Trading Psychology

Understand your execution, discipline, and behavioral patterns.

+ Connect accountRange Last 90 daysAccounts All
Discipline score
69
Loss size consistency · 49
Holding discipline · 100
Days without a flagged pattern · 57
69 /100
Equal weight across 3 component(s). Measures execution habits, not profitability — a disciplined month can still lose money.
P&L on flagged trades
−$69
Across 4 checked patterns
Sum of net P&L on trades these patterns flagged. Associated, not proven to be caused by them. A trade caught by several patterns is counted once.
Current streak
+8
Consecutive closed trades in the same direction of outcome
Today's trade count
0
vs 2 on a typical active day
0 today
Median of your other active days
◆ Your summary on request · never on load
No written summary yet. Every figure on this page is already computed without one — a summary adds the narrative, not the numbers.
◆ Behavioural briefing on request · not on load
⚠ Size increase following a loss
After a loss you size above your median 64% of the time (16 of 25). After anything else it is 40% (17 of 42).
16 occurrence(s) · 25 trades checked · +$809.67 on these vs +$1,195.16 on the rest
✓ Strongest session — US 13–21 UTC
US 13–21 UTC is your best block at +$1,202 over 23 trades. Asia 00–07 UTC is your weakest at +$551 over 19 trades. Late 21–24 UTC (9) had too few trades to include.
23 trades in this block · +$1,202.17
Elevated exposure
2 of 4 checks are currently firing. A count of active findings, not a risk model.
Last closed trade
+$144.31
27 Oct 19:21 UTC
Strongest session
65%
US 13–21 UTC · 23 trades · +$1,202
Weakest window
—
No block is negative on average
Emotions are never inferred from transactions. Revenge trading, FOMO and anxiety are not labels this page applies — it reports what happened and asks you.
Detected patterns ranked by associated P&L
Pattern
Evidence
Count
Assoc. P&L
1 of 26 active days were in profit at some point and finished negative.
On those days, what changed between the high point and the close?
Try: Consider a stop-for-the-day rule once a session is meaningfully up.
Measured on closed trades in UTC order. A day that ends negative is not evidence of a decision; it is a prompt to look.
High cost
×1
of 26
−$69
On 0 occasion(s) a new position was opened within 10 minute(s) of closing a losing trade. That window is set from your own median hold time, not a fixed number.
What were you reacting to in those first few minutes?
Try: Try a fixed pause after a losing trade — you choose how long.
Shows what accompanied these trades, not that haste caused it. Both could follow from the same market conditions.
Low
×0
of 68
$0
Moving stops further away
This connection does not expose historical stop amendments, so this cannot be checked. It is shown as unavailable rather than estimated.
Unavailable
—
—
After a loss you size above your median 64% of the time (16 of 25). After anything else it is 40% (17 of 42).
Was the larger size decided before the previous trade closed?
Try: Decide position size before the previous trade closes.
Size varies for many reasons, including conviction and volatility. This compares two rates; it does not read intent.
Low
×16
of 25
+$810
US 13–21 UTC is your best block at +$1,202 over 23 trades. Asia 00–07 UTC is your weakest at +$551 over 19 trades. Late 21–24 UTC (9) had too few trades to include.
What is different about how you prepare for your strongest block?
Try: Protect this block for your highest-conviction setups.
Sessions differ in volatility as well as in how you trade them.
Strength
×23
of 68
+$1,202
5 of 23 active days went above 4 trades. Your typical day is 2; this compares against 2× that, because you have not set a limit of your own.
What tends to be happening on the days you go well past your usual?
Try: Set a daily trade limit you choose, so the check measures your own rule.
A busy day is not automatically a worse one; the P&L is shown so you can judge.
Low
×5
of 23
+$1,278
Total on flagged trades −$69.31
Each trade is counted once even where several patterns flag it. This is the P&L that accompanied these trades — it does not show the behaviour caused it.