Falcon Journal turns an Interactive Brokers trade log (.tlg) into reports, a calendar and a place to write your notes on every trade.
Your file is read inside your browser. It is not uploaded anywhere.
You are viewing demo data, not a real account.
Click any chart bar, point, figure, calendar day or table row to open the trades behind it.
Overview
Performance
Timing
Pre-market range
Bell curve
Symbols & venues
Risk
Trade log
Costs & execution
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Monthly stats:——
SunMonTueWedThuFriSat
Net daily P&L
Net result for each trading day
Progress tracker
Days you traded, and the days you journaled them
Equity curve
Cumulative realized P&L, trade by trade
Underlyings traded
Realized P&L by ticker in this view
Symbol
Trades
P&L
P&L by underlying
Which names made or cost the most
Win rate by underlying
Share of round trips closed profitably, per ticker
Calls vs. puts
Realized P&L split by option type
Largest wins
Top 5 round trips by P&L
Contract
P&L
Largest losses
Bottom 5 round trips by P&L
Contract
P&L
Expectancy
What one average trade is worth, given the win rate and payoff mix observed
Win rate—
Avg win / avg loss—
Profit factor—
Expectancy / trade—
P&L by day of week
Realized result grouped by weekday of exit
P&L by entry hour
Realized result grouped by hour a position was opened (US Eastern)
Holding time
How long positions stayed open before flat
Duration vs. outcome
Each dot is one round trip
Rolling win rate
Trailing 10-trade window, in trade sequence
Win / loss sequence
Each block is one closed trade in chronological order — green win, red loss
Longest win streak—
Longest loss streak—
Total round trips—
Pre-market range check
Was the underlying inside, above or below its 4:00–9:30 ET range when you opened each trade?
1-minute bars come from Alpaca, requested straight from your browser. The range uses full-market (SIP) data, which Alpaca's free plan allows for sessions older than 15 minutes; only if SIP is refused does it fall back to the thinner IEX feed and say so. Range window is 4:00–9:30 ET. Entry price is the close of the last completed 1-minute bar before your first opening fill. Log timestamps are treated as US Eastern. Use a paper-account data key.
Results by position vs. range
Only trades with pre-market data are counted here
Position at entry
Trades
Win rate
Net P&L
Avg P&L / trade
Avg hold
Net P&L by position
Realized result for trades opened above, inside or below the range
Win rate by position
Share of round trips closed profitably
Trade-by-trade detail
Range position: 0% is the pre-market low, 100% is the high; outside 0–100% means beyond the range
Date
Symbol
Type
Entry time
Underlying
PM low
PM high
Range pos.
Position
P&L
Bell curve check
Start each day small, build when trades go well, step back after a loss, and let the week climb to a Wednesday peak and ease off. This replays your trades against that plan, using only what had happened before each trade. It uses your whole log, so the filters above do not apply.
Weekly bell curve
The planned starting size for each weekday, against the size you actually started with
Next up
What the plan recommends after your last logged trade
What your history says
Plain facts from your own trades
Settings
Change them and everything on this tab updates
Day by day
Did you follow the bell curve that day? Click a day to see its trades
Day
Followed?
Start size
First trade
On the curve
Day P&L
If sized by the curve
Why
Trade by trade
Your size against the recommended size for every trade. The Followed? column is the verdict for that trade's whole day
When
Trade
Followed? (whole day)
Your size
Recommended
Difference
P&L
This trade
Why
Symbol breakdown
Every underlying traded this period — click a column header to sort
Symbol
Trades
Win rate
Contracts
P&L
Avg P&L / trade
Contracts traded by symbol
Total contract volume, opening + closing legs
Fill venues
Where individual legs executed
Contracts traded per day
Daily activity level across the period
Drawdown
Distance of running equity below its prior peak
Risk summary
Max drawdown—
Avg win—
Avg loss—
Reward : risk—
Largest single loss—
Position size over time
Contracts committed per round trip, in sequence
Commission drag
Fees paid as a share of each trade's gross P&L
Full trade log
Every reconstructed round trip, most recent first
Date
Symbol
Type
Strike
Qty
Opened
Closed
Duration
Legs
PM range
Commission
P&L
Cost summary
Total commissions—
Commission / contract—
Commission / round trip—
Fees as % of gross loss—
Execution pattern
How positions were closed out
Avg legs / round trip—
Single-fill exits—
Scaled / multi-fill exits—
Same-day round trips—
FX conversions
Currency conversions tied to trade settlement
Conversions—
CAD converted—
Avg USD/CAD rate—
Currency transactions
Raw FX conversions from the log, used to settle USD-denominated option trades in CAD
Date
Time
Pair
Venue
CAD amount
Rate
Round-trip trades are reconstructed by matching BUYTOOPEN/SELLTOCLOSE legs per contract until the position returns to flat. Realized P&L nets premium paid/received against commissions; it excludes any open positions at period end. All figures in USD unless noted.