Log each trade in R multiples and mark whether you followed your plan. The journal then reports those two things against each other, because they are not the same measurement and your account can’t tell you which one went wrong.
No trades logged yet. Add your first one above — the numbers only start meaning anything somewhere north of thirty.
Saved in this browser only — nothing is uploaded, and we never see it. Clearing your browser data will erase the journal, so export to CSV if you want a copy you can keep.
A journal that only records outcomes teaches you the wrong lesson roughly half the time. Take a strategy that wins 40% of the time at 1:3 — genuinely profitable, since forty wins at 3R against sixty losses at 1R nets +60R over a hundred trades. That strategy still hands you six consecutive losses often enough to feel broken, and an outcome-only journal has no way to tell you the difference between a system that stopped working and a normal losing streak inside one that didn’t.
Marking plan adherence separately gives you the other axis. A trade you took by the book that lost is the cost of doing business, not a mistake to correct. A trade you took on impulse that won is the most expensive box on the grid, because the market just paid you for behaviour that will cost you later. Only one of the four boxes is genuinely avoidable, and it isn’t the one with the red number in your account.
Once you have enough entries, size each one properly before you take it with the position size calculator, and read the reasoning behind the setups themselves in the breakdowns.