Read your analytics

Expectancy in R tells you what one unit of risk earns on average — the single most comparable number across account sizes. Profit factor above 3 with high frequency is usually a martingale fingerprint. Max drawdown pairs with recovery factor: profit per dollar of worst pain. Time-under-water shows how long you spent below a peak — the emotional cost the win rate hides.

Time of day: when your edge lives, session by session and hour by hour. Duration: holding-time buckets and the scatter of every trade. MAE/MFE: entry and exit quality measured from venue candles. Risk Lab: Monte-Carlo resampling of your own R-sequence — touch-drawdown probabilities and median outcomes over hundreds of simulated runs. Edge Lab: rolling 30-trade expectancy, the trend of your edge rather than its level. Exposure: what you are actually long, per market.

Nine automated signals cross-examine your record: sample size, activity ratio, profit-factor band, recovery factor, Sharpe-vs-growth coherence, win/loss shape, sizing after losses, streak dependency, and the equity-versus-balance drawdown gap. Flags are questions, not verdicts — each one explains what the signal usually means.

Replays your trades under behavioral rules — no revenge re-entries, Asia cutoff, 2-loss daily breaker, size cap, hard stop — and shows what the clean version of you would have earned. Every rule action lands in a ledger: what would have been removed, resized or clamped, and what it was worth in dollars.

The monthly P&L calendar comes from the same verified fills as everything else, so it cannot disagree with the equity curve. The journal carries AI-drafted entries you review and accept — the review loop is where patterns become process.