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)
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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
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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
| Bucket | n | Net R/t | Win% | Total R |
|---|
By Context level (C)
| C | n | Net R/t | Win% |
|---|
Revenge / clustering detector
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Your #1 leak, ahead of fees. Rule: stop after 2 losses in a week. Total — R.
| Date | Trades | Day net R |
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All trades (—)
Data check. Chronological, most recent at the bottom.
| Date | Sym | SL | RR | Net | Setup | Compliance | Context | Chart |
|---|