The discipline of logging builds the discipline of trading.
Paste the calculator's blended R:R into Planned R:R. Analytics compares it to what you actually achieved.
Click a row to see notes.
| Date | Time | Symbol | Dir | Entry | Exit | P&L | Setup | Plan | |
|---|---|---|---|---|---|---|---|---|---|
| 2026-05-24 | 01:28 | HYPEUSDT | SHORT | 58.04600 | 58.49809 | -20.09 | Mean reversion | ✗ | |
| 2026-05-23 | 21:53 | HYPEUSDT | SHORT | 56.21162 | 56.78362 | -21.23 | Mean reversion | ✓ | |
| 2026-05-23 | 19:40 | BSBUSDT | SHORT | 1.2479520 | 1.2666643 | -15.47 | Mean reversion | ~ |
Amateurs obsess over entries. Professionals obsess over size and stops. This is the part that keeps you in the game.
Fill the essentials, get your size and leverage. Costs auto-net using sensible defaults — open "Advanced costs" only to fine-tune fees, slippage and funding.
Each leg takes a price (or % move — they auto-sync) and a size % of the position. Set only TP1 at 100% for a single-target trade. The runner's size auto-fills from the leftover; give it a target if you want it counted in R:R, otherwise it free-runs on a trailing stop.
Fully allocated to TP1 + TP2 — no runner.
Binance VIP0: maker 0.020% / taker 0.050%, no BNB discount (worst case). Positive funding = longs pay shorts.
Your calculator inputs auto-save while you work — leave and come back, they're still here. "Pin" saves a named snapshot you can log later; "Log this trade" jumps to the form pre-filled.
Risk a fixed % of account per trade — not a fixed dollar, never a fixed leverage. 1–2% of equity at risk per trade. You can be wrong 20 times in a row and still have an account.
Your stop distance and leverage derive from this — you don't pick leverage first. Leverage is the tool to hit the right notional size; it is not a risk dial.
20x isn't "more aggressive" — it's a tighter liquidation noose. At 20x isolated you liquidate on a ~5% adverse move. Crypto wicks 5% before breakfast. On BEAT and BILL, your liquidation price sat closer than the invalidation level — a routine wick killed you before the thesis was even wrong. Size down and lever down until liq sits comfortably beyond invalidation.
The stop goes where the thesis is invalidated — never a round number or a comfortable dollar amount. On a short: above the confluence resistance / structure high. Then size so that distance equals your 1–2% risk. Stop first, size second. Always that order.
Ladder it. TP1: first structural level — take 30–50% off, move stop to breakeven (now it's a free trade). TP2: major level — take another chunk. Runner: let a small piece ride a trailing stop for the fat tail. This solves both ways traders lose: cutting winners early, and round-tripping winners to zero.
At 2:1 you can be right only 40% of the time and still make money. The edge was never your entries — it's whether you survive at sane size long enough to let them play out.
You can have a mediocre entry and a great outcome with proper sizing — and a perfect entry and a blown account with 20x and no stop. You've got the chart-reading. The leverage is the leak. Fix that and the rest compounds.
The $1,000 experiment. Read before every trade. The experiment survives a broken rule — it cannot survive an unlogged one.
Checklist: 0 / 6 acknowledged
Log every trade — thesis on entry, exit on close. Log "Followed plan?" honestly; a broken rule gets logged AS broken. Weekly review: filter plan="no", study the triggers. Same rules after a win as a loss — there's no hot hand. Sample size: 50 trades minimum, 100 ideal, before reading any verdict. The trade count is the finish line, not the balance.
Your journal syncs automatically via your personal Cloudflare Worker — no third-party holds your data, no rate limits, works across all devices.
Manual export / import. Works offline. The JSON file is your master record.
Local gate so a casual visitor to your public URL can't read your log.
Wipe all local trades. If synced, pull from cloud to restore.