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Performance

Cumulative realized PnL by trade sequence (gross of fees). Shaded band = drawdown from running peak.

Trading Calendar

Daily realized PnL. Color by day result; rows summarize the week.

Break-even & Cost Budget

Costs are applied to the loaded sample: commissions (per trade) and a prorated share of subscriptions are subtracted from Net PnL and the commission-adjusted Profit Factor in the cards above. Tax is estimated on net profit only. Trade count and date span come from the CSV.

Fixed cost / month
Commission
Tax — Section 1256
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Assumptions & caveats
One round turn per trade. Each CSV row is a position close (entry + exit, 1 contract), so the round-turn commission — 2 × per-side — is charged once per trade. A single rate is applied to every symbol; the sample mixes MES/MNQ/MCL micros (~$0.62/side), so it is an approximation.
Subscriptions are prorated by the sample's calendar-day span over 30.44 days/mo. Load a full month and you are charged a full month; load 9 days and you are charged ~9/30 of it.
Net PnL (card) = gross − commissions − prorated subscriptions. Profit Factor (card) is recomputed net of commissions per trade. Win rate, drawdown, and the equity curve stay gross.
Data feed list is AMP's published CQG schedule. Default is CME Equity Indices — Top-of-Book ($5); the Market-Depth (L2) version of that line is $17. EUREX is listed in EUR.
Tax = blended 1256 rate: 60% × 15% long-term + 40% × 24% ordinary (assumed bracket, fixed) + your state's top rate on the full gain. It applies only when net profit is positive; no state mirrors the 60/40 split, and short-term 1256 gains never qualify for state long-term exclusions.
Break-even / trade = total period costs ÷ trade count: the average gross each trade needed to clear costs.

Advanced Statistics

Definitions and known limitations are documented below the panel.

Definitions & caveats — how each number is computed
Trade = one row
Each CSV row is a position-close event with its own realized PnL. A close that flattens a multi-contract position still counts as one row here, exactly as the broker exported it.
Win / Loss / Scratch
Win = realized PnL > 0, Loss = < 0, Scratch = exactly 0. Win Rate = wins ÷ total trades (scratches stay in the denominator).
Profit Factor
Gross profit ÷ |gross loss|. Above 1 means winners outweigh losers in dollars; it says nothing about win rate.
Avg Win / Loss
The ratio of average winning trade to |average losing trade|. Paired with win rate it tells you whether the edge is frequency or size.
Max Drawdown is REALIZED only
Computed on the closed-trade equity curve (cumulative realized PnL), peak-to-trough. It does NOT capture open-position heat between entry and exit — true intratrade drawdown is larger and is not in this export.
Trade length unavailable
The balance export contains only close timestamps, not entries, so holding time cannot be computed. Shown as —.
Commissions modeled, not exported
The paper export carries no fees, so the raw PnL is gross. Total Commissions, Net PnL, and Profit Factor are overlaid from the Break-even & Cost Budget panel (round turn × trade count); change the commission there and these update.
Calendar-day grouping
Days are grouped by the literal date in the Time column, not by the CME session day (Globex opens ~17:00 prior day). Overnight trades may land on a different "day" than your session view. Sharpe uses daily PnL, population std, not annualized — near-meaningless on a handful of days.