Sample report — illustrative data. This is a real output of the Bayes Central analytics engine, run against a synthetic test statement — not a real customer's data.
Analyze my trading statementPrepared by Bayes Central Analytics
Historical analysis only — not a prediction or trading recommendation.
650 trades · 7 Apr 2025 – 6 Dec 2025 · MT5
Needs attentionOne instrument shaped both your activity and your results this period.
How did I perform?
-$27,170.32
Net result
24.9%
Win rate
0.87
Profit factor
-$41.80
Net expectancy
650
Total trades
How much risk did I take?
$6,100.00 (74.4%)
Max drawdown
-4.45
Recovery factor
Balance Curve · peak $8,200.00 / current $1,850.00
Deposit / withdrawal / credit / adjustment — never counted as trading profit or loss
Still in the maximum-drawdown episode — 187 days since the peak, not yet recovered.
What patterns stand out?
EURUSD was a large share of your trades and had the weakest result
EURUSD: 560 / 650 trades · Result in this period: -$27,916.26
EURUSD accounted for 86.2% of your trades and produced the weakest instrument result during this period.
Performance Breakdown
The full numbers behind the overview above — gross/commission/swap, balance detail, instrument and timing analysis.
650
Total trades
167
Trading days
4
Markets traded
162 / 488 / 0
Wins / losses / breakeven
$23.19
Average winning trade
-$63.37
Average losing trade
0.37x
Average win-to-loss ratio
$44.33
Largest win
-$304.95
Largest loss
Gross / commission / swap / net
-$22,070.32
Gross result
-$3,900.00
Commission
-$1,200.00
Swap
$0.00
Other fees
-$27,170.32
Net result
0.87
Profit factor
-$41.80
Net expectancy per trade
Balance / drawdown
The maximum-drawdown episode is still open and has lasted 187 days since a peak of $8,200.00 — not yet recovered as of this statement.
What does this measure?
This is a balance curve — your account balance after each realized event (a closed trade, deposit, or withdrawal) — not an equity curve. It never includes floating profit or loss on a position that is still open.
Drawdown is measured from the highest balance your account reached down to its lowest point after that peak. Deposits and withdrawals shift that reference peak by their own amount, so a deposit is never mistaken for a trading gain and a withdrawal is never mistaken for a trading loss.
Built only from this statement's own reported running balance. If that balance is inconsistent or missing anywhere in your history, this whole section is left unavailable rather than showing an estimate.
Result by market (total)
Result by weekday (total)
Result by holding time (average per trade)
By market — details
| Market | Trades | Win rate | Average result | Total result |
|---|---|---|---|---|
| EURUSD | 560 | 16.2% | -$49.85 | -$27,916.26 |
| GBPUSD | 48 | 81.2% | $11.01 | $528.56 |
| USDJPY | 24 | 75% | $2.66 | $63.92 |
| XAUUSD | 18 | 77.8% | $8.53 | $153.46 |
By weekday — details
| Weekday | Trades | Win rate | Total result |
|---|---|---|---|
| Monday | 127 | 24.4% | -$5,311.97 |
| Tuesday | 103 | 35% | -$3,179.74 |
| Wednesday | 119 | 25.2% | -$4,975.17 |
| Thursday | 131 | 19.8% | -$6,355.24 |
| Friday | 135 | 23% | -$5,102.68 |
| Saturday | 35 | 22.9% | -$2,245.52 |
Holding-time summary
- Shorter trades
- 216 trades · typical hold 1m 4s
- -$4.54 average
- Medium trades
- 218 trades · typical hold 30m 0s
- -$50.32 average
- Longer trades
- 216 trades · typical hold 30m 0s
- -$70.46 average
Your three biggest winning trades made up 3.5% of total winning profit across 162 winning trades.
Your three biggest losing trades made up 3% of total losses across 488 losing trades.
Trading Profile
Patterns in how you traded — not automatically good or bad.
EURUSD dominated your trading.
EURUSD represented 560 of 650 trades (86.2%). Your top three instruments accounted for 97.2% of trades.
What to inspect next
Explore this behaviour — Instrument Concentration →Supporting evidence
- Trades matching this pattern
- 650
- Evidence strength
- Strong evidence
Evidence strength tells you how much weight to give this historical pattern. It considers how much trading history supports it and how clearly the pattern stood out from normal variation.
650 trades were used to assess this pattern. This check does not use a separate comparison group.
What was found
- Instrument concentration score
- 0.75
- Evidence threshold
- 0.35
- Trades analysed
- 650
Technical methodology
- Analysis area
- Instrument Concentration
- Test variable
- herfindahl_index
- herfindahl_index
- 0.7498
- Detector version
- 1.0.0
- Herfindahl-Hirschman Index (HHI)
- 0.7498
- Top1 symbol share
- 86.2%
- Top3 symbol share
- 97.2%
Winning and losing trades had different holding times.
The analysis found whether your winning trades were held for a different length of time than your losing trades in your trading history. The analysis compared 162 trades matching this pattern against 488 comparison trades from your trading history.
What to inspect next
Explore this behaviour — Holding Time & Exit Behaviour →Examples from this history
| Date | Market | Direction | Result | Holding time |
|---|---|---|---|---|
| 2025-04-07 | GBPUSD | SELL | $7.37 | 44s |
| 2025-04-11 | XAUUSD | SELL | $28.87 | 28s |
| 2025-04-11 | XAUUSD | BUY | $8.12 | 2m 17s |
These are historical examples included in the pattern, not proof that the pattern is responsible for the result.
Supporting evidence
- Trades matching this pattern
- 162
- Comparison trades
- 488
- Evidence strength
- Strong evidence
Evidence strength tells you how much weight to give this historical pattern. It considers how much trading history supports it and how clearly the pattern stood out from normal variation.
162 trades matched this pattern and were compared with 488 other trades from the same trading history.
Technical methodology
- Analysis area
- Winner-vs-Loser Holding Duration (Disposition Effect)
- Test variable
- holding_seconds
- rank_biserial
- 0.3157
- p-value (raw)
- 0
- p-value (adjusted)
- 0
- Bootstrap CI
- -766.5961 to -342.8578
- Detector version
- 1.0.0
- Distinct trading days
- 167
- Median loser holding seconds
- 1800
- Median winner holding seconds
- 215.5
- Qualifying mean test variable
- 786.4
- Baseline mean test variable
- 1350
Trades opened at certain times performed differently.
The analysis found whether trades opened at particular broker-reported hours performed differently from trades opened at other hours in your trading history. The analysis compared 23 trades matching this pattern against 627 comparison trades from your trading history. The observed historical result for the trades matching this pattern was -$533.60. The historical comparison gap between the qualifying and comparison trades was -$443.50.
Result for these trades
-$533.60
Historical result gap vs comparison
-$443.50
This compares what happened in these trades with the comparison trades in the same history. It is not money you definitely would have earned.
- entry_hour