Define the period first
Choose accounts, time zone and the treatment of overnight trades before looking at results. Check open positions and missing imports. A day with no trades is different from a day with missing data.
Keep the trading decision separate from its executions. Three partial exits are not automatically three independent setups. Copied trades across accounts belong in account reconciliation, but do not multiply the number of independent decisions.
Reconcile a complete week
The synthetic table contains ten closed trades: USD 250 before costs minus USD 50 in costs leaves USD 200 net. The average is USD 20 net per trade. In this sequence, maximum drawdown measured at daily closes is USD 80.
Daily closes do not show intraday lows. A larger intraday drawdown may be hidden within those days. State the measurement basis beside the metric.
Review results and rule adherence
Mark trades with documented rule violations and read the associated notes. Compare sample sizes and risk exposure as well. A profitable violation remains a violation; a compliant losing sequence needs a different explanation.
Plan one verifiable follow-up
Write one concrete review question, such as: Does every trade after the second stop have evidence of a new setup? Apply the same check next week. Changing several rules together makes the effect of an individual change difficult to interpret.
| Day | Trades | Before costs | Costs | Net |
|---|---|---|---|---|
| 1 | 2 | 130 | 10 | 120 |
| 2 | 3 | −65 | 15 | −80 |
| 3 | 1 | 65 | 5 | 60 |
| 4 | 2 | −30 | 10 | −40 |
| 5 | 2 | 150 | 10 | 140 |
| Total | 10 | 250 | 50 | 200 |