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Best & Worst

See the strategy combinations with your highest and lowest win rates to date.
Strategy analysis 1
  • Best-performing strategy: The strategy combination with your highest win rate.
  • Worst-performing strategy: The strategy combination with your lowest win rate.

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Custom Strategy Analysis

Select any strategy combination you want to analyze and explore its insights.
Strategy analysis 3
  • The indicators, timeframes, technical setups, and other strategy items you record in your journal feed these filters.
  • Select any strategy to see its win rate and performance insights.
  • Use the calendar and exchange filters at the top.

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Strategy Analysis Metrics

The concepts behind each strategy analysis metric and its insight data.

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1. Overview

The basic overview of a strategy.
  • Total trades: The total number of trades using this strategy.
  • Win rate: The win rate of trades using this strategy.
  • Average profit: The average profit of trades using this strategy.
  • Average R/R: The risk/reward ratio of trades using this strategy.
  • Cumulative profit: The cumulative profit of trades using this strategy.
  • Longest streaks: The longest winning and losing streaks for this strategy.
  • AI insights: The AI analyzes your trade data and strategy to suggest improvements and insights.

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2. Expectancy

Validate your strategy with a metric far more reliable than raw win rate.
To get the most out of strategy analysis and its insights, be sure to read the concept guide.
  • : How much you earn per trade on average, expressed in R. Here, R is the unit of risk the trader takes on in a single trade.
  • Sample confidence: A metric for validating a strategy based on its number of trades. If a strategy has only a few trades, a high win rate and expectancy may simply be luck.
  • Win rate confidence interval: Tells you how much you can trust your current win rate — the range your future win rate will fall into with 95% probability.
Q. Why does this metric matter? A. Expectancy tells you how much you earn per trade on average. No matter how high a strategy’s win rate is, a low expectancy means the losses cost far more than the wins earn. Check your expectancy regularly to verify the strategy still works in the current market over the long run. Q. How do I use it? A. If expectancy is negative, the strategy is structurally unable to make money over the long run — stop trading it immediately and analyze the cause or try a different strategy. Conversely, if expectancy is 0.4R or higher, it’s a stable, healthy strategy — keep it consistent and consider increasing your trade count or position size.

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3. R-Multiple Distribution & Outlier Dependence

Looking at the distribution of every trade in a strategy reveals whether a few lucky trades created the overall performance.
To get the most out of strategy analysis and its insights, be sure to read the concept guide.
  • : A graph that buckets all trades by R range.
  • : See your maximum profit and loss, median and skew, and outlier dependence.
Q. Why does this metric matter? A. If you made a 50% return over 100 trades but 40% of it came from a single trade, you were probably just lucky. The more stable a strategy, the more evenly its profits are spread across trades. Use this metric to keep checking your strategy’s stability. Q. How do I use it? A. If the bars extend well to the right, it’s a good strategy. If they’re lopsided or only a few bars spike, the strategy is risky and luck-dependent.

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4. MFE / MAE Analysis

Analyzes the most favorable and most adverse price points in each trade to optimize your stop-loss and take-profit placement.
  • MFE (Maximum Favorable Excursion): The point where price moved most in your favor during the trade.
  • MAE (Maximum Adverse Excursion): The point where price moved most against you during the trade.
  • AI insights: Compares against your actual exit prices to identify problems like premature take-profits or inefficient stop placement, and provides optimization simulations.

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5. Scenario Compliance Score

Compares the scenario and TP/SL you entered in your journal against your actual trades.
  • Scenario compliance score: The share of trades closed at the TP/SL values you set in the pre-trade scenario.
  • See the losses caused by risk patterns like early take-profits or delayed stop-losses.
  • A simulation graph shows the performance you would have achieved by executing every trade as planned.

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6. Performance by Context

The same strategy performs differently depending on market conditions, time, and direction. Trade in the conditions where your strategy works best.
  • Expectancy by session: Average expectancy and win rate of trades entered during each global market session.
  • Performance by side: Compare performance between long and short positions.
  • Performance by symbol: Compare performance across the symbols you trade.

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7. Strategy Validity & Fee Impact

Check whether the strategy still works recently, and account precisely for the impact of fees and funding.
  • 10-trade rolling expectancy: A graph of the average expectancy of your 10 most recent trades. Above the green average line means the strategy is still working recently; below it means the strategy has stopped working lately.
  • Fee & funding impact: Your net expectancy after removing fees and funding costs from trade profits.
Q. Why does this metric matter? Financial markets change fast, so a strategy that performed well in the past may not work anymore. Compare your average expectancy with your recent trades’ expectancy to validate the strategy.

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Filters

Set the analysis period and exchange to see how results change by condition.
  • Date range: From all time to the last 7 days or a custom range.
  • Exchange: If you’ve connected multiple exchanges, you can select a specific one.