The Deep Analysis labs, tab by tab

A day-by-hour heatmap of net P&L with best and worst cells called out. Trading the same setup at the wrong hour is one of the quietest leaks — the grid makes the dead zones visible, and the sessions row maps them to London, New York and Asia.

Holding-time buckets and a scatter of every trade by hold time versus R. Systems degrade at the edges of their intended holding period; this is where that shows first.

Entry and exit quality from real venue candles — how far trades went against you before working, how far they ran your way before you exited. The gauges summarize; the scatter shows every trade.

Monte-Carlo resampling of your own R-sequence: hundreds of simulated runs, probability of touching 5/10/20% drawdown, median outcome, and the fan chart of first paths. Not a prediction — a shape of what your edge produces at its best and worst.

Rolling 30-trade expectancy — the trend of your edge rather than its level — plus the discipline split between clean executions and flagged ones.

Long versus short risk per market, net exposure, concentration warnings when a single market carries more than a quarter of open risk, and the correlation watch across accounts.

Where your numbers sit inside anonymous community buckets of ten or more traders — p10 to p90 bands, median tick, and your position. Opt out any time from the account center.

The nine-signal automated health check on top of every tab: the panel that argues with you, numerically, every sync.