Event-driven backtesting with bar-by-bar execution, complex order types, multiple analyzers, and custom indicators
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Structured trade logging, performance review, behavioral pattern detection, and strategy attribution for systematic improvement
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설치 방법 보기설치하기 전에 에이전트에게 전달되는 지시 내용을 확인할 수 있습니다.
Structured trade journaling for systematic improvement. Log every trade with context, review performance at multiple cadences, detect behavioral patterns that destroy edge, and attribute returns to specific strategies.
Most traders fail not from bad strategies but from bad behavior. A trade journal transforms subjective "feel" into objective data:
Without a journal, you optimize on noise. With one, you optimize on signal.
Every trade record captures context at entry and outcome at exit. See references/record_format.md for the complete 18-field schema.
trade = {
"id": "T-20250310-001",
"token": "SOL",
"direction": "long",
"entry_date": "2025-03-10T14:30:00Z",
"entry_price": 142.50,
"size_sol": 5.0,
"strategy": "momentum-breakout",
"rationale": "Breaking above 4h resistance at 141.80 with volume confirmation",
"exit_date": "2025-03-10T16:45:00Z",
"exit_price": 146.20,
"pnl_sol": 0.648,
"outcome": "win",
"lessons": "Held through initial pullback to 143.0, rewarded for patience"
}
Use consistent tags to enable performance attribution:
| Category | Tags |
|---|---|
| Momentum | momentum-breakout, trend-continuation, pullback-entry |
| Mean Reversion | range-fade, oversold-bounce, deviation-snap |
| Event-Driven | listing-play, catalyst-trade, news-reaction |
| On-Chain | whale-follow, wallet-copy, flow-signal |
| DeFi | lp-entry, yield-farm, arb-capture |
Write rationale before entering. Templates by setup type:
Momentum: "[Token] breaking [level] on [timeframe] with [confirmation]. Target [price], stop [price]."
Mean Reversion: "[Token] at [X] std devs from [mean] on [timeframe]. Expecting reversion to [target]."
On-Chain: "[Signal type] detected — [wallet/flow description]. Historical hit rate [X]%."
The journal uses JSON for structured querying and CSV for spreadsheet compatibility.
{
"journal_version": "1.0",
"trader_id": "anon",
"trades": [
{
"id": "T-20250310-001",
"token": "SOL",
"direction": "long",
"entry_date": "2025-03-10T14:30:00Z",
"entry_price": 142.50,
"size_sol": 5.0,
"size_usd": 712.50,
"strategy": "momentum-breakout",
"setup_quality": 8,
"rationale": "Breaking above 4h resistance with volume",
"exit_date": "2025-03-10T16:45:00Z",
"exit_price": 146.20,
"pnl_sol": 0.648,
"pnl_pct": 2.60,
"outcome": "win",
"hold_time_minutes": 135,
"emotional_state": "calm",
"lessons": "Patience through pullback paid off",
"tags": ["high-conviction", "clean-setup"]
}
]
}
id,token,direction,entry_date,entry_price,size_sol,strategy,exit_date,exit_price,pnl_sol,pnl_pct,outcome,lessons
T-20250310-001,SOL,long,2025-03-10T14:30:00Z,142.50,5.0,momentum-breakout,2025-03-10T16:45:00Z,146.20,0.648,2.60,win,"Patience paid off"
from collections import Counter
def win_rate_by_strategy(trades: list[dict]) -> dict[str, float]:
"""Compute win rate grouped by strategy tag."""
strategy_outcomes: dict[str, list[str]] = {}
for t in trades:
strat = t["strategy"]
strategy_outcomes.setdefault(strat, []).append(t["outcome"])
return {
strat: outcomes.count("win") / len(outcomes)
for strat, outcomes in strategy_outcomes.items()
if len(outcomes) >= 5 # minimum sample size
}
from datetime import datetime
def pnl_by_hour(trades: list[dict]) -> dict[int, float]:
"""Aggregate P&L by entry hour (UTC)."""
hourly: dict[int, float] = {}
for t in trades:
hour = datetime.fromisoformat(t["entry_date"].rstrip("Z")).hour
hourly[hour] = hourly.get(hour, 0.0) + t.get("pnl_sol", 0.0)
return dict(sorted(hourly.items()))
def profit_factor(trades: list[dict], group_key: str = "token") -> dict[str, float]:
"""Compute profit factor (gross wins / gross losses) by grouping key."""
