ILoveTrading Documentation
Weekly KPIs & Consistency Analytics
While daily returns fluctuate due to random market noise, analyzing execution in weekly cohorts reveals the true trajectory of your statistical Edge. The Weekly KPIs module evaluates week-over-week consistency, session-level profitability, and normalized mathematical expectancy.
1. Timeframe Cohort Navigation
The top control ribbon allows you to toggle between two analytical aggregations:
| [ Weekly ] [ Total Period ] | [ Today ] [ ◀ 14 Jul - 20 Jul ▶ ] |
|---|
- Weekly Mode: Isolates data into strict 7-day Monday-to-Sunday cohorts with bidirectional pagination (
◀Previous Week /▶Next Week) and a single-clickTodayreset. - Total Period Mode: Aggregates metrics across the entire global calendar date range to reveal macro consistency.
2. Quantitative KPI Quadrant
| Win Rate | RR Medio | Expectancy (Theoretical) | Expectancy (Real R) |
|---|---|---|---|
| 62.5% | 2.40 | +185.50 | +0.85 R |
1. Overall Win Rate (overall_win_rate)
The raw percentage of closed executions finishing with positive net PnL during the selected period.
2. Average Risk/Reward (rr_medio)
Calculates the average reward captured on winning trades relative to losses:
Formula / Calculation
RR Medio = Average Win PnL / Average Loss PnL
3. Theoretical Monetary Expectancy (expectancy_theoretical)
Defines the expected dollar/currency yield on every execution taken over a statistically valid sample:
Formula / Calculation
Expectancy () = (Win Rate × Average Win) - (Loss Rate × Average Loss)
4. Normalized Real Expectancy (expectancy_real)
Standardizes expectancy into R-units, eliminating position sizing and lot-scaling distortions:
Formula / Calculation
Expectancy (R) = (Win Rate × Average Win R) - (Loss Rate × Average Loss R)
Important
[!IMPORTANT] The Expectancy Principle: High win rate is not a prerequisite for profitability. A system with a 38% win rate combined with an RR (Medio) of 3.0 generates strong positive mathematical Expectancy.
3. Visual Performance Suite
Performance by Session (weekly_performance_by_session)
A horizontal bar chart decomposing realized Net PnL across market sessions (London, New York, Asia, and Session Overlaps):
- Emerald Bars (> 0): High-liquidity sessions where your setups produce positive expectancy.
- Ruby Bars (< 0): Inefficient sessions bleeding capital.
Weekly Cumulative Balance Curve (weekly_cumulative_balance)
A high-resolution stepAfter line chart plotting trade-by-trade equity accumulation:
- Step Dynamics: Unlike smoothed curves, the discrete step-after format highlights the precise moment (trade-by-trade) capital expanded or contracted during the week.
4. Best Practices
Tip
[!TIP] Weekly Session Elimination: If weekly metrics show persistent losses during the Asian session, eliminate Asian session execution from your rules to immediately improve net Weekly KPIs.
Note
[!NOTE] Cohort Consistency: Review weekly Expectancy (Real R) every Sunday. Consistently achieving ≥ +0.50R per trade confirms sustainable long-term edge.
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