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Crypto PnL Analyzer

Derivatives Only / Drop your CSV to instantly analyze win rate, expectancy, and risk management.

📁 Drop Trade History CSV / Tap to Select
*Supports combining multiple files (trade + funding history)

✨ TOTAL NET PNL

*Some values are rounded for readability

Total Trades -

Win Rate

Profit Factor Ratio of gross profit to gross loss. >1.5 is excellent. <1.0 means you are losing money overall. -

Expectancy Average theoretical profit/loss per trade. A positive value indicates a statistical edge. -

PnL & Volume

Average Win: -

Average Loss: -

Risk/Reward: -

Max Drawdown The largest peak-to-trough drop in balance. Represents the maximum historical risk/pain. -

Recovery Factor Net PnL ÷ Max Drawdown. How much return was generated relative to the maximum risk taken. >2.0 is considered excellent. -

Cum. Volume: -

Fees & Funding

Total Fees Paid: -

Funding PnL: -

L/S Comparison

Side	Win Rate	Total PnL

💡 Insights (Key PnL Drivers) Identifies the trades with the highest profit and largest loss. Helps analyze the causes of sudden large drawdowns.

📈 Largest Winning Trade

📉 Largest Losing Trade

📈 Performance Chart Switch views to analyze system health.

💡 SMA(20) acts as a trend filter: if the PnL curve drops below the SMA, the strategy may be temporarily out of sync with the current market conditions.

Daily PnL Calendar

Displays total PnL per day. Reflects the Gross/Net setting from the main tab.
💡 Tap a day to see details.

Performance by Day

Day	Win Rate	PF	Expectancy

Best & Worst by Hour

Hour	Total PnL	Hour	Total PnL

Day x Hour Heatmap Visualizes PnL by day and hour. Darker green means higher profit, darker red means bigger loss. Helps identify your optimal trading conditions.

🎯 Action & Mental Guard

🧠 Position Sizing (Kelly Criterion) Calculates the optimal risk per trade to maximize long-term compound growth while limiting ruin risk, based on your historical win rate and risk/reward ratio.

💰 Current Balance:

*Input your real-time total trading capital. Used to calculate the Next Acceptable Loss.

Upper Limit (Full Kelly) - *Extremely volatile

Practical Benchmark (Half Kelly) - Recommended standard risk level

Conservative (Quarter Kelly) - Prioritizes safety and minimizes drawdowns

🎯 Next Acceptable Loss based on Current Balance (Half Kelly): -

📉 Post-Loss Mental Performance

Checks if performance drops after a losing streak (e.g., revenge trading).

Situation	Trades	Win Rate	PF	Avg PnL

🔬 Edge & System Check

📊 PnL Distribution Histogram

Visualizes the distribution of wins and losses to check for "small-wins, large-losses" tendency.

📈 Advanced Performance & Randomness

Theoretical Max Loss Streak A mathematical prediction of maximum consecutive losses based on your win rate and trade count.

Consider this a mental safeguard: losses up to this count are statistically normal. Use it to stay calm and follow your rules. If you significantly exceed this, it may be time to review your strategy. -

Edge Reliability (t-value) Statistically evaluates if performance is distinct from random chance.

✨ > 1.96: Strong statistical edge.
👀 0 ~ 1.96: Neutral, keep collecting data.
💡 < 0: Indicates a challenging period. Great time to review trades. -

Max Stagnation Maximum consecutive trades without hitting a new equity high. Helps detect edge decay over time. -

Z-Score Measures the randomness of win/loss streaks.

📊 ±1.96: Standard random distribution.
📉 <-1.96: Prone to streaks (trend-following).
📈 >+1.96: Alternating results (mean-reversion). -

🎲 Monte Carlo Simulation Simulates 1,000 equity paths of 500 future trades by randomly sampling past trade results. Measures system robustness.

🏦 Initial Balance:

Apply Compound Mode

Best Case (Top 5%) -

Expected Balance (Median) -

Worst Case (Bottom 5%) -

Probability of Profit -

Expected Max DD (Median) -

Expected Max DD (Worst 5%) -

Expected Worst Streak -

Risk of Ruin (50% DD) -

Disclaimer on Mathematical Models

The Kelly Criterion and Monte Carlo simulations in this tool are based on the pure mathematical assumption that past trade results will occur independently with the exact same probabilities in the future.

They do not account for external risks such as sudden market regime shifts, worsened slippage, or liquidity crunches. They DO NOT guarantee future profits or principal. Please use them strictly at your own risk as a theoretical benchmark based on historical data.

🔮 Asset Matrix Analysis (Win Rate x PF) [Top Right] High edge (High Win Rate & PF). [Bottom Left] Low edge. Consider reviewing rules or stopping trading. (Bubble Size = Trade Count / Color = Net PnL Positive/Negative)

Trade Count Share

PnL by Asset

🪙 Asset Detailed Data

Click an asset name to filter data for that specific asset.

Asset	Trades	Win Rate	PF	Expectancy	RR Ratio	Max DD	Max Loss Streak	Last 10 Trend	L / S Ratio	Total PnL