Every stat in your journal, its formula and how to read it. Free, no signup.
The RRR (the figure shown by FTMO / MetaStats) only compares the average size of your winners to your losers, in currency: average win ÷ average loss. Average R ties each trade to your own stop (result ÷ risk taken), so it measures your money management. A big currency gain with a wide stop gives a small R; a small gain with a tight stop gives a big R. FTMO can only show RRR because it doesn't know your stops: Tradoshi shows both.
Formula. Sum of all trade results, fees included (commission + swap).
Read it. Your real profit or loss over the period.
Formula. Net P&L ÷ starting capital, in %.
Read it. Your performance as a percentage, independent of account size.
Formula. Net P&L ÷ number of trades.
Read it. What an average trade earns, winners and losers combined. Positive = winning system.
Formula. Winning trades ÷ total trades.
Read it. The share of your trades in the green. Not enough alone if your losses are big (see Profit factor and average R).
Formula. Total gains ÷ total losses (absolute value).
Read it. How much you earn per $1 lost. Above 1 = profitable.
Formula. Longest run of consecutive winners / losers.
Read it. Your psychological resilience. A long losing streak is where discipline cracks.
Formula. Average result of winning / losing trades.
Read it. The typical size of a winner and a loser, in currency.
Formula. Average win ÷ average loss (absolute value). This is FTMO / MetaStats' 'Average RRR'.
Read it. How much your winners weigh against your losers. Ignores your stop.
Formula. The best and worst result on a single trade.
Read it. Your extremes. A biggest loss far above your average = a blown stop.
Formula. For each trade, R = result ÷ risk taken (entry → stop distance). Averaged over trades with a known stop (winners +R, losers −R).
Read it. How many times your risk you win on average per trade. Your expectancy, in risk units.
Formula. The largest drop in your equity curve from a peak, in currency and %.
Read it. The worst run of cumulative losses. This is what blows a prop firm challenge.
Formula. Mean ÷ standard deviation of your daily results (non-annualized, FTMO / MetaStats convention).
Read it. The consistency of your performance. Higher = steadier gains. Unreliable over few days.
Formula. Average duration between opening and closing a trade.
Read it. Your style (scalping, intraday, swing) and whether you hold positions as planned.
Formula. The best and worst cumulative P&L on a single day.
Read it. Your extreme days. A huge worst day = a day without discipline.
Formula. Each month's P&L ÷ starting capital, in %.
Read it. Your steadiness month after month. Consistency beats one big isolated month.
Formula. Maximum Favorable Excursion: the peak unrealized gain a trade reached before closing, averaged over your trades.
Read it. How far the market went in your favor. An MFE well above your actual gain = you exit too early.
Formula. Maximum Adverse Excursion: the peak unrealized loss a trade took before closing, averaged.
Read it. How far it pulled against you before turning. A large MAE on your winners = stops too wide, or luck.
Formula. Each trade's MFE relative to your risk (÷ entry → stop distance), averaged.
Read it. Your best moment in risk multiples. 2R of MFE for 0.8R banked = a lot left to the market.
Formula. Each trade's MAE relative to your risk, averaged.
Read it. How many times your risk the trade dipped before recovering. Beyond −1R, your stop should have triggered.
Formula. Gain actually banked ÷ gain available at the best moment (sum of positive MFE), in %.
Read it. The share of the favorable move you capture. 60% = you leave 40% of the potential to the market.
Formula. Sum, per trade, of what it offered at its best moment minus what you banked (never negative).
Read it. The money the market offered that you didn't take. High = recurring early exits.
Formula. Among your winning trades, the deepest dip (in R) endured before turning positive.
Read it. How close a winner came to going wrong. Very negative = you held past your stop and got lucky.
Formula. Average, per trade, of the risk taken (entry → stop distance × size) relative to capital.
Read it. The share of your account put on the line per trade. Above 1-2%, a losing streak hurts badly.
Formula. Net P&L ÷ max drawdown.
Read it. How much you earn per unit of worst drawdown endured. Above 3, your system absorbs its bad runs well.
Formula. Average of the ratings YOU give each trade (adherence to entry, exit, sizing plan).
Read it. Your self-rated discipline. Cross it with P&L: well-rated but losing = bad luck; poorly-rated but winning = a bad habit rewarded.
Formula. Share of your trades marked as matching your plan.
Read it. How often you follow your own rules. The metric no one else measures, and the best predictor of an account's survival.
Formula. Share of your trades opened with a defined stop.
Read it. Your baseline protection. Below 100%, some trades had no planned loss limit at all.
Formula. Share of your trades linked to an emotional state via the check-in.
Read it. Your raw material for psychology analysis. The more you tag, the more Tradoshi links your emotions to your results.
Formula. Overall score out of 100: the average of 6 normalized axes (win rate, profit factor, avg win/loss, recovery factor, drawdown control, consistency). 100% computed from your real trades, no AI.
Read it. Your report card in one number. Track the trend, then break it down by axis to know what to fix.
Formula. Score out of 100 for following YOUR rules: trading in your killzones, not sizing up after a loss (revenge), stopping after N losses in a row, holding your daily loss limit.
Read it. The real differentiator: not whether you won, but whether you played well. Accounts blow up from indiscipline, not lack of setups.
Formula. A read on your state before trading: written, or by voice (AI analyzes tone). Your emotion is then linked to your results.
Read it. What makes Tradoshi unique: it spots when you trade in the same state as your worst days, and warns you first.
Formula. The usage unit for AI analyses (coach, recos, trade review). Each plan includes a monthly quota.
Read it. What powers the smart features. Support and core features don't consume any.
Formula. Replay the market candle by candle and test a strategy risking nothing, at market or on limit orders (tick value and slippage simulated).
Read it. To validate an idea on history before risking real capital. Your sessions and their stats are saved.
Formula. Tracks your account in real time while you trade and alerts you when you cross one of your rules (3 losses in a row, doubled size, risky window).
Read it. The coach that steps in BEFORE the mistake, not the next day in the stats.
Formula. The time windows where you allow yourself to trade (set in your profile, e.g. 9-11am and 2:30-5pm).
Read it. Your timing discipline. Trading outside your killzone is often the first symptom of a plan going off the rails.
Formula. Static: the loss limit is measured from your starting balance, fixed. Trailing: it follows your peak, so it rises as you win.
Read it. The rule that blows most challenges. On trailing, a big gain followed by a pullback can disqualify you even while up.