A school report for how you traded — not for how much you made.
You can make money while breaking every rule you set yourself, and lose money while following all of them. Over one month, luck decides. Over a year, the rules do. So this score ignores profit completely and asks one question: did you do what you said you were going to do?
It's the only number on this page you fully control. You can't decide whether a trade wins. You can decide whether you followed your own plan.
Reading it: 90+ means you're trading the plan you actually wrote. 75–89 is good with a leak somewhere. 60–74 means the plan and the trading have come apart. Below 60 means you have a plan you aren't using.
The six parts:
First, one word you'll see everywhere: R.
R just means "one unit of what you risked." If you decide to risk £100 on a trade, that £100 is 1R. Making £200 is +2R. Losing the full £100 is −1R. Traders use it because it lets you compare a trade on Bitcoin with a trade on a £4 stock without the account size getting in the way.
What the account did, against what it would have done had every logged rule been followed exactly — no skipped signals, no widened stops, no early exits, uniform size. The gap is the price of psychology.
Two versions of your account: you, and a robot that followed your rules perfectly.
The green line is what a machine would have made trading your exact plan — taking every signal, honouring every stop, holding to every target, betting the same size each time. The blue line is what actually happened. The shaded area between them is the money your emotions cost you.
This is the most useful chart here because it separates two things people constantly confuse. A losing month can mean your strategy is broken — or it can mean your strategy is fine and you didn't follow it. Those need completely different fixes, and until you see both lines you're guessing which one you've got.
If the green line is falling too, the problem is the strategy and no amount of discipline will save it. If green is rising and blue isn't, the strategy is fine and the gap is the entire job.
Wilson 95% interval on each setup's win rate against its breakeven rate (1 ÷ (1+R)). An edge is only established once the whole interval clears the breakeven line. Anything still straddling it is a coin toss you have opinions about.
How many trades before you can trust a win rate? Far, far more than anyone expects.
Flip a coin five times and get four heads. You don't have a lucky coin — you have five flips. Everyone accepts that instantly. Then the same person takes twelve trades, wins seven, and concludes the setup works.
Each grey bar shows the range your real win rate could plausibly be, given how few trades you've logged. Short bar, lots of data, you know where you stand. Long bar, barely any data, and the honest answer is you have no idea yet.
The red line is the win rate you need just to break even. It moves depending on how big your wins are compared to your losses — if you make £3 when right and lose £1 when wrong, you only need to be right 25% of the time.
The rule: if the bar still crosses the red line, you don't yet know whether the setup makes money. It might be excellent. You just can't claim it. That's not pessimism, it's arithmetic — it takes roughly 300 trades to prove a small edge and around 80 to prove a large one.
Planned risk against realised loss, one dot per losing trade. On the line means the stop did its job. Below it means the stop moved. Douglas's whole point about "accepting the risk" is this scatter — most traders believe they accept risk right up until you plot it.
Every dot is a trade that lost. Did it lose what you said it would?
Left to right: how much you planned to lose. Bottom to top: how much you actually lost. If those match, the dot lands on the green line and your stop did its job.
Dots above the line are trades where the loss got bigger than you agreed to. In practice that means one thing: you moved your stop, or cancelled it, or sat and watched. It rarely feels like a decision at the time — it feels like giving the trade room.
This chart exists because almost every trader believes they accept the risk they take. Very few do, and the difference doesn't show up in a feeling, it shows up here. One dot high above the line can undo six good trades.
20,000 Monte Carlo paths over your own parameters. Truth 3: there is a random distribution between wins and losses. The losing run that made you abandon your system was almost certainly the single most likely outcome.
Set the sliders to your own trading. It then plays out 20,000 imaginary years of it.
In each of those 20,000 years it records one thing: the worst losing run you hit. The chart is how often each length came up. Orange bars are the rough years — the worst 5%.
Try it with a system that clearly makes money. You'll still see losing runs of eight, ten, fourteen trades. Not because the system is broken — because that's what randomness looks like. A coin flipped 250 times will give you a run of eight tails somewhere in there, and nobody thinks the coin stopped working.
This matters because of what people actually do. They build something profitable, hit a run of nine losses, decide it's stopped working, and change it — right before the run ends. Knowing in advance that nine is normal for your numbers is what lets you sit through it.
Also worth doing: drag the win rate down until expectancy turns red. That's the point where the system genuinely doesn't work — and no amount of discipline, patience or position sizing fixes it. Discipline only helps once the maths is on your side.
The same logic as this page, as a TradingView script: LL Pivot Hit-Rate Validator plots how often your printed levels actually get touched.
