Trade log analyzer
Paste your closed trades and see the statistics that matter: win rate, payoff, expectancy, profit factor, drawdown and fees. Nothing leaves your browser.
Calculations run in your browser. Nothing you type is sent or stored. Results are estimates for information only, not investment advice.
How it works
Paste your closed trades and the page computes the numbers that decide whether a strategy has an edge. Nothing is uploaded: the text is read by your browser and discarded when you close the page. For each trade the result is the price move times the quantity, with the sign reversed for a short, minus the fee you enter.
- Win rate: the share of trades with a result above zero.
- Payoff ratio: the average win divided by the average loss.
- Expectancy: the average result per trade, which is the total result divided by the number of trades.
- Profit factor: the sum of the wins divided by the sum of the losses. Above 1 means the log made money.
- Largest drop from a peak: the biggest fall in the running total from its highest point so far, in money.
- Longest losing streak: the most trades in a row with a result of zero or below.
- Fees paid: the sum of the fees you entered, and what share of the gross result before fees they are.
Worked example
The example log has 10 trades on 0.1 BTC, each with a 12 fee. Four of them won, so the win rate is 40%. The average win is 203.00 and the average loss 55.33, a payoff ratio of 3.67. The net result is 480.00, an expectancy of 48.00 per trade, and the profit factor is 2.45. The largest drop from a peak is 114.00, the longest losing streak is 2 trades, and the fees of 120.00 are 20.0% of the 600.00 gross result.
What the numbers cannot tell you
Ten trades prove almost nothing. In our own analysis a typical trend rule needed about 34 months of live trades before the result could be told apart from luck, and the trades needed calculator lets you check the number for your own average and spread. To see how a win rate and a payoff combine, use the break-even win rate calculator. The logic is the same one behind why the rules that won most often lost money.
Questions
Is my trade log uploaded anywhere?
No. The page does its arithmetic in your browser and does not send, store or log what you paste. Close the tab and it is gone.
What does my exchange's export look like?
It varies. Most exports have one row per fill, with the side, price, quantity and fee in different columns. Reshape them into one row per closed trade: date, side, entry, exit, quantity, fee.
Why is the largest drop in money and not a percentage?
The page does not know your account size. Divide the figure by the account value at the peak to get a percentage.
How do I handle trades that are still open?
Leave them out. The calculation counts only closed trades with an exit price.