2026-05-21 · 3 min read
Session edge, AI coach verdict, and running P&L for 2026-05-21.
Trim Review
How much of today's result was carried by a few outliers? The table recomputes the core session stats with the biggest movers removed. Trimmed rows are colored vs baseline: green = holds most of the move, amber = meaningful erosion, red = collapses or flips sign.
| Scenario | Trades | Net P&L | Total R | E[R] / trade | $ WR | PF |
|---|---|---|---|---|---|---|
| Baseline (all trades) | 69 | +$1725.52 | +2.81R | +0.041R | 46.4% | 1.33 |
| − single best + single worst | 67 | +$832.07 | +1.36R | +0.020R | 46.3% | 1.17 |
| − top 4 + bottom 4 (≈5% each tail) | 61 | −$360.89 | -0.59R | -0.010R | 45.9% | 0.90 |
Trimmed trades: Single best + single worst — removed PCLA +$1334.96 (best) · NIVF −$441.52 (worst). Top 4 + bottom 4 — removed 4 from each tail (by $ P&L).
Outlier-carried green session: a single best trade (or the top 5%) is effectively the entire P&L. The rest of the book was roughly flat-to-red. Edge leaned on a few big pots more than the tape felt like it did.
Session verdict
The session's net P&L of $1.70k was primarily driven by three material trades, all of which were profitable and contributed a total of +5.24R. The average win of $240.53 was significantly higher than the average loss of -$145.16, resulting in a reward:risk ratio of 1.66:1, which is above the breakeven threshold of 37.6%.
However, the win rate of 45.0% was below the baseline of 47.3%, indicating a slight decline in overall effectiveness compared to the previous 90 days. The disproportionate contribution from the top trades suggests that while the session was successful, it relied heavily on a few standout performances.
Significance and conceptual math
With a win rate of 45.0% today compared to the baseline of 47.3%, the z-score of -0.349 shows that the difference is not statistically significant, indicating that today's performance is likely within expected variation. The profit factor of 1.36 is an improvement over the baseline of 1.16, suggesting that when trades are successful, they are generating more profit relative to losses.
The last 7 days show a win rate of 43.8%, which is a decline of 3.3 percentage points from the prior 30 days, suggesting a recent downtrend in consistency. The material trades today accounted for a significant portion of the day's performance, highlighting that focusing on higher-quality setups may be beneficial.
What you might have missed
Despite a lower win rate, the trader's material trades achieved a remarkable average return of +1.75R, which indicates that when trades are taken, they are yielding substantial returns. Additionally, the $2.68k generated from trades in the $5–10 price bucket highlights a strong performance in this segment, despite a win rate of only 42.9%.
One thing to try next session
Consider increasing the focus on the $5–10 price bucket, as it has shown potential for higher returns despite a lower win rate. Additionally, experiment with holding trades slightly longer to see if that can improve the win rate without sacrificing the reward:risk ratio.