results with return history, core measures of edge, direction, trade outcomes, and trading costs.

Headline result and return history

See Net P&L, Total R, or compounded percentage return alongside the selected trading period and trade count. The return graph shows how the result developed chronologically and can group activity by day, week, month, quarter, or year.

Supporting period statistics include profitable-period rate, average profitable and losing periods, and the best and worst period.

Core performance

Overview brings together the statistics traders most often use to judge a sample:

• Win rate
• Trade expectancy
• Profit factor
• Average win/loss ratio
• Maximum drawdown and run-up
• Long and short frequency and net return

These statistics describe different parts of the result. A high win rate does not necessarily mean a strong edge if average losses are much larger than average wins, so review them together.

Outcomes and costs

Break the selection into wins, losses, and break-even trades. You can study counts, contribution, average result, duration, and active-period averages for each outcome.

Gross result and costs explain the difference between performance before and after commissions, fees, roll, dividends, and other saved adjustments.

Performance

For formulas and worked break-even examples, read the detailed Performance guide.

Performance answers: How strong and repeatable is my trading edge?

Edge and break-even

Review expectancy, profit factor, payoff ratio, and the largest winning and losing trades together. Break-even analysis then shows:

• The minimum win rate needed for the observed payoff ratio
• The minimum reward:risk needed for the current decisive win rate
• The buffer above or below both break-even boundaries

This makes it easier to see whether improvement is more likely to come from trade selection, payoff, loss control, or win rate.

Outcome sequences

Longest winning, losing, and break-even streaks show the sequences already present in the selected history. Review their result and duration to plan for realistic periods of strong or weak outcomes.

Trading Mastery Score

Trading Mastery summarizes five complementary dimensions on a 0–100 scale:

• Edge — expectancy measured in R
• Resilience — return relative to drawdown
• Downside Performance — return relative to harmful volatility
• Reliability — repeatability of opportunity-adjusted monthly R production
• Risk Control — how well losses stayed within planned risk

The total is evidence-aware. It needs enough trades, return coverage, and history to prevent a small or incomplete sample from appearing more conclusive than it is.

Risk

For calculation windows, formulas, and limitations, read the detailed Risk guide.

Risk answers: What downside, instability, and exposure were required to produce my returns?

Risk-adjusted performance

Sharpe, Sortino, and Calmar ratios evaluate return relative to different forms of risk. Supporting statistics include annualized return, volatility, and downside deviation. These measures use saved percentage returns and require sufficient history and coverage.

Drawdown and recovery

The underwater history and drawdown episodes show more than a single maximum value. Use them to study:

• Maximum and average drawdown
• Time from peak to low
• Typical recovery duration
• Recovery factor and recovery efficiency
• The deepest individual drawdown episodes

Loss containment and sizing

Risk-control analysis compares losing trades with their planned initial risk. It identifies breach frequency, average breach size, excess loss, and the worst loss. Position-sizing statistics show whether financial risk and percentage risk were applied consistently.

Variability, exposure, and monthly consistency

Study the spread and concentration of individual trade results, simultaneous open risk, return smoothness, dependable monthly return, target attainment, and Monthly Return Reliability.

These statistics separate a smooth-looking result from one that is genuinely repeatable across opportunities and months.

Review

For metric definitions and execution calculations, read the detailed Review guide.

Review answers: Which parts of my preparation and execution are helping or hurting the result?

Planning and direction

Planning coverage separates planned-and-executed, planned-and-invalidated, and unplanned-and-executed opportunities. Invalidated plans are neutral opportunities where the entry conditions were not met. They are not treated as losses.

Direction prediction accuracy shows how often recorded market-direction predictions were correct, including long and short views.

Planned result and plan deviation

Compare Planned R with Actual R for trades that have the required review data. Plan deviation shows how much of the planned result was left unrealized—or whether execution outperformed the recorded plan.

Self-review ratings

Study average ratings, coverage, distributions, expectancy, and win rate across Overall, Analysis, Entry, Stop, Target, Management, Mindset, and Exit ratings. This connects a subjective review habit to measurable outcomes without assuming that correlation proves causation.

Execution efficiency and excursions

Execution analysis treats scaled executions as one combined trade campaign and includes:

• Entry, exit, and total efficiency
• Available trade range
• End trade drawdown
• Maximum favourable and adverse excursion
• Remaining distance to the initial target and stop

Review results in percentage, R, pips, or gross value where the source data supports that unit.

Compare

For dimensions, metric behaviour, evidence, and visualization guidance, read the detailed Compare guide.

Compare answers: Where does my performance change, and under which conditions?

The page recalculates selected statistics independently for every group. It does not simply split the overall total, which is important because tags and trading sessions can overlap.

Choose a comparison

Personal comparisons support:

• Account, strategy, direction, symbol, market, and tag
• Overall self-rating
• Hour, weekday, and trading session
• Day, week, month, quarter, and year

Trading-group comparisons can also compare by user when sharing permissions allow it.

Add a second dimension

Split a primary comparison by another dimension to answer more specific questions, such as:

• Which strategy performs best in each market?
• How does a setup change by session or weekday?
• Which tags are associated with the strongest expectancy for each symbol?
• Does the same rating produce consistent outcomes across strategies?

The baseline for All selected trades stays visible so every group can be interpreted against the same starting selection.

Choose statistics and visualizations

Build the comparison table from profitability, edge, risk, duration, cost, rating, execution, consistency, drawdown, and Trading Mastery statistics. Select one table statistic for the chart without changing the remaining columns.

Depending on the comparison, use bars, grouped bars, a timeline, an exact-value grid, a heatmap, or the specialized break-even map. Low-evidence and unavailable values remain visible with their requirements instead of being discarded.

For a product-level introduction, visit Trade Comparisons.

A practical review workflow

1. Start in Overview and confirm the selected filters and headline result.
2. Open Performance to test whether the sample has a credible edge.
3. Use Risk to examine the downside and consistency required to achieve it.
4. Use Review to connect the result back to planning, ratings, and execution.
5. Finish in Compare to find where the pattern becomes stronger or weaker.

Stats are most useful when you begin with a question and change one condition at a time. Save the conclusion as an insight or journal note, then review it again after more trades have been recorded.