Trader Performance Analytics
A synthetic trade-journal demonstration covering expectancy, R drawdown, session/setup segmentation and rule adherence.
Trader Performance Analytics demonstrates how a structured trade journal can be converted into expectancy, win rate, R-multiple drawdown, setup/session comparisons, and rule-adherence diagnostics without treating synthetic trades as a real track record.
MFXG Internal R&D Demonstration — synthetic or controlled inputs; not client work or live investment performance.
The problem
Win rate alone does not explain whether a trading process is repeatable. A useful review needs to connect outcomes to position-normalized results, trading session, setup type, drawdown, and whether the intended process was followed.
Core analytics
The controlled dataset contains 180 synthetic trades.
| Measure | Recorded value | What it helps examine |
|---|---|---|
| Trades | 180 | Sample size used by the demonstration |
| Win rate | 57.78% | Share of synthetic trades with positive outcomes |
| Expectancy | 0.187 R per trade | Average normalized outcome across wins and losses |
| Average winning trade | 0.894 R | Average positive outcome |
| Average losing trade | -0.780 R | Average negative outcome |
| Maximum R drawdown | -5.864 R | Largest decline in cumulative R from a prior peak |
| Rule adherence | 74.44% | Share of records marked as following the intended rules |
These values describe only the synthetic journal included with the demonstration.
Session segmentation
| Session | Trades | Expectancy | Win rate | Rule adherence |
|---|---|---|---|---|
| London | 89 | 0.323 R | 66.29% | 77.53% |
| New York | 70 | 0.061 R | 47.14% | 75.71% |
| Asia | 21 | 0.034 R | 57.14% | 57.14% |
The purpose of this segmentation is diagnostic. It shows how the same journal can be examined by context rather than assuming an overall average applies uniformly.
Setup segmentation
The same synthetic journal contains Reversal, Breakout and Pullback labels. Their recorded expectancies are approximately 0.228 R, 0.205 R and 0.164 R respectively.
This does not establish that one setup is generally superior. It demonstrates how a journal can surface differences that deserve further investigation.
Rule adherence
Trades marked as rule-adherent have synthetic expectancy of approximately 0.270 R, compared with approximately -0.053 R for trades marked non-adherent.
That relationship belongs only to this generated sample. Its role is to demonstrate how process variables can be compared with outcomes, not to claim a causal trading advantage.
What this demonstrates
The useful capability is turning a journal into structured diagnostics that connect outcome, context and process.
The dataset is not a client account, brokerage statement, audited track record, or evidence of future performance.
Explore the working demonstration
Open Trader Performance Analytics to inspect the synthetic journal summary and segmentation.
For related work, see Strategy & Performance Analytics.