Realized PnL across the trading day in 10-minute exit buckets. The X-axis flexes to span only the active trading window for the current filtered set.
Payoff waterfall
Average gross win contribution - average gross loss contribution - average fee per round trip = average net trade.
Fee is broker drag averaged across round-trip trades. Win/loss bars are frequency-weighted gross PnL contributions so the waterfall ties exactly to Avg Trade.
Return distribution
Trade-level return percent for the current filtered set.
Session profit factor
Entry-time buckets in Central Time (RTH 8:30-15:00 CT). PF = sum winning net PnL / abs(sum losing net PnL).
Entry-hour heat strip
Hour of first fill in Central Time. Green = positive net PnL, red = negative net PnL.
positive net PnL negative net PnL
Return scatter
Drag the amber loss line. Box-select dots to include/exclude or model selected losers as if they stopped at the line. Switch the X axis between hold duration and entry time of day; selection and threshold carry across views.
No dots selected
Drag the amber line to test max-loss rules. Then move selected dots below the line to that level.
Trade streak strip
Each tick is one flat-to-flat round trip in exit order. Dimmed ticks are currently filtered out.
Individual round trips
One row per flat-to-flat round trip. A round trip can include multiple buys and sells; the executions column shows the fill ladder.
Definitions: Profit Factor = sum winning net PnL / abs(sum losing net PnL). Risk/Reward = average winning net PnL / abs(average losing net PnL). Daily PnL % = sum(net_pnl) / sum(entry_gross_cost) * 100. One contract per row is a fill, not a trade; the dashboard counts FIFO-matched round trips.