Automated trading journal for Sierra Chart — track, analyze, and improve every trade
Trading Journal is a desktop application purpose-built for Sierra Chart traders who want to track, analyze, and improve every trade they take. Unlike web-based journals that require manual entry and store your data on third-party servers, Trading Journal imports directly from Sierra Chart, reads tick-level data from your SCID files, and runs entirely on your machine with a local SQLite database. No cloud, no subscriptions to external platforms, no data sharing.
The main dashboard provides a complete statistical overview of your trading performance across any filtered date range, symbol, direction, or checklist combination. The layout is fully customizable: click "Edit Layout" to unlock drag & drop reordering of dashboard panes, and use the Settings dropdown to show or hide individual sections. The layout is locked by default to prevent accidental changes. A sticky notes section lets you pin reminders and observations directly on the dashboard.
Date filters persist across app restarts, so you always return to the view you left.
| Metric | Description |
|---|---|
| Total R / Total PnL | Cumulative risk-adjusted return or dollar P&L |
| Total Trades | Number of closed trades in the selected period |
| Trading Days | Number of days with at least one trade |
| Trades Win% | Percentage of trades closed with positive net PnL |
| Days Win% | Percentage of trading days with positive net PnL |
| Total Commissions | Sum of all commission costs |
| Profit Factor | Gross profit divided by gross loss |
| Expectancy | Average PnL per trade — expected gain per trade |
| Average PnL / Average R | Mean net PnL or R-value per trade |
| Avg Daily PnL | Mean net PnL per trading day |
| Max Drawdown | Largest peak-to-trough decline in equity |
| Max DD (R) | Maximum drawdown measured in R multiples |
| Max Consec Wins | Longest streak of consecutive winning trades |
| Max Consec Losses | Longest streak of consecutive losing trades |
| Sharpe Ratio | Risk-adjusted return relative to volatility |
| Sortino Ratio | Like Sharpe, but only penalizes downside volatility |
| Calmar Ratio | Annualized return divided by maximum drawdown |
| Max DD Duration | Longest period (days) spent below a prior equity peak |
| Recovery Factor | Net profit divided by maximum drawdown |
| Account Balance | Current account value (when initial balance is set) |
Every chart is interactive — hover for precise values (with time displayed on Cumulative R/PnL, Drawdown, and Running PnL tooltips), click to zoom, drag to pan. All info tooltips (i) show on hover with a dark background. Charts can be expanded to fullscreen.
All line charts use bicolor rendering: blue segments and points when the value is positive, red when negative. This applies to equity curves, running PnL, trade detail PnL, drawdown, and all rolling metrics. Bar charts follow the same convention — blue for positive, red for negative.
A bar chart showing average P&L for each weekday (Monday through Friday). Weekends are excluded. Quickly identify which days of the week are your strongest and weakest.
A GitHub-style contribution grid covering the full calendar year. Each cell represents one trading day, color-coded from deep red (worst days) through neutral gray to blue (best days). Hover over any cell to see the date, net R, and number of trades. Instantly spot weekly patterns, cold streaks, and your most productive periods.
A traditional calendar view where each day displays its net R, number of trades, and a color indicator. Click any day to navigate to the session detail panel for that date.
A grid with hours of the day on one axis and weekdays on the other. Each cell shows the average R for trades entered during that specific hour on that specific day. Blue cells indicate positive average R, red cells indicate negative. Use this to identify your optimal trading windows and the time slots where you consistently underperform.
A table showing each of your custom checklist items alongside the average R of trades where that item was checked versus unchecked. Reveals which pre-trade habits and conditions actually correlate with profitability, and which ones are noise.
All trades displayed in a filterable, sortable table with columns for date, symbol, direction, entry price, exit price, R-value, MFE, MAE, duration, and checklist completion. Click any column header to sort. Use the filter bar to narrow by symbol, direction, date range, or minimum/maximum R.
Click any trade to open its detail panel:
Trading Journal reads Sierra Chart's binary SCID tick data files to reconstruct the exact tick-by-tick P&L of each trade. The engine uses FIFO lot tracking to correctly handle scale-ins and partial closes. The result is a precise chart showing exactly how the trade evolved from entry to exit — where it pulled back, where it extended, and how the final exit compares to the best and worst points during the trade.
This is not an approximation from bar data. It uses every recorded tick to produce the highest-resolution P&L curve possible.
Select any two trades to open a side-by-side comparison view. Both trades are displayed with their metrics (R, MFE, MAE, duration) in parallel columns, and their intra-trade PnL curves overlaid on the same time axis. Useful for reviewing similar setups that produced different outcomes.
For any selected trade, the algorithm identifies the top 5 most similar trades in your history. Similarity is computed from four dimensions: symbol match, direction match, time-of-day proximity, and checklist item overlap. Each similar trade is displayed with its R outcome, letting you see how comparable setups have performed historically.
Click any day on the calendar to open the session detail panel:
A separate checklist from the trade-level checklist, designed for session-level habits: pre-market preparation, post-session review, emotional state, etc. Each session can have its checklist items checked or unchecked independently.
