Price/Volume Reports
All reports in this group are interactive on the Detailed and Compare tabs, meaning you can click on bars in a report to drill down further into the data. Depending on your subscription level, and the particular report you are viewing, not all stats may be available.
Charts may be displayed in either aggregate or average report mode; aggregate will display total P&L, while average will display average per-trade P&L.
Important Only closed trades are reflected in this report group.
Trade Distribution by Price
Displays the number of trades matching the current filter, grouped by entry prices.
Performance by Price
Displays the aggregate or average P&L for trades matching the current filter, grouped by entry prices.
Distribution by Volume Traded
Displays the number of trades matching the current filter, grouped by volume.
Performance by Volume Traded
Displays the aggregate or average P&L for trades matching the current filter, grouped by volume.
Distribution by In-trade Price Range
Displays the number of trades matching the current filter, grouped by the total price range experienced during the trade. Price range is defined as Price MFE - Price MAE, where Price MFE the maximum favorable price movement during the trade, and Price MAE is the maximum adverse price movement during the trade (both independent of position size).
Performance by In-trade Price Range
Displays the aggregate or average P&L for trades matching the current filter, grouped by the total price range experienced during the trade. Price range is defined as Price MFE - Price MAE, where Price MFE the maximum favorable price movement during the trade, and Price MAE is the maximum adverse price movement during the trade (both independent of position size).