Import

Bring trades in from a spreadsheet or a broker export. Nothing is written until you have seen what it understood.

Paste or choose a file

nothing yet

A spreadsheet with one row per trade, or a Tradovate Orders export straight from the platform. Column names are matched loosely and semicolon files from Excel are fine.

Import into

Rows count as real trades, in every figure on every page.

Case studies and payouts are not here: a case study records a setup rather than a result, and a payout has no prices at all. Neither can be made from a row of trades.

Straight from Tradovate

Export Orders and drop it in as it comes. Not Performance and not Position History: both of those list matched fill pairs instead of trades, and neither carries a stop price.

Scale-ins and partials stay one trade. An order that reversed the position becomes two, split where it crossed, and both are labelled.

P&L comes from the fills themselves, so it matches the broker to the cent rather than being rebuilt from average prices.

What it needs

This journal measures everything in R, so a row has to carry enough to work one out. Best is an entry price, a stop price and the size — that gives risk in points and in money, the same way the log page does it.

A risk amount plus a P&L also works. A P&L on its own does not, and rows like that are rejected rather than imported as trades that count for nothing.

Template columns

datetimeexitTimeinstrumentdirectioncontractsentryPriceslPricetpPriceexitPricesessionmodelentryModelpoidolnotes

Stacked values go in quotes: "RB,EQ". Extra columns are ignored.