PRAETIR / Workflows

A trading journal for futures

A futures journal needs to know the unit behind every result. Market, contract, quantity and tick value belong together. Only then can NQ, MNQ, ES or MES be compared meaningfully after costs.

From ticks to money

For one NQ contract, 20 ticks at USD 5 per tick represent USD 100 before costs. The same 20 ticks in MNQ represent USD 10. Price behavior alone therefore cannot explain changes in dollar performance when contract size changes too.

Record rollovers and partial executions

Preserve the actual expiry contract alongside the general market. Partial executions require a clear trade definition, such as one flat-to-flat position cycle. Otherwise entries and exits can inflate trade count or duplicate costs.

Use a documented time zone for session comparisons. A futures trading day can begin before its local calendar date. The journal should therefore make calendar-day versus exchange-session grouping explicit.

Import, reconcile, analyze

After importing, first reconcile total P&L, costs and quantities with the original export. Add setup tags and decision notes afterward. Metrics and account comparisons become useful on that foundation. The on-page example demonstrates reconciliation with eight synthetic NQ trades.

Sources and methodology

Worked examples are original and synthetic. Verify contract specifications with the provider before use.

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