Practice Portfolio

What the practice portfolio tracks

The portfolio page shows open positions with entry prices, current practice prices and unrealised profit or loss, plus this browser's history of closed trades. Guest records live in local storage. Signed-in cash and open positions can sync when the service is available; clearing browser data does not delete an account copy already stored on the server.

Beyond raw P&L, the page calculates the metrics that actually describe a process rather than an outcome: fee-inclusive closed-result win rate, average win versus average loss, current open-position return dispersion, and practice maximum drawdown. The chart can include generated history; it is not a verified sequence of account observations.

How to read your own numbers honestly

• A high win rate with a terrible average loss is a losing system. Compare average win to average loss before celebrating.
• Maximum drawdown is the number that decides whether you could have stuck with the approach in real life.
• Fewer than about thirty trades is not a sample. Do not draw conclusions from a good week.
• If one position drives most of the return, you learned about that position, not about your method.

Why results here do not transfer one-to-one

The simulator applies a 0.1% practice transaction fee, rather than a real broker fee schedule. It does not model financing costs, taxes or actual market execution. Review practice results alongside these limits; they do not predict real-money results.

The metrics explained in plain language

• Unrealised P&L: what an open position is worth right now versus what you paid. It is not money until you close.
• Realised P&L: the result of trades you have actually closed. This is the number that measures decisions you finished making.
• Open positions in profit: the share of current open positions showing positive unrealised P&L. This is not a closed-trade win rate.
• Open-position P&L dispersion: the spread of current position returns around their average. This is a snapshot, not a Sharpe ratio or time-series volatility measure.
• Practice maximum drawdown: the largest fall from a peak in locally stored snapshots, which can include generated hourly backfill. It is not an observed market record or proof that a strategy is survivable.

Reviewing the portfolio weekly

Set a fixed weekly review. Look at the three worst trades and ask whether each was a bad decision or a good decision with a bad outcome — the two are different, and confusing them is how traders abandon working methods and keep broken ones.

Then look at the largest win with the same suspicion. Outsized winners often come from oversized positions rather than better analysis, and a habit that produces one great week can produce one catastrophic week later.