What a behavioural report actually looks like

The full output, start to finish, with no signup and no exchange connected. This is the thing the product exists to produce.

Example report. The figures are illustrative, not one person's account. Every metric shown is one Indikora computes from real trade history.

The account

Ninety days. 184 closed trades across crypto and FX. The trader intended to risk one unit — one R — per trade, and to take profit at twice that. Everything below is measured in R, so position size never flatters or hides a result.

That is the whole problem in one line. The losses are the size they were planned to be. The winners are not. Booked at the target that was written down, these same 184 trades finish the ninety days positive.

That is arithmetic on the trades as they happened, not a promise. Holding for the target would also have turned some of these winners into losers, and no honest report can tell you how many. What it can tell you is that the gap between the plan and the exit is large enough to be worth measuring.

Pattern 1 · Size climbs after a loss

41 trades were opened within thirty minutes of a stop being hit. Their median size was 2.3× this trader's median size everywhere else.

The rest of the book is slightly profitable. One behaviour, occurring on 22% of trades, is what turns the ninety days negative. Note that this is not a statement about the setups: the same strategy, entered at a different moment and a different size, made money.

Pattern 2 · The losses cluster in four hours

33 trades were opened between midnight and 04:00 in the trader's own timezone. 24 of them closed red — 72.7% — for a combined −6.1R.

Whether the hour causes the loss or simply marks when this trader is tired and chasing is not something the data can settle. What it can say is where to put a rule.

Pattern 3 · Winners are cut, losers are not

Of the 71 winning trades, 52 were closed before price reached the target the trader had set on that trade. Average maximum favourable excursion on winners was 1.98R; the average winner was booked at 1.42R.

MFE is an upper bound nobody captures in full — exiting at the exact high is not a skill that exists. The number worth reading is not the gap itself but its consistency: it appears on three winners in four, which is a habit, not variance.

Pattern 4 · Stops move, and they move one way

The stop was modified after entry on 58 trades. 51 of those 58 moved further from the entry. Seven moved to breakeven. None were tightened into profit.

The 51 widened trades produced 18 losses averaging −1.54R, against a book-wide average loser of −0.97R. A stop that moves in only one direction is not risk management, it is a decision to pay more for the same information.

How these numbers are produced

Every figure above comes from the trade history itself, not from a questionnaire and not from a model's opinion.

• R-multiple — each trade's result divided by the risk that was on it at entry, so a large position and a small one are comparable.
• MFE and MAE — the furthest price moved in favour of, and against, the position while it was open. This is what makes "cut early" measurable instead of a feeling.
• Round-trip reconstruction — fills are joined back into positions, so partial entries and scale-outs are one trade, not six.
• Timestamps in the trader's own timezone — a time-of-day pattern read in UTC is noise.

The terms are explained in the trading glossary, and the behaviour behind them in the free Indikora Academy.

What the coach would have said, before the click

The report is the post-mortem. The point of the product is the sentence that arrives earlier. On this account it would have been, for example:

• “Second loss in a row on this pair. The size on this order is 2.4× your median. Your last nine trades in that state are 2 and 7.”
• “01:40 your time. 72% of what you open in this window closes red.”
• “You are moving this stop from −1.0R to −1.6R. You have done that 51 times and tightened once.”

Whether the trader listens is their business. Not being told is the part we can fix.

What this report does not tell you

• Not whether the strategy has an edge. It measures the gap between the plan and the execution. A perfectly executed bad plan still loses.
• Not a forecast. Fixing all four patterns on this account does not guarantee a positive next ninety days, and we will not pretend it does.
• Not a verdict on the person. Every pattern here is ordinary. They are expensive because they are invisible, not because they are unusual.

Frequently asked questions

Is this a real trader's account?

No. The figures on this page are illustrative and the account is not a real person's. Every metric shown is one Indikora actually computes from real trade history, and the arithmetic is internally consistent, but the numbers themselves are an example. We would rather show you an honest example than present invented numbers as somebody's real account.

What do I need to get this report on my own trades?

A trade history. You can connect an exchange or broker with read-only keys, or upload a CSV export. Read-only means the connection can see balances, open positions and trade history and cannot place an order, move a coin or change a setting.

Does the report tell me whether I will be profitable?

No, and any tool that claims to is selling you something. The report measures what you did and prices the gap between your plan and your behaviour. Behaviour is one half of the outcome; the other half is your edge, the market, and costs.

Open Indikora — read your own history →

Trading involves risk. Nothing on this page is financial advice, and the account shown is an illustrative example.