Able to to maintained different account for Trading - Commodities, Stock Indices, forex
The ability to automatically add Indian regulatory and brokerage charges—such as STT (Securities Transaction Tax), SEBI turnover charges, GST, stamp duty, and standard brokerage—alongside my trades. Since these charges add up significantly over the long run, having them automatically calculated and factored into trades would make performance tracking much more accurate for traders in India. We can add various brokers in a drop down menu, atleast top Indian brokers and their brokerage already feed in the backend so whenever a trader chooses a broker from drop down menu, charges can automatically get filled as per order type, Intraday or CNC.
Please provide alert system , when ever the trade hits stop loss at -1R
Can we have no of trades taken during as custom period. Presently it shows total trades taken irrespective of period selected.
Like import option, please give an option to share journal including analytics and chart screenshots. That will help in trade review
Please allow a comment box- notes- in every daily cell of the calender page. Notes will help in writing personal notes on the day and how the trade and market worked, reason for profits or losses. This helps in building the psychology and review of days.
the platform is currently missing the standard risk-adjusted performance ratios and benchmarking capabilities required in an institutional environment. To bridge the gap between retail trade logging and professional quantitative tracking, I highly recommend integrating the following hedge fund metrics into the primary Analytics dashboard: 1. Relative Performance & Benchmarking Portfolio vs. Benchmark Overlay: The ability to map our equity curve directly against a selected benchmark index (e.g., mapping the Nifty 50 against our equity momentum sleeve, or a broad commodity index against our systematic futures). Alpha & Beta: To quantify our exact outperformance relative to the broader market and our portfolio's systematic market risk. Information Ratio & Tracking Error: To measure our risk-adjusted returns strictly against our chosen benchmark. 2. Absolute Risk & Return Ratios Sharpe & Sortino Ratios: To measure standard risk-adjusted return and downside deviation (the latter being critical for evaluating trend-following models without penalizing upside volatility). Calmar Ratio: To evaluate average annualized return strictly against the Maximum Drawdown. 3. Advanced Drawdown & Distribution Analytics Drawdown Duration (Time Underwater): Beyond just the percentage depth of a drawdown, measuring the exact number of days or months the portfolio takes to recover its high-water mark is an essential mandate for capital allocation. Skewness & Kurtosis: Because systematic trend-following relies heavily on capturing the "fat tails" of market moves, natively measuring the skew of our trade distribution is vital for proving the mathematical edge of our systems. Daily Value at Risk (VaR): To provide a statistical baseline for the maximum expected loss across the combined portfolio. Recovery Factor: Net profit divided by Maximum Drawdown. Monthly Standard Deviation / Variance: To track portfolio volatility over time. Currently, systematic traders have to export raw CSV data out of JournalPlus into custom Python/Excel environments to calculate these basic institutional metrics. Adding these natively would instantly elevate JournalPlus from a retail journaling tool to a comprehensive portfolio management dashboard for emerging quantitative managers.
To calculate position size,really need Total Deposit + Realized Profit/Loss. Also, it would be better if the position size column is in absolute amount as a percentage.
When I close an option trading position, the exit quantity is wrong. It shows twice the number of contract I initially sold. For example, if I go short with Quantity 1, and I close the position and select Quantity 1, after I update trade it automatically changes the closed position to 2. Then a data inconsistency is detected I tried to update multiple times the exit quantity, but it always goes back to the wrong exit quantity value. Can you please fix this? thank you 😊
Adding a separate Monte Carlo Simulation section, And Different metrics used in Monte Carlo Simulations .
Add different metrics like (Max Drawdown, CAGR, Calmar Ratio, Sharpe Ratio, and Sortino Ratio) in performance metrics section .
Screenshots added at time of trade entry need to have zoom option to see details, right now if i try to zoom , whole web page is getting zoomed.
Most of us are maintaining the assets across multiple broker platforms. Currently we don’t have the provision to include the name of broker and due to which we are not able to see the transactions across each broker. It will be better to have a section for entering the broker name during “add trade” and the same filter shall be available in “analysis section” to see the transactions
I wanted to filter the closed trades based on certain tags. I have tried selecting - Stop Loss Hit, Trailing SL hit but they are not working
In the trade log, when I am trying to sort based on the exit dates, it is not functioning. Actually it shall appear in ascending or descending order. Please resolve this issue ASAP. Same applicable for the entry date as well