Timing, Session & Holding Duration Analytics

The Timing & Duration analytics suite quantifies the temporal dimensions of your trading strategy. Because market microstructure, institutional liquidity flow, and volatility cycles vary continuously across sessions, this module isolates when your statistical Edge is sharpest and identifies temporal regimes that generate systematic drag.

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1. Win Rate by Day of the Week (timing_win_rate_day)

Measures the statistical probability of winning executions across individual weekdays (Monday through Friday):

Formula / Calculation
Win Rate (Day) = (Winning Trades (Day) / Total Trades (Day)) × 100

UI Toggles & Visual Controls

• Bar / Line Toggle: Switch between discrete weekday bar columns and continuous line interpolation.
• Interpretation: Persistent sub-50% win rates on specific weekdays highlight systematic friction (e.g., erratic Monday opening price discovery or low-liquidity Friday afternoon squaring).

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2. Net Profit by Month & Macro Trend Line (timing_profit_month)

A composed Recharts visualizer tracking monthly financial yield and underlying performance trajectory:

1. Monthly Net PnL Bars: Green and red bars representing the realized monetary gain or loss for each calendar month.
2. Macro Polynomial Trend Line: Filters out month-to-month noise to reveal long-term capital compounding velocity.

• Regime Sensitivity: Wild alternating swings between massive gains and steep negative months signal high sensitivity to changing market regimes (e.g., outperforming in trending conditions but failing during range consolidation).

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3. Monthly Trade Volume Breakdown (timing_monthly_trades)

Tracks execution volume by plotting stacked winning versus losing trade counts per month:

• Overtrading Detection: A severe spike in total trades with flat or negative net PnL is the mathematical hallmark of emotional tilt or forcing setups in choppy conditions.
• Volume Stability: Institutional consistency requires steady execution volume within your verified statistical distribution.

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4. Trade Distribution by Weekday (timing_trades_distribution)

Visualizes trade frequency across the trading week:

• Bar vs. Line Toggle: Switch between daily frequency columns and continuous weekday distribution curves.
• Behavioral Audit: If volume concentrates heavily on Thursdays and Fridays while win rates drop, it indicates decision fatigue or aggressive attempts to recover early-week drawdowns.

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5. Monthly Gross vs. Net Profit Breakdown (timing_monthly_profit)

Deconstructs monthly financial performance into raw gross profits, losses, and net yields:

• Gross vs. Net Spread: A wide disparity between high Gross Profit and low Net PnL indicates excessive broker commission drag or poor risk-to-reward mechanics.
• Show Cumulative Toggle: Enables a cumulative equity overlay to verify whether monthly returns are compounding steadily over multi-quarter horizons.

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6. Weekday Profitability Distribution (timing_weekday_profit)

Measures the absolute dollar/currency PnL generated on each individual weekday:

• Area vs. Bar Toggle: Switch between filled area gradient distribution and discrete daily PnL bars.
• Win Rate vs. PnL Divergence:
  • High Win Rate / Negative PnL: Indicates outsized tail-risk losses on that specific day erasing multiple winners.
  • Low Win Rate / High PnL: Confirms that the session captures high-alpha asymmetric runners (+3R or +4R).

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7. Holding Time Duration Distribution (timing_duration_dist)

Categorizes trades into discrete holding brackets: < 5m, 5–15m, 15–30m, 30–60m, 1–4h, 4–24h, and > 1d.

Formula / Calculation
Average Holding Duration = (Σ Trade Lifespan_i) / N

UI Toggles & Perspectives

• Donut View: Displays proportional exposure share across holding durations.
• Bar View: Compares raw trade counts across duration brackets.

Diagnosing the "Impatience Gap"

• Premature Exits: If 60%+ of trades are closed within 15 minutes despite having a 2–4 hour target model, you are micromanaging open floating profit out of fear.
• Reluctant Loser Holding: If average losing duration is 3× longer than winning duration, you are holding adverse positions hoping for mean reversion rather than honoring predefined stop losses.

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8. Best Practices