Falcon Journal

Welcome to Falcon Journal.

—·Account —·—

Open a trade log to begin

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.

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
SymbolTradesP&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
ContractP&L

Largest losses

Bottom 5 round trips by P&L
ContractP&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 entryTradesWin rateNet P&LAvg P&L / tradeAvg 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
DateSymbolTypeEntry timeUnderlyingPM lowPM highRange pos.PositionP&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
    DayFollowed?Start sizeFirst tradeOn the curveDay P&LIf sized by the curveWhy

    Trade by trade

    Your size against the recommended size for every trade. The Followed? column is the verdict for that trade's whole day
    WhenTradeFollowed? (whole day)Your sizeRecommendedDifferenceP&LThis tradeWhy

    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
    DateSymbolTypeStrike QtyOpenedClosedDuration LegsPM rangeCommissionP&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
    DateTimePairVenueCAD amountRate
    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.