§01 TRADE_JOURNAL - TRADE_LOG IFT Pro Import

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The Trade Journal serves as a professional-grade execution tracker, analytics dashboard, and performance auditing system for active traders. It supports multi-source ingestion (including direct broker sync and manual uploads), automated performance grading, and simulated vs. real execution tracking.

Export from IFTpro

Today's Demo Executions

Demo Trade History

File downloaded: Demo_Trade_History.csv

Demo P&L By Security

Demo P&L History

Export like CSV file

File downloaded: Demo_Trade_History.csv

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Import in Tapeboard platform

Ensure your CSV log output is configured correctly.

Click [ IMPORT / SYNC ] on the Itoolbar.

Click [ UPLOADE CVS file ]

Import CVS file :Demo_Trade_History.csv

Once processed, trades will appear automatically The system tags these entries with STERLING-IMPORT to establish the data provenance trail.

Import completed

TRADES QUEUED FOR TAPE VERIFICATION — MFE / MAE AND EXCURSION DATA FILL IN AUTOMATICALLY AS EACH TRADE IS CHECKED AGAINST THE INTRADAY RECORD.

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Dashboard

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Trade_Log

Performance Auditing (Grading System)

• Grade B Trades: Represent controlled executions that successfully hit price targets or trailing stops within predefined risk boundaries.
• Grade C Trades: Typically represent disciplined errors, small slippage overruns, or manual exits that deviated slightly from strict playbook parameters. Review these records via the AI_ANALYSIS tab to discover systemic errors.

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Reports

This interface processes trade execution logs to compute advanced mathematical performance ratios, capital efficiency scores, and statistical outliers regarding uncaptured potential profit.

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Calendar

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PLAYBOOKS

Playbooks — your rule-defined setups + how they actually perform

NEW PLAYBOOK

No playbooks yet. A playbook is a setup with rules — entry trigger, stop rule, target, time window — so the journal can score how well each trade followed the plan and show which setups actually make money.

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AI_ANALYSIS

Pattern Recognition

• Hold-time asymmetry: Winners average ~3.5 min hold vs losers ~3.8 min — essentially no asymmetry. However, the largest loser (UBER, −$234 net, 15 min) was held 3× longer than the median loser, and the 83-min WFC short (+$12.27 net) was a clear outlier, suggesting occasional patience on small winners but quick cutting of most losers.
• Win rate + average R-multiple: ~62% win rate (≈70 wins / 113 total). R-multiples not available in the data (all rMultiple: null), so expectancy in R cannot be computed. Average net P&L per trade ≈ +$8.50, skewed by a few large wins (DELL +$525, +$567; AAPL +$200) and large losses (AMAT −$369, AMZN −$208, CRDO −$230).
• Time-of-day / day-of-week P&L skew: All trades fall on weekdays spanning Apr 6 – Jul 10, 2026; no weekend data. Open-hour (09:30–10:00) trades produced the biggest absolute swings — DELL +$525/+567 (Jul 9, 09:35–09:36), AMZN −$208 (Apr 24, 09:32), AMAT −$369 (Apr 20, 09:31) — suggesting elevated risk appetite at the open. Late-afternoon (14:30–16:00) trades skew smaller and mixed. Midday (11:00–13:00) trades are notably calmer with fewer large losses.
• Symbol concentration / repeat-offender losers: AAPL (24 trades), AMZN (17), AMD (10), DELL (10), INTC (10) dominate volume. DELL is a repeat-offender loser on Jul 9 (two shorts at 09:31, −$121.47 net each, then a long at 10:30 for −$139.50 net). INTC on Jul 6 shows a long→short→long churn cluster (8 trades in ~30 min) netting roughly −$120. AMAT on Apr 17 (6 trades) and Apr 20 (1 trade) netted approximately −$640 combined — the single worst symbol-day.
• Revenge-trading (rapid re-entry after a loss): Multiple same-minute or next-minute re-entries after losses: DELL Jul 9 (short loss at 09:31, immediately re-shorted same tick, −$121.47 net again); DELL Jul 10 (long loss at 11:50 → re-long at 11:52 → re-long at 11:55, cumulative −$50 net); AAPL Jul 10 (short loss at 11:21 → re-short at 11:29, −$80.52 net); INTC Jul 6 (long loss at 15:49 → short at 15:50, then 3 more shorts in 3 min). Pattern is immediate direction-flip or doubling-down within 1–2 minutes of a loss.
• Short vs long asymmetry: Longs vastly outnumber shorts (~85 long vs ~28 short). Shorts show a lower win rate (~36% vs ~67% for longs) and larger average loss (short avg net P&L ≈ −$35 vs long avg ≈ +$20). Worst shorts: AMAT −$369 (Apr 20), AMZN −$208 (Apr 24), AMD −$151 (Apr 22), DELL −$243 combined (Jul 9). The trader is clearly more skilled long than short but shorts aggressively with size.

Weekly Summary

Week Performance Recap

Summary - Net P&L: +$1,035.93 - Win Rate: 62.5% (45 wins / 27 losses out of 72 closed trades) - Total commissions paid: ~$95.07

Best Trade - DELL long on 2026-07-08: +$567.04 net (entry $426.00 → exit $431.68, 100 shares, 1-minute hold)

Worst Trade - UBER long on 2026-07-10: -$234.03 net (entry $75.80 avg → exit $75.34, 500 shares, 15-minute hold)

Dominant Pattern Overtrading a single ticker with rapid-fire scalps. You traded AAPL 22 times and INTC 12 times, with most holds under 3 minutes. While many of these were small wins, the pattern of immediately re-entering the same ticker led to compounding losses on bad entries (e.g., 3 consecutive DELL longs on 7/10 all lost). You also showed a tendency to fight the trend — multiple longs into a declining tape (UBER, GOOG, INTC) and shorts into a rising one (AAPL, DELL).

Focus for Next Week Cap entries at 2 per ticker per session. The data shows diminishing edge after the first 1-2 trades on a name — by the 3rd+ entry on AAPL, DELL, and INTC, losses clustered. Let the first trade's result inform whether a second is warranted, then step away from that ticker.

Monthly Summary

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COMMUNITY

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Trade Log Table Schema

The core data table contains 10 columns providing a complete financial and qualitative overview of each completed trade.

Column Name	Data Type	Description / Formatting Rules
DATE	Date (YYYY-MM-DD)	The execution date of the trade closing leg or primary session date.
TICKER	String (Uppercase)	The standard exchange market identifier symbol (e.g., ORCL, AAPL, AMZN, AMD, V, AMAT).
DIR	Enum [LONG, SHORT]	LONG: Color-coded in teal/green background. SHORT: Color-coded in coral/red background.
ENTRY	Currency (USD)	The average execution price at position entry/opening.
EXIT	Currency (USD)	The average execution price at position liquidation/closure.
SHARES	Integer	The absolute quantity of shares or contracts traded.
P&L	Currency (USD)	Net profit or loss for the trade. Color-coded natively: • Positive numbers: Mint Green with a leading plus sign (e.g., +$102.00). • Negative numbers: Coral Red with a leading minus sign (e.g., -$118.00).
R-MULT	Float / Numeric	Risk Multiplier metric ($R$-Multiple). Represents profit/loss relative to initial risk units defined in the playbook.
TAGS	String List	Meta-tags attached to the trade. In image_2a067b.png, trades auto-ingested via Sterling are badged with a purple STERLING-IMPORT tag.
GRADE	Character [A, B, C, D, F]	Performance/Execution discipline grade assigned to the trade. Color-coded based on quality (e.g., B is Gold/Yellow, C is Coral/Orange).

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