All trade data comes directly from the Binance API — exchange truth, never bot logs — pulled with a read-only, IP-restricted API key that cannot place or modify an order.

Window net PnL (Binance view, the default — matching Binance's lead-trader statistics) is the sum of realized PnL, funding, and insurance-clear income in the selected window, minus commissions paid in USDT (net of commission rebates). A trade's PnL is its realized PnL minus the USDT-paid commissions on its fills.

All-in view (the 😈 button next to the headline): every figure above also deducts commissions paid in BNB, each converted to USDT at the BNBUSDT price of the minute the fee was charged — window net PnL is realized PnL + funding + insurance-clear income − USDT-paid commissions − BNB-paid commissions, and a trade's PnL is its realized PnL minus all commissions on its fills. Every stat, the equity curve and the breakdown are computed the same way from those figures.

Windows: 7d runs from 00:00 UTC six days ago to now, 30d from 00:00 UTC 29 days ago, and 90d from 00:00 UTC 89 days ago — today's partial UTC day plus the previous full UTC days, matching Binance's lead-trader statistics. All runs from the tracked start date. Trades fall in a window by their exit time.

ROI is window net PnL divided by the account's fixed equity basis, as a percentage.

Win rate is closed round trips with positive PnL divided by all closed round trips in the window (trips reconstructed from a non-flat starting position are marked partial and excluded).

Profit factor is the sum of winning trip PnL divided by the absolute sum of losing trip PnL.

Equity curve is the daily cumulative net income since the account's tracked start date. Max drawdown is the largest peak-to-trough decline on that curve within the selected window; as a percentage, it's that decline divided by the peak equity (equity basis + peak cumulative PnL) it fell from.

Days live is the number of full days since the tracked start date.

Sharpe = mean(daily returns) / stdev(daily returns) × √365, annualized. Each daily return is one full UTC day's net income divided by the fixed equity basis (today's partial day is not included); risk-free rate is 0. Sortino uses the same numerator over a downside deviation instead: √(Σ negative daily returns² / N) × √365 — only days with a negative return contribute to the sum, but N is every day in the window, not just the losing ones. Both show "—" instead of a number with fewer than two days of history, or when the denominator would be zero (no variance, or no losing days at all) — a guessed ratio would be worse than none. With only a short trading history, treat both as indicative, not definitive.

Funding fees are not attributed to individual trades — they apply to the equity curve and window stats directly, since a funding payment isn't tied to opening or closing a specific position.

A round trip that was already open when tracking started is marked partial and excluded from every stat above; it's still visible in the trade table for reference.

Net PnL is total account income since the start — including funding and realized PnL from positions that were already open before tracking began — while Avg trade and Win rate reflect only fully-reconstructed round trips, so Net PnL can exceed trades × avg trade. The breakdown under the headline above splits Net PnL into realized PnL, carried/partial-position PnL, funding, and fees (plus BNB-paid fees in the all-in view) so the two figures reconcile.