Instrument Reports

All reports in this group are interactive, 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.

Instrument-related calculations rely on closing data; these reports will not be available for current-day trades until after 4:45pm eastern time for stocks, and 6:15pm eastern time for futures and forex.

Important Only closed trades are reflected in this report group.

Performance by Symbol

These charts show the top and bottom 20 symbols for trades matching the current filter, ordered by aggregate or average P&L.

Performance by Instrument Volume

Displays the aggregate or average P&L for trades matching the current filter, grouped by the total volume traded in the instrument on the trade entry date.

Performance by Instrument Relative Volume (% of 50ma)

Displays the aggregate or average P&L for trades matching the current filter, grouped by the relative volume traded in the instrument on the trade entry date as a percentage of the 50-day simple moving average of volume. Useful as an indication of whether the volume traded in instrument was above or below average.

Performance by Instrument Prior Day Relative Volume (% of 50ma)

Displays the aggregate or average P&L for trades matching the current filter, grouped by 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. Useful for analyzing performance on follow-through days, where the prior day's volume may have been, say, much higher than typical.

Performance by Instrument Movement

Displays the aggregate or average P&L for trades matching the current filter, grouped by the total price movement of the instrument on the trade entry date. Measured as the day close - prior close.

Performance by Instrument Opening Gap

Displays the aggregate or average P&L for trades matching the current filter, grouped by the opening gap of the instrument on the trade entry date. Measured as the day open - prior close.

Performance by Instrument Day Type

Displays the aggregate or average P&L for trades matching the current filter, grouped by the "day type" of the instrument on the entry date of the trade. The day types are defined as follows:

  • Inside range day - all trading was within yesterday’s price range
  • Trend Up day - closes above yesterday’s high, opens in bottom 15% of day’s range, and closes in top 15% of day’s range
  • Trend Down day - opposite of trend up day
  • Outside range day - trades at least partially outside yesterday’s range, but was not a trend day

Performance by Instrument Average True Range

Displays the aggregate or average P&L for trades matching the current filter, grouped by the ATR(14) of the instrument as of the trade entry date.

Performance by Entry % of ATR

Displays the aggregate or average P&L for trades matching the current filter, grouped by 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. Useful for determining whether you are profitable entering trades when they have already moved their ATR, for example.

Performance by Relative Volatility (TR/ATR)

Displays the aggregate or average P&L for trades matching the current filter, grouped by the true range of the instrument on the entry day in relation to the ATR(14) of the instrument. For example, if the instrument's ATR(14) on the entry date was 1.50, and the actual true range of the instrument on the entry date was 3.00, that would be a relative volatility of 200% of ATR. Useful for determining whether you are profitable making trades on days when the instrument is moving much less than, or much more than, its recent behavior.

Performance by Entry Price vs SMA

Displays the aggregate or average P&L for trades matching the current filter, grouped by the distance the trade entry price was to the selected simple moving average as calculated on the day before the trade. Trades containing options are excluded from this chart.

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