A trading journal that lives on the chart
Most journals are a spreadsheet filled in hours later, from a memory the outcome has already rewritten. This one sits above the chart: every trade you take becomes a numbered chip carrying your note and a tag you pick at the moment of entry — A+, Good, OK, Mistake, FOMO, Revenge, News. Click any chip afterwards and the chart jumps back to where that trade opened.
Why most trading journals get abandoned
Not laziness. Three structural problems, and the third is the one nobody talks about.
It is a second piece of software. Trade in one window, log in another, and the logging is the step that gets skipped on the day you most needed it — the day you were tilted and took four trades you cannot now explain.
It is filled in from memory. An hour after the session, the reason you took a trade has quietly rearranged itself to fit what happened. Winners become planned; losers become bad luck. Hindsight edits the record before you write it.
It fills up too slowly to show you anything. This is the big one. If you take four trades a week, a year of diligent journaling is roughly two hundred entries — and split across five setup types and three tags that is twelve trades per cell. You cannot see a pattern in twelve trades. Most people quit long before the journal could have paid them back.
Journaling inside replay fixes the third problem
The tagging happens in the same window as the trade, at the moment you place it, so nothing is reconstructed afterwards. And because you are stepping through recorded history rather than waiting for live setups, the record fills at the speed you can click.
A hundred tagged trades across a few evenings is a different object from a hundred tagged trades across six months. With a hundred you can group by tag and actually compare: what do the A+ entries return against the OKs, and how much does the FOMO column cost. That comparison is the entire point of journaling and almost nobody reaches a sample where it works.
Our guide to tagging trades covers how to use the categories without turning it into admin, and what to track in a trading journal goes through the fields worth keeping.
What the journal records
| Captured | How |
|---|---|
| Entry, stop, target, size, direction | Automatically, from the trade itself |
| Result in cash and in R | Automatically, costs deducted |
| Your reason for taking it | A note you type at entry |
| Behavioural tag | A+, Good, OK, Mistake, FOMO, Revenge, News |
| The chart at the moment of entry | Click the chip and the timeline jumps back |
| Screenshots | Attach images to a trade, stored privately to your account |
| Session totals | Win rate, expectancy, profit factor, drawdown |
| Live broker trades | Not supported — see below |
Journal or spreadsheet?
A spreadsheet is a perfectly good trading journal and plenty of profitable traders use nothing else. It is free, it is yours, and it will never be discontinued. What it costs you is transcription: entry, exit, stop, size and result typed by hand for every trade, which is the friction that kills the habit around week three.
The honest split is this. If you take a handful of live trades a week and want total control of the columns, a spreadsheet is fine and you should use one. If you are trying to build a few hundred tagged trades quickly enough to actually analyse them, hand-typing every row is the bottleneck, and a journal that captures the mechanical fields automatically is the difference between finishing the sample and abandoning it.
What a spreadsheet cannot give you at all is the chart. A row saying "EURUSD long, -1R, FOMO" tells you what happened; clicking back to the bar where you clicked buy tells you why. That is the part worth having built in.
What to actually do with it at the weekend
Group by tag and compare expectancy, not win rate. Win rate alone hides size of win. A tag that wins 40% of the time at 3R beats one that wins 65% at 0.8R, and only expectancy shows it.
Look for the tag that is quietly costing you. The common finding is not that a setup is broken, it is that one behavioural category — FOMO entries, or revenge trades after a loss — carries almost the whole loss column while the rated A+ setups pay for everything.
Check the count before you believe the pattern. A tag with eight trades behind it is telling you nothing. Thirty per category is a rough floor, which is exactly why filling the journal quickly matters more than filling it beautifully.
Re-read your own notes on the losers. The note you typed at entry is the only uncontaminated record of what you were thinking. Reading a run of them in one sitting is uncomfortable and is usually where the actual lesson is. A weekly review process covers how to structure that without it becoming an hour of scrolling.
What this is not
It does not import live trades. There is no broker sync, no MT4 or MT5 statement import, no API connection to a funded account. This journals what you do inside the simulator. If you are trading real money and need that record, a dedicated live-trade journal is the right tool and we would rather say so than sell you something that does not fit.
It is not a reporting suite. You get the session report — win rate, average R, expectancy, profit factor, maximum drawdown and the cost line — not a hundred configurable dashboards.
Tags only work if you are honest. Marking a trade A+ because it won is how a journal becomes a scrapbook. The tag has to be chosen at entry, before the outcome is known, which is exactly why the field appears when you place the trade rather than when you close it.
Build a hundred-trade record this week
Notes, tags and the session report are all in the free tier. No install, no broker account.
A trading journal is a record of the trades you took and the reasoning behind each one, kept so that patterns in your own behaviour become visible rather than remembered. The mechanical half — entry, exit, size, result — is easy and most software captures it automatically. The half that changes anything is the reasoning, and it has to be written at the moment of entry, because memory rewrites intent to match outcome within hours.
The failure mode of journaling is not dishonesty, it is sample size. Tagging trades only pays off when you can group by tag and compare expectancy, and that needs perhaps thirty trades per category before the comparison means anything. At four trades a week, most traders abandon the habit long before any tag has thirty entries behind it. Journaling inside a replay simulator changes the arithmetic rather than the discipline: the same tags, applied the same way, on a record that fills in evenings instead of quarters.
For the fields worth keeping see what to track in a trading journal, for the analysis see tagging trades to find your edge, and for the tool itself see the trading simulator the journal is built into.