What you see is what you get

Total P&L, win rate, trade count, profit factor, and average win/loss stay pinned above the daily session digest so headline risk and agent reads never drift out of sync.

Filters respect the same America/New_York session attribution your imports use in production.

Green and red day tiles carry net P&L and trade counts; the agent tray stays grouped by import so you can expand the EOD batches that fed the month.

Same layout as the Operations Center after sign-in — this capture is the journal, not a separate marketing mock.

Trading feels busy long before the ledger agrees. Hour-by-hour and day-by-day maps show where your realized edge concentrates — not merely where stress spikes.

Pattern analytics separate hot stretches from statistically grounded windows, so you defend attention where your own history already proves payout.

Risk logged per trade becomes a profile: expectancy, average win and loss, and how those shapes move across sessions and tags.

You are measured against your fills first — not generic benchmarks. That baseline is the floor institutional desks hold themselves to when capital is real.

Setups matter only when tagged consistently enough to trust the math. Every label rolls into contribution: what prints, what leaks, and what felt productive without paying rent.

When counts clear the gates, strategy rows tell you where capital earns the right to stay — and what stays parked until the sample says otherwise.

Revenge sizing, stretched holds, and trades outside your own rules surface as dollar leakage — priced against behavior you already showed the market, not a textbook.

The discipline panel exists so denial cannot outrun the spreadsheet: numbers first, story second.

Every closed trade lands in a dense table: timestamps, instrument, direction, prices, P&L in font-mono, R-multiple, strategy tags, and actions.

Summary tiles above the grid keep win/loss counts and average R where you reconcile before drilling into a session.

Destination account, instrument, direction, prices, quantity, and timestamps stay in one glass card — Agent 6 validates, Agent 5 enrichments apply, P&L computes server-side.

Advanced fields stay tucked until you need them so discretionary entries stay fast.

Live sync is how desks stop reconstructing the week from screenshots and memory. Direct paths for NinjaTrader and Tradovate — including prop-firm accounts on those platforms — are in active build.