Why 30 Trades Is a Milestone (Not a Verdict)
Thirty closed trades is usually enough to see process leaks—revenge clusters, session drift, oversized losers—but rarely enough to crown a “best setup” with confidence. Treat this window as calibration, not optimization.
Read These First (They Stabilize Fastest)
- Average loss vs average win (R terms) — Are losers respecting your plan size?
- Rules-followed rate — If you are not tagging this, add it before another metric.
- Time-of-day and session buckets — Noise drops when you compare London vs NY, not trade #7 vs #8.
- Max adverse excursion on winners — Tells you if stops are rational or emotional.
De-Prioritize Until You Have More Data
- Win rate alone without expectancy can mislead after short streaks.
- Per-instrument edges with only a handful of trades each.
- “Best hour” heatmaps until sessions have comparable counts.
One Weekly Habit That Compounds
Pick one tag to audit each Sunday (e.g. “late chase” or “skipped stop”). Count occurrences vs P&L contribution. Small, repeated audits beat adding five new indicators.
Log the fields that matter in one workspace—[start free on Tradapt](/register) and let analytics stay tied to your real trades.