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Strategies, journaling tips and analyses for your trading performance.
Maximum adverse excursion is the largest drawdown a position showed while you held it. The one metric that justifies a stop decision, and the one misapplication that makes it worthless.
The most expensive stretches often sit just behind the best ones. Three measurable traces reveal the pattern, short arithmetic demystifies the streak, and three rules take position size out of the moment.
Expectancy tells you what one average trade is worth. The formula with an example, how it differs from profit factor and R multiples, and why a good figure can still not be worth the effort.
A complete trading history is built as you go or not at all. Which five items accumulate per event, when exports have to be saved, and why your own record outlives any provider.
A market filter answers one question before every entry: does your setup work in this environment? Which three characteristics count, why application beats choice, and what to do when the filter turns negative.
A per trade limit caps a single case and nothing else. The three levels you need, how to derive the numbers downward from the week, and why the consequence must be written down first.
A stablecoin is an issuer's promise, not a law of nature. How the three constructions work, which five questions to ask, and why settlement currency must not change mid year.
Leverage sets the margin you tie up, not the loss when your stop triggers. What it genuinely changes, when it does become a risk, and the four journal fields it requires.
Cutting winners and sitting on losers is not a character trait but a measurable quantity. Three figures expose the pattern, and only rules set before entry work against it.
It is not the size of your gains that decides but their classification. The five cumulative safe harbour criteria, what happens when you miss one, and what has to be documented either way.
The strongest lever is the permission on your API keys, not your password. Which rights a journal actually needs, which two factor method withstands a fake login page, and the order to respond in.
A pullback entry buys a pause inside an intact trend rather than the moment of acceleration. Which four characteristics count, when exactly you enter, and how the profile differs from a breakout.
A trend is broken when a condition set in advance is met. Which three definitions hold up, why you cannot switch mid trade, and how a trailing stop differs from a signal exit.
Austria treats crypto as investment income at a special rate, Germany as a private disposal with a one year period. Where the systems diverge and how to spot a source written for the wrong country.
Slippage is the gap between intended and actual price. How to record it per trade, normalise it in R, and use it to answer whether your problem is the idea or the route to it.