The Advanced reports are designed to plot each trade matching the current filter on a chart, and you can choose what value for each trade is plotted on each axis. The various values available to plot are listed below. Depending on your subscription level, not all values may be available.

You can choose whether to plot each trade as a single point, or as a variable-size point that is scaled by the P&L of the trade.

Important Only closed trades are reflected in the Advanced reports.

Advanced reports require a silver or gold subscription.

The available values for each trade that can be plotted on either axis are as follows:

P&L

The gross or net (depending on the report setting) P&L for the trade. This is reported either in $, or in multiples of R (the risk put on for each trade).

Per-share P&L

The total (gross or net) P&L for the trade, divided by the number of shares or contracts traded (e.g. volume / 2).

Per-share P&L (ticks/pips)

The total (gross only) P&L for the trade, in ticks or pips, divided by the number of shares or contracts traded (e.g. volume / 2). Calculated for futures and forex trades only.

Per-share % P&L

The total (gross or net) per-share P&L for the trade, expressed as a percentage of the entry price.

Duration

The duration of the trade, from opening to closing.

Volume

The total volume in the trade, in shares or contracts.

Entry Price

The entry price of the trade.

R

The initial risk, or R, of the trade.

Position MFE

The maximum interim profit during the trade. Usually referred to as Maximum Favorable Excursion (MFE), and sometimes referred to as runup. Can be plotted in either $ or in R.

Position MAE

The maximum interim loss during the trade. Usually referred to as Maximum Adverse Excursion (MAE), and sometimes referred to as drawdown. Can be plotted in either $ or in R.

Price MFE

The maximum favorable price movement during the trade, independent of position size. If "$" is selected, the price movement in $ will be shown - only trades settled in USD will be displayed. If "ticks/pips" is selected, all trades matching the current filter will be shown.

Price MAE

The maximum adverse price movement during the trade, independent of position size. If "$" is selected, the price movement in $ will be shown - only trades settled in USD will be displayed. If "ticks/pips" is selected, all trades matching the current filter will be shown.

Price Range during trade

The total price range of the trade, defined as Price MFE - Price MAE (see above definitions). If "$" is selected, the range in $ will be shown - only trades settled in USD will be displayed. If "ticks/pips" is selected, all trades matching the current filter will be shown.

P&L % of MFE/MAE

For trades with a positive P&L, this is the trade P&L expressed as a percentage of the Position MFE; said another way, it is how much of the position MFE was actually captured in the trade. For trades with a negative P&L, this is the trade P&L as a percentage of the position MAE.

Trade open date/time

The date/time (in US Eastern time) the trade was opened.

Day of week and time

The day of week and time of day (in US Eastern time) that the trade was opened.

Trade index

The trades will be sorted in ascending order of open date/time, and this value is the index of the trade in the sorted list.

Time to position MFE

The elapsed time between the trade open and the time the position MFE occurred (see above for position MFE definition).

Time to position MAE

The elapsed time between the trade open and the time the position MAE occurred (see above for position MAE definition).

Time to price MFE

The elapsed time between the trade open and the time the price MFE occurred (see above for price MFE definition).

Time to price MAE

The elapsed time between the trade open and the time the price MAE occurred (see above for price MAE definition).

Best exit P&L

This is the potential P&L of the trade, if the final exit execution(s) are moved to the ideal exit without incurring any additional risk in the trade.

Exit efficiency

Trade P&L divided by the Best exit P&L, representing how much of the potential P&L was realized in the trade. Available for winning trades only.

Market movement (%)

The total movement of the SPY ETF on the entry date of the trade.

Market gap (%)

The gap at market open of the SPY ETF on the entry date of the trade.

Instrument volume

The total volume traded in the instrument on the trade entry date.

Instrument volume (% of 50ma)

The relative volume traded in the instrument on the trade entry date as a percentage of the 50-day simple moving average of volume.

Instrument prior-day volume (% of 50ma)

The relative volume traded in the instrument on the trading day before the trade entry date as a percentage of the 50-day simple moving average of volume.

Instrument movement (%)

The total price movement of the instrument on the trade entry date (close - prior close).

Instrument opening gap (%)

The opening gap of the instrument on the trade entry date (open - prior close).

Instrument ATR(14)

The Average True Range ATR(14) of the instrument on the trade entry date.

Entry as % of ATR(14)

The entry point of the trade in relation to the ATR(14) of the instrument. For example, if the instrument's ATR(14) on the entry date was 1.50, the prior day's close was 50.00, and you entered a trade at 51.00, that would be an entry 67% of ATR.

% Shares adding liquidity

The number of shares in the trade that added liquidity, as a percentage of total trade volume.

% Entry shares adding liquidity

The number of entry shares in the trade that added liquidity, as a percentage of total entry shares traded (i.e. number of shares on the same side as the entry).

% Exit shares adding liquidity

The number of exit shares in the trade that added liquidity, as a percentage of total exit shares traded (i.e. number of shares on the opposite side as the entry).

Commission

Total commissions for the trade.

Commission and Fees

Total commissions and fees for the trade.