K theKtrade · Journal
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This journal is the mirror. MentFX is the method behind it — the risk management and setups that turned a blown account into discipline. Demo below is a real, anonymized track record. It sells the discipline, not a profit.
See the method → MentFX

Win / BE / Loss

Trades
Win / BE / Loss
Win rate
R secured
Net (R)
Expected value (gross)
Expected value (net)
Avg win (R)
Avg stop loss
Avg cost/trade
Avg / Max DD (R)

Edge decomposition (Van Tharp)

Edge = (Win% × Avg win) − (Loss% × Avg loss), the per-trade expectancy in R. Net of fees, current range. With a large BE bucket the edge lives in the payoff ratio, not the hit rate.
Edge (R/trade)
Payoff ratio (AW/AL)
avg winner / avg loser
Win rate (PW)
Avg win (AW)
Loss rate (PL)
Avg loss (AL)
Win share (excl. BE)
Breakeven win rate
Win contribution (+PW·AW)
Loss contribution (−PL·AL)
BE contribution

Equity curve (cumulative R)

Line = cumulative R per trade. Red area = drawdown below the running high.

Balance simulation — start 100K, 1% risk/trade

Compounded: each trade risks 1%, so balance × (1 + R/100). 1R = 1%.
Final balance
Sim max DD

Rolling expectancy & win rate (30-trade window)

The improvement arc: the flip to positive R coincides with clean journaling (Nov 2025).

Compliance = your edge

Net R/trade per bucket. Compliant = C≤mb2 and V≤mb2.

Breakdown by setup

BucketnNet R/tWin%Total R

By Context level (C)

CnNet R/tWin%

Revenge / clustering detector

Your #1 leak, ahead of fees. Rule: stop after 2 losses in a week. Total R.
DateTradesDay net R