Log trades you identified but did not take. Each missed trade records the symbol, direction, entry time, the theoretical stop and target levels, and a reason for not taking it. The journal calculates what the R outcome would have been, giving you a running total of opportunity cost. Over time, this reveals whether your edge comes from the trades you take or the ones you skip.
Define trading rules with automatic violation detection:
| Rule Type | Description |
|---|---|
| Max trades per day | Hard limit on number of trades per session |
| Max R loss per day | Stop trading after cumulative daily loss exceeds threshold |
| Max $ loss per day | Dollar-based daily loss limit |
| Time window | Only allow trades within defined hours (e.g., 9:30–11:30 and 13:00–15:00) |
Violations are tracked automatically and displayed on the session detail panel. The dashboard shows violation frequency over time, so you can measure whether your discipline is improving.
Custom checklist items that appear on every trade. Examples: "Setup matches playbook", "Volume confirms direction", "No news in next 30 minutes". Check or uncheck items for each trade individually.
Custom checklist items that appear on every trading session. Examples: "Reviewed overnight levels", "Set daily loss limit", "Completed post-session review".
Both trade and session checklists feed into the correlation analysis on the dashboard. For each checklist item, the journal calculates:
This transforms your checklists from a qualitative exercise into a quantitative tool — you can see exactly which habits and conditions are associated with better trading outcomes.
The Monte Carlo engine takes your actual trade results and reshuffles them 1,000 times to generate simulated equity curves. This answers the question: "Given the trades I've taken, how much of my outcome is skill versus luck?"
The simulation produces:
Trading Journal is designed to work seamlessly with the Trade Manager study. When you enter a position via Trade Manager, the stop loss level you drew on the chart is automatically captured and passed to the journal — so each imported trade arrives with its exact risk reference already filled in. The result: R-values, MFE, and MAE are computed automatically, with zero manual data entry. Just trade with Trade Manager, and your journal fills itself.
Trading Journal watches your configured journal folder and automatically imports new trades every 5 seconds. No manual export/import step required — close a trade in Sierra Chart, and it appears in the journal within seconds.
| Method | Description |
|---|---|
| Automatic (NDJSON) | The Sierra Chart study writes NDJSON files that the journal imports automatically every 5 seconds |
| Manual (SC TradesList) | Import a .txt file exported from Sierra Chart's Trade Activity Log |
Manual TradesList import supports both Sierra Chart export modes:
Three Sierra Chart symbol naming conventions are recognized automatically:
| Convention | Example | Description |
|---|---|---|
| Teton | ESH26_FUT_CME | Full contract with exchange suffix |
| Rithmic dot | ESM6.CME | Short contract with dot-separated exchange |
| Rithmic dash | ES-202506 | Symbol with year-month suffix |
Micro contracts (MES, MNQ, etc.) are auto-detected based on tick value, so the correct instrument definition is applied regardless of naming convention.
Trading Journal reads Sierra Chart's binary SCID files directly to reconstruct intra-trade PnL curves at tick resolution. Point the journal to your Sierra Chart data folder and it automatically locates the correct SCID file for each trade's symbol.
From any trade detail panel, click the replay button to open Sierra Chart at the exact date and time of the trade entry, with fill markers showing your entry and exit points. Review the price action around your trade without manually scrolling through charts.
A "SWITCH TO R" / "SWITCH TO $" toggle button switches the entire journal between two display modes:
The toggle applies everywhere simultaneously — dashboard KPIs, equity curve axis, trade table columns, session stats, and Monte Carlo projections.
| Standard | Micro | Tick Size | Tick Value |
|---|---|---|---|
| ES | MES | 0.25 | $12.50 / $1.25 |
| NQ | MNQ | 0.25 | $5.00 / $0.50 |
| YM | MYM | 1.00 | $5.00 / $0.50 |
| RTY | M2K | 0.10 | $5.00 / $0.50 |
| Standard | Micro | Tick Size | Tick Value |
|---|---|---|---|
| CL | MCL | 0.01 | $10.00 / $1.00 |
| Standard | Micro | Tick Size | Tick Value |
|---|---|---|---|
| GC | MGC | 0.10 | $10.00 / $1.00 |
ZB, UB, TN, ZN, ZF, ZT
6E, M6E, 6J, 6B, M6B, 6A, M6A, 6C, 6S, 6N, 6M
ZS, ZW, ZC, ZM, ZL
LE, HE, GF
SB, KC, CC, CT, OJ
BTC, MBT, ETH, MET
Custom symbols can be added manually with user-defined tick size and tick value.
Export your filtered trade list as a CSV file. All columns from the trade table are included: date, symbol, direction, entry, exit, R-value, MFE, MAE, duration, and checklist items.
Generate a PDF report of the full dashboard including all 14 charts, the yearly heatmap, KPI summary, and checklist correlation table. Suitable for sharing with mentors, prop firms, or for your own records.