Four units, one dataset
Read any statistic in R, percentage, money or pips. Pips matter in forex, and R is the only unit that compares trades of different sizes fairly.
Trading statistics
Trading metrics: profit factor, expectancy, drawdown and more.
More than 40 metrics in five sections: the free plan opens Verdict and Edge, paid plans all five. Profit factor, expectancy, R distribution, drawdown and recovery, half Kelly, Monte Carlo, and breakdowns by pair, session, hour and weekday. Each is calculated for every backtest and for your journal, with nothing to build in a spreadsheet.
40+metrics, computed on the server
5sections, each answering one question
4units: R, %, money or pips
1,000Monte Carlo paths from your own trades
Backtest and journal, measured identically
Each has its own Statistics tab, built by the same engine, so comparing how you test with how you actually trade is like for like.
Cards appear when your data supports them
A card shows up when the trades carry the data it needs, whatever their source: fill in your levels and a journal gets the same depth as a backtest.
The five sections
Five questions, in order. The Statistics tab reads top to bottom: the verdict first, the detail after, luck last.
01
Verdict
Does it actually work? The short answer, before the detail.
- Net result
- Win rate
- Expectancy
- Profit factor
- Average R
- Outcome mix: wins, losses, break even, partials
- Equity curve with its underwater curve
02
Edge
Where does the edge come from: winning often, or winning big?
- Win rate against the break even win rate your payoff needs
- Payoff ratio
- Average win and average loss
- Best and worst trade
- R distribution
- Average risk
- Position sizing consistency
- Target hit rate
- R:R captured against plan
- Half Kelly
03
Stability
Does it hold up over time, and how bad does it get?
- Max drawdown
- Recovery and recovery factor
- Volatility
- Return against risk
- Rolling expectancy
- Current, longest winning and longest losing streak
- Active days, trades per week and per active day
- Activity calendar
04
Breakdown
Where you make it, and where you give it back.
- By pair, with the best and worst pair
- By direction, with your direction bias
- By weekday
- By hour
- By market session: Sydney, Tokyo, London, New York
- Duration against result
- Average stop by pair
- By tag
- By checklist item, with a discipline score
- Trades with notes and with screenshots
05
Monte Carlo
How much of it was luck? A thousand reorderings of your own trades.
- 1,000 equity paths resampled from your R multiples
- Seeded: the same inputs redraw the same simulation
- Starting balance, risk per trade and horizon under your control
- Unlucky, median and lucky scenarios
- Final balance, return, max drawdown and streaks per scenario
- A month by month table
Sample size
Statistics that admit when they don't know.
The failure mode of every trading dashboard is confident numbers built on samples too small to support them. Split 60 trades across five sessions and you have twelve trades per bucket: enough to produce a dramatic looking chart, nowhere near enough to conclude anything.
Flow Coach, the analysis engine behind the Flow Reports, is built around that problem. A finding is kept only if it passes a significance check: a 90% Wilson score interval, with at least 8 trades in the group. The written report may only quote numbers the engine measured; otherwise no report is issued.
Related reading: how many trades you actually need before a statistic means anything. To put a number on your own case, the sample size calculator computes the Wilson interval for any win rate and trade count.
FAQ
Frequently asked questions.
Start with expectancy, profit factor, and maximum drawdown. Expectancy tells you what an average trade is worth, profit factor tells you whether gross wins cover gross losses, and max drawdown tells you the worst stretch you would have had to sit through. Win rate on its own is the most commonly over weighted metric, because a 40% win rate at 3R beats a 70% win rate at 0.5R.
Expectancy is the average result of a single trade, usually expressed in R or currency: it answers “what is one trade worth to me?”. Profit factor is gross profit divided by gross loss across all trades: it answers “do my winners pay for my losers?”. A profit factor above 1.0 means the system made money over that sample, but it says nothing about how large a drawdown you endured to get there. The expectancy calculator works out both.
More than most traders assume, especially once you split results into buckets. With 20 trades, an observed 60% win rate has a 95% confidence interval of roughly 39% to 78%, a range wide enough to include a losing strategy. Breaking your history down by session or pair divides your sample further, so treat small buckets as directional hints rather than conclusions.
Yes, and they are separate by design. The backtest and the journal each have their own Statistics tab, built by the same engine with the same definitions, so the two are directly comparable: you can see whether you actually execute the way you tested.
The Verdict and Edge sections. Verdict: net result, win rate, expectancy, profit factor, average R, the outcome mix and the equity curve with its underwater curve. Edge: payoff, R distribution, position sizing consistency, target hit rate, R:R captured against plan and half Kelly. The other three sections, Monte Carlo included, come with the paid plans.
No. Every metric is computed on the server from the trades you save in a backtest or log in the journal. Statistics can be displayed in R, percentage, money or pips, and each metric carries an explanation of what it means.
Get these statistics from your own trades. Backtest on historical charts or journal your live trades: the statistics build themselves either way.
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