Reports
Reports is a closed-trade analysis cockpit. Instead of opening one large report at a time, the workspace keeps several compact analysis panels on the same scrollable view so traders can compare outcome quality, realised risk, strategy results and timing without losing the active scope.
Performance cockpit
The fast performance strip keeps the selected scope’s core context visible without turning every metric into a separate card:
Net P/L;
Average R;
Profit Factor;
Payoff;
closed-trade count used by the monetary report calculation.
The analysis area below uses a three-column desktop grid. Percent measures use semicircular gauges where a 0–100% visual scale is meaningful, while comparison questions use dedicated charts instead of text-heavy ranking lists.
Outcome Quality
Outcome Quality uses a semicircular Win Rate gauge as the primary visual. Winning, break-even and losing trade counts remain visible beneath it, together with Average Win and Average Loss.
Enable Exclude break-even when you want Win Rate to use winning and losing trades only as the denominator.
Risk Quality
The compact gauge panel gives an immediate visual read of:
the share of eligible trades finishing at or above +1R;
the share of eligible trades finishing below 0R;
R Coverage, the share of scoped trades for which FTJ can calculate valid realised R.
Risk-data detail remains visible below the gauges. FTJ reports missing/invalid inputs instead of inventing R values.
R Profile
R Profile summarises the distribution without duplicating the histogram. It shows Average R, Median R, Total R and the largest realised-R cluster.
Realised R Distribution
The compact R histogram compares realised outcomes with the risk defined by each trade’s recorded Entry Price, Stop Loss and Quantity. It occupies one column of the Reports grid rather than a full-width report surface.
FTJ calculates realised R as:
effective realised Net P/L in account base currency / initial risk in account base currency
Initial risk is the recorded entry-to-stop distance multiplied by Quantity. For a valid Long trade the Stop Loss must be below Entry Price; for a valid Short trade it must be above Entry Price.
When the instrument’s price currency differs from the account base currency, FTJ converts initial risk on the trade’s entry date. The realised Net P/L side uses FTJ’s effective account-base result, including applicable fees, swap and saved cost adjustments. Because both sides are normalized to account base before division, R is dimensionless and does not change when Reports Reporting Currency changes.
The visible distribution uses eight ranges:
≤ -3R;
-3R to -2R;
-2R to -1R;
-1R to 0R;
0R to +1R;
+1R to +2R;
+2R to +3R;
≥ +3R.
Negative R is red, 0R to +1R is blue, and outcomes at or above +1R are green.
Important
FTJ currently stores the trade’s recorded Stop Loss, not a separate historical initial-stop field. R is therefore meaningful as initial-risk R only when the stored Stop Loss represents the risk intended at entry. If that value is later overwritten with a moved stop, the calculated R reflects the stored value.
Strategy Performance
Strategy Performance is a horizontal, zero-centred Net P/L chart for the highest-impact strategy tags in the active Reports scope. Positive strategy contribution extends right in green and negative contribution extends left in red so the strongest and weakest groups can be identified without reading a ranking list first.
The underlying breakdown still tracks:
Net P/L;
trade count;
Win Rate;
Average R where valid R data exists.
The chart surfaces the six highest-impact tags by absolute Net P/L.
A trade tagged with multiple strategies contributes its full result to every strategy it is tagged with. Strategy results are therefore attribution views, not mutually exclusive portfolio buckets.
Weekday Performance
Weekday Performance uses a vertical Net P/L bar chart for active weekdays. Positive days are green and negative days are red, with Monday through Sunday kept in calendar order.
The underlying breakdown uses the same scoped closed trades and also tracks trade count, Win Rate and Average R for each day. Use the chart to identify whether particular trading days consistently contribute to or detract from results without reading seven separate rows first.
Exit Reason Performance
Exit Reason Performance is a compact one-column Reports card that groups the same scoped closed trades by their recorded exit reason and compares each group’s Net P/L on a horizontal, zero-centred chart. Positive contribution extends right in green and negative contribution extends left in red.
Each visible label includes the group’s trade count. Hover a bar to review Net P/L, trade count, Win Rate and Average R where valid R data exists.
Trades without a recorded exit reason remain visible as Not set instead of being silently discarded. This makes the panel useful both for performance review and for spotting incomplete review data.
The panel displays up to six highest-impact groups by absolute Net P/L. When more groups exist, the summary states that the view is limited. Not set remains visible when present even if it would otherwise fall outside that limit.
Because this is a monetary Reports breakdown, it uses the same account, range, Reporting Currency and missing-FX rules as the rest of the cockpit.
Symbol Performance
Symbol Performance uses the trade’s stored Instrument value to compare which markets contribute most to the selected Reports scope. Symbols are trimmed and grouped case-insensitively, while blank or missing instrument values remain visible as Not set rather than being silently discarded.
The card uses a horizontal, zero-centred Net P/L chart. Positive symbols extend right in green and negative symbols extend left in red. Each visible label includes the group’s trade count, and hover detail shows Net P/L, trade count, Win Rate and Average R where valid R data exists.
The chart displays up to six symbols. When the scope contains more symbols, FTJ keeps the strongest positive symbol, the weakest negative symbol and Not set when present, then fills the remaining slots with the largest absolute Net P/L impacts. This keeps the bounded chart useful without hiding the losing side of performance.
Long vs Short
Long vs Short compares Net P/L for trades whose stored direction uses FTJ’s canonical Long or Short values. The chart keeps the two directions as mutually exclusive groups, shows each group’s sample size on the axis and exposes Net P/L, trade count, Win Rate and Average R on hover.
Blank or non-canonical direction values are not fabricated into either side. When such rows exist, the card reports how many were excluded from the direction comparison.
Both Symbol Performance and Long vs Short use the same account, range, Reporting Currency, missing-FX and valid-R rules as the other monetary Reports breakdowns.
Entry Time Performance
Entry Time Performance is a weekday × hour heatmap for the trades already included in the active monetary Reports scope. Reports still decides whether a trade belongs to 7D / 30D / 90D / All from the trade’s close date (with entry date only as the existing fallback); after that scope is selected, the heatmap groups each included trade by its recorded Entry Date/Time weekday and hour.
The panel intentionally uses the entry timestamp exactly as FTJ already displays it. It does not perform an additional timezone conversion and does not assume that a recorded clock hour represents London, New York or any other exchange/session timezone. This is important for journals assembled from different import sources: meaningful cross-source hour comparisons require those sources to use compatible timestamp conventions.
The heatmap colour always represents Average R, not Net P/L or Win Rate:
≤ -0.75R — strong negative, dark red;
-0.75R to -0.15R — negative, red;
-0.15R to +0.15R — near neutral, slate;
+0.15R to +0.75R — positive, green;
≥ +0.75R — strong positive, bright green;
gray — trades exist in the bucket but none has valid R;
empty/dark — no trades entered in that weekday/hour bucket.
A coloured cell is faded when fewer than 5 trades with valid R contribute to its Average R. The fade is a sample-size warning, not a weaker performance score. Best/weakest callouts likewise require at least five valid-R trades in the hour bucket so a single trade is not promoted as a stable timing pattern.
Hover a cell to see the exact weekday/hour, Average R, Net P/L in the selected Reporting Currency, trade count, Win Rate, valid-R coverage and the low-sample note. Because the panel starts from the same FX-safe monetary values as the other Reports breakdowns, trades excluded from monetary Reports for missing FX are excluded here as well rather than being silently mixed into the timing view.
Tagged Sessions below the heatmap uses only the trade’s explicitly stored Session value. Blank Session values remain unclassified, and FTJ does not fabricate London/New York/Asia session labels from clock time. Tagged-session cards compare Net P/L, trade count, Win Rate and Average R for the explicit tags in the selected scope.
Note
Entry Time Performance does not create a daylight-saving-time conversion step, so the panel itself cannot shift a trade across an hour or weekday at a DST boundary. Any DST or timezone interpretation comes from how the timestamp was recorded/imported before Reports sees it. When comparing sources that use different timezone conventions, normalize that source data first rather than treating the heatmap as exchange-session time.
Drawdown & Recovery
Drawdown & Recovery measures the selected Reports scope as a realised-P/L sequence rather than as broker account equity. It uses the same already-converted monetary trade values as the other Reports panels, so account, range, Reporting Currency and missing-FX handling remain consistent across the cockpit.
Trades enter the sequence when their result is realised. FTJ orders them by the full Exit Date/Time, uses the persisted Trade ID as the deterministic tie-breaker when close timestamps are equal, then falls back to entry timestamp and original scoped order only when needed.
The scoped cumulative realised P/L starts at 0. Starting balances, deposits and withdrawals are deliberately excluded. This means the chart answers how far has the selected trading performance fallen from its own previous high? rather than how far has the broker account balance fallen? It also prevents account size or cash flows from distorting an All Accounts comparison.
For every point:
drawdown = cumulative scoped realised Net P/L - prior high-water mark
Drawdown is therefore zero at a high-water mark and negative while the sequence is underwater. Max Drawdown is the largest absolute fall below a prior high, while Current is the absolute drawdown at the final scoped trade.
Recovery is intentionally strict and transparent: a drawdown is recovered only when a later closed trade creates a new cumulative realised-P/L high above the prior peak. Merely returning exactly to the old peak is not counted as recovered. Recovery duration is shown in closed trades and calendar days from the prior peak. If the selected scope ends before a new high is reached, the drawdown is labelled Unrecovered.
Hover the drawdown line to see the close timestamp, exact drawdown, cumulative scoped P/L and trade sequence number for that point.
Stability
The companion Stability card keeps consistency separate from a black-box score. Positive Active Days is defined as:
active close-days with summed scoped Net P/L > 0 / all active close-days
Only dates containing at least one scoped closed trade enter the denominator. A break-even or losing active day is not positive, and a calendar day with no closed trades does not change the rate. The card also repeats Max Drawdown, Current Drawdown and recovery state so the trader can read depth, recovery and day-level consistency together.
Because drawdown and Positive Active Days use the same converted monetary results as the rest of Reports, trades excluded for missing FX are excluded here as well rather than being silently treated as zero.
Performance Quality
Performance Quality is an optional 0–100 summary of the statistical quality of the selected trading performance. It is deliberately separate from discipline, mistake tagging and plan adherence. A high score does not mean the trader followed a plan, and a low score does not diagnose a behavioural problem.
The semicircular gauge is colour-coded by the overall band: red for 0–39, amber for 40–59, blue for 60–79 and green for 80–100. Component cards keep the raw trader-facing metric as the primary value. The normalized contribution is shown underneath as an explanation of how that metric enters the overall score.
Four components have equal nominal weight:
Average R — the authoritative realised-R average from the current Reports scope. Piecewise linear anchors: -0.5R = 0, 0R = 50, +0.5R = 70, +1R = 90, +1.5R = 100. Values outside the anchor range are clamped.
Profit Factor — gross positive scoped Net P/L divided by absolute gross negative scoped Net P/L. Piecewise linear anchors: 0.5 = 0, 1.0 = 50, 1.5 = 65, 2.0 = 75, 3.0 = 90, 4.0 = 100. A scope with gains and no losses scores 100 for this component; an all-break-even scope leaves it unavailable.
Recovery Factor — scoped Net P/L divided by Max Drawdown from the Drawdown & Recovery analysis. Piecewise linear anchors: 0 = 0, 1 = 50, 2 = 65, 3 = 75, 5 = 90, 8 = 100. Positive P/L with no drawdown scores 100; a zero-P/L/no-drawdown scope leaves the component unavailable.
Positive Active Days — the Stability percentage directly mapped to 0–100. For example, 50% positive active days contributes 50/100.
Between adjacent anchors FTJ interpolates linearly. The wider upper ranges deliberately preserve separation between strong and exceptional values instead of collapsing every result above a low threshold to 100/100.
The overall score is the arithmetic mean of the available component scores. Missing components are not silently replaced with zero. Instead, the panel shows component coverage and re-normalizes the equal weights across the available inputs. FTJ requires at least 3 of 4 components before showing an overall Performance Quality score.
Score interpretation is intentionally broad rather than predictive:
0–39 — Weak;
40–59 — Mixed;
60–79 — Solid;
80–100 — Strong.
Trade count is not part of the formula, and account balance/starting capital is not an input. Average R is dimensionless. Profit Factor and Recovery Factor use the same converted monetary series already used by Reports, so a simple currency-unit rescaling does not create a score advantage. In All Accounts, changing Reporting Currency can still alter historical cross-currency weighting across trades; any resulting component change comes from the same explicit per-trade FX conversion used by the surrounding Reports panels rather than from a separate score-specific conversion path.
The score is descriptive, not a forecast of future performance.
Mistake and discipline analysis
The discipline row uses the same scoped, FX-safe monetary results as the other Reports breakdowns. It does not create a separate currency or date-filtering path. All three discipline panels are based on scoped closed trades.
Mistake Impact
Mistake Impact groups explicitly reviewed mistake tags and compares their Net P/L contribution. The chart shows up to six highest-impact mistake groups by absolute Net P/L.
Hover detail includes Net P/L, trade count, Win Rate and Average R when valid R data exists.
A trade can have more than one mistake tag. In that case its full result contributes to every relevant mistake group, so the groups overlap and their totals are not additive. Use this panel as an attribution view rather than as a portfolio reconciliation.
Clean vs Mistakes
Clean vs Mistakes compares only trades with an explicit mistake review:
Clean — reviewed with no mistakes;
Mistakes — reviewed with one or more mistake tags.
The two groups are mutually exclusive, so a reviewed trade enters exactly one side of this comparison. Trades that have not been reviewed are reported separately and do not enter either bar.
Plan Adherence
Plan Adherence uses the existing 1–5 Follow Plan self-rating and compares Average Net P/L per trade for each rating. Using an average rather than total Net P/L prevents a rating with a larger sample from automatically dominating the chart.
The summary shows rated and missing counts. Hover detail includes total Net P/L, trade count, Win Rate and Average R when available.
Risk data quality
FTJ shows R as unavailable rather than inventing 0R when required inputs are missing or invalid. Reasons can include:
invalid or missing initial risk;
missing realised Net P/L in account base currency;
missing price/account currency context;
missing entry-date FX needed to convert initial risk.
What Reports intentionally does not show
The former Trade Results chart with one Net P/L bar per trade is not part of Reports. The dedicated drawdown view shows only the underwater distance from the scoped realised-P/L high-water mark; the Dashboard remains the primary surface for the full cumulative/equity sequence.
Availability
Reports is a review feature and remains available in both Demo and Full Access. Licensing rules for editing, importing and broker connections are unchanged.
See Dashboard for sequence/equity context and Trades for detailed per-trade review.