groups: dict[str, dict[str, float]] = {}
for t in trades:
key = t.get(group_key, "unknown")
groups.setdefault(key, {"wins": 0.0, "losses": 0.0})
pnl = t.get("pnl_sol", 0.0)
if pnl > 0:
groups[key]["wins"] += pnl
else:
groups[key]["losses"] += abs(pnl)
return {
k: v["wins"] / v["losses"] if v["losses"] > 0 else float("inf")
for k, v in groups.items()
}
The journal enables detection of destructive trading patterns. See references/review_framework.md for the full framework.
Rapid re-entry after a loss, often with larger size:
def detect_revenge_trades(trades: list[dict], max_gap_minutes: int = 15) -> list[dict]:
"""Find trades entered within max_gap_minutes of a losing exit."""
sorted_trades = sorted(trades, key=lambda t: t["entry_date"])
revenge = []
for i in range(1, len(sorted_trades)):
prev, curr = sorted_trades[i - 1], sorted_trades[i]
if prev["outcome"] == "loss":
prev_exit = datetime.fromisoformat(prev["exit_date"].rstrip("Z"))
curr_entry = datetime.fromisoformat(curr["entry_date"].rstrip("Z"))
gap = (curr_entry - prev_exit).total_seconds() / 60
if gap <= max_gap_minutes:
revenge.append(curr)
return revenge
Entering after large moves without proper setup:
def winner_loser_hold_times(trades: list[dict]) -> dict[str, float]:
"""Compare average hold time for wins vs losses."""
win_times = [t["hold_time_minutes"] for t in trades if t["outcome"] == "win"]
loss_times = [t["hold_time_minutes"] for t in trades if t["outcome"] == "loss"]
return {
"avg_win_hold_min": sum(win_times) / len(win_times) if win_times else 0,
"avg_loss_hold_min": sum(loss_times) / len(loss_times) if loss_times else 0,
}
# RED FLAG: if avg_loss_hold > avg_win_hold, you're cutting winners and riding losers
Size escalation after losses suggests emotional trading:
def detect_tilt(trades: list[dict], threshold: float = 1.5) -> list[dict]:
"""Flag trades where size increased >threshold after a loss."""
tilt_trades = []
for i in range(1, len(trades)):
prev, curr = trades[i - 1], trades[i]
if prev["outcome"] == "loss" and curr["size_sol"] > prev["size_sol"] * threshold:
tilt_trades.append(curr)
return tilt_trades
See references/review_framework.md for detailed review checklists and questions.
Real trading involves scaling in and out. The journal handles this with child records:
# Parent trade with two scale-out exits
parent = {
"id": "T-20250310-001",
"token": "BONK",
"direction": "long",
"entry_date": "2025-03-10T14:30:00Z",
"entry_price": 0.000023,
"size_sol": 10.0,
"strategy": "momentum-breakout",
"exits": [
{"date": "2025-03-10T15:00:00Z", "price": 0.000025, "size_pct": 50, "reason": "first-target"},
{"date": "2025-03-10T16:30:00Z", "price": 0.000028, "size_pct": 50, "reason": "trailing-stop"},
]
}
See references/record_format.md for full documentation of partial exit handling.
references/record_format.md — Complete 18-field trade record schema, field descriptions, tagging taxonomy, CSV/JSON examples, partial exit handlingreferences/review_framework.md — Daily/weekly/monthly review checklists, behavioral red flags, performance decay detectionscripts/trade_logger.py — CLI trade logger: add, list, update, compute stats, filter, demo mode (stdlib only)scripts/journal_analyzer.py — Journal analysis: strategy performance, behavioral patterns, time-based analysis, demo mode (stdlib only)Both scripts use Python standard library only (json, datetime, argparse, collections). No external packages required.
# No installation needed — stdlib only
python scripts/trade_logger.py --demo
python scripts/journal_analyzer.py --demo
This skill provides tools for trade record-keeping and performance analysis. It does not provide financial advice, trading recommendations, or guarantee any trading outcomes. All analysis is informational and for personal review purposes only.
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