One completed trade per row

The analyser reads the documented CSV format shown on its page. Each row represents a completed spot long or linear short, with its closing UTC time, quantity, entry and exit prices, total fees and other costs. Use one quote currency throughout the file. Symbols are labels; no exchange account or market identity is inferred.

Costs change the sign of a trade

Net trade result = signed price difference × quantity − fees − other costs

A hypothetical long of one unit from 100 to 120 with 2 total fees earns 18. A short of two units from 100 to 110 with 1 fee loses 21. A third trade with zero net result is breakeven. Together they lose 3; one winner out of three completed trades gives a 33.3333% win rate.

Profit factor and risk coverage

Net profit factor divides positive net trade results by the absolute total of negative net results. In the example it is 18/21. If the file contains no losing trades, that ratio has no finite denominator and is displayed as undefined rather than infinity.

If the first two trades each have a supplied risk amount of 10, their R results are 1.8 and −2.1, averaging −0.15. Rows without a risk amount are omitted from that average and shown in the coverage count. A supplied risk figure is an assumption, not proof that the loss was capped.

Closed equity leaves gaps

Starting equity of 1,000 rises to 1,018 and then falls to 997 in this example. The maximum closed-equity drawdown is 21, about 2.0629% of its 1,018 peak. The file cannot show intratrade drawdowns, open positions or capital added and withdrawn between trades.

The browser reads a selected file locally. Saved scenarios retain settings and a digest, requiring the matching file to be selected again. Without JavaScript, pasted CSV is submitted transiently to this website. Export is an explicit action; no exchange connection or automatic journal upload is used.