What trading analytics is
Trading analytics is the measurement of trading results: win rate, average win and loss, expectancy, drawdown and how each changes over time. It answers whether your method makes money, how much risk it takes to do so and whether the result is repeatable or luck.
Retail vs institutional trading analytics
Search for "trading analytics" and most results are enterprise products: market data, transaction cost analysis and execution quality tools sold to banks and funds. That is analytics about the market and the order flow. Retail trading analytics is about you: your trades, your sizing, your habits. The question is not how the market behaved but whether you traded it well, and an imported trade history is all it needs.
The trading analytics metrics that matter
Expectancy
The average result per trade: win rate × average win − loss rate × average loss. Positive expectancy means the method pays over many trades. Check yours with the expectancy calculator.
Maximum drawdown
The deepest fall from an equity peak to the next low, in dollars or percent. It is the cost of the return. Two accounts with the same profit and different drawdowns are not equally good.
Profit factor
Gross profit divided by gross loss. Above 1 the account makes money. It is useful for comparing setups, but it ignores how many trades are behind it.
R-multiple
A trade's result divided by the amount risked on it. A +2R trade made twice what it risked. R-multiples let you compare trades of different sizes and markets on one scale.
Win rate and reward-to-risk
Read these as a pair. A 40% win rate is fine when the average win is twice the average loss, and a 70% win rate fails when losers are three times the size of winners. The win rate calculator and risk-reward calculator work through both.
From metrics to a trading analytics routine
- Import your trades so every figure comes from fills, not memory.
- Check expectancy and drawdown first. If expectancy is negative, nothing else matters yet.
- Split the results by setup, market, day and hour to find where the edge sits.
- Change one thing, then give it at least 30 more trades before judging.
The trading dashboard shows the headline numbers on one screen. The methodology page lists every formula. This page is educational, not financial advice; see the risk disclosure.