PERFORMANCE WORKSPACE / OVERVIEW

Trading, measured

A rigorous view of what your realized returns say about your trading.

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Import your trading history

Open a CSV or Excel workbook. Confirm the worksheet, return units and column mapping to build your report.

Enriched workbook mapping

Optional columns unlock additional analysis

Review worksheet and column mapping

Upload an Excel or CSV ledger to map columns. Returns remain the only required field; P&L, dates, IDs, classification and execution fields are optional.

Analysis dimension: Setup Import return unit Sequence

Illustrative sample report loaded. Upload your own file to replace it.

Performance snapshot

250 observations · illustrative sample

Cumulative trade returns

Additive sequence · no capital assumption

Core statistics

Returns only

PERFORMANCE WORKSPACE / RETURN DISTRIBUTION

Return Distribution

Frequency and shape of realized returns across fixed basis-point buckets.

Return distribution

Frequency by bucket

Bucket frequency table

Counts and percentages

PERFORMANCE WORKSPACE / RISK & DRAWDOWN

Risk & Drawdown

Peak-to-trough losses and the time spent below prior equity peaks.

Drawdown profile

Summary statistics from the ordered return series

Underwater curve

Drawdown from prior cumulative peak

PERFORMANCE WORKSPACE / CONSISTENCY

Performance Diagnostics

Rule-based observations about consistency, payoff structure and return sequences.

Consistency diagnostics

Rule-based observations · not investment advice

Consistency and sequence diagnostics

Sequence-aware analytics · original observation order

Profit factor history

Window

Setup analytics

Setup-based performance analysis

Breakeven threshold (BPS) Pareto threshold (%)

Apply the breakeven and Pareto settings throughout the report.

The inclusive breakeven band applies to win/loss classification across every tab. Profit factor always includes all positive and negative returns.

Win / loss composition

Configurable breakeven band

Pareto decomposition · all observations

Top / bottom 15%, middle 70%

Capital and return views

Mapped notional denominator

Setup and execution diagnostics

Setup grouping and mapped execution fields

Setup performance

Performance grouped by Setup

Duration and execution

Enriched workbook fields

Setup-level comparison

Returns aggregated by Setup

Net = cumulative return; EV = expected value (mean return per observation); WR = win rate; PF = profit factor (gross positive returns / absolute gross negative returns).

Calculation methodology

Transparent definitions

Definitions and coverage requirements load with the report.

PERFORMANCE WORKSPACE / MONTHLY

Monthly Statistics

Calendar-month returns and rolling risk metrics, grouped by the selected trade date.

Date basis Calendar gaps

Definitions and coverage requirements load with the report.

Lifetime return distribution

Across monthly aggregated returns

Rolling and since-start risk metrics

Latest available month · metrics also shown by month below

Monthly history and rolling metrics

One row per calendar month · scroll horizontally for all fields

Lifetime miscellaneous and error P&L

Totals for included dated observations

PERFORMANCE WORKSPACE / ANNUAL

Annual Statistics

Calendar-year returns grouped by the selected trade date.

Date basis

Annual returns are the sum of mapped trade returns within each calendar year. Missing dates are excluded and counted in the status below.

Lifetime return distribution

Across annual aggregated returns

Annual history

One row per calendar year

Lifetime miscellaneous and error P&L

Totals for included dated observations

REFERENCE / METHODOLOGY

Calculation Details

Definitions and formulas used by the TradeMetrics report.

PERFORMANCE WORKSPACE / TRADE LEDGER

Trade Ledger

Imported observations, with one row for each valid mapped return.

Observation records

Imported observations · one row per record

Observation records

Filtered to valid mapped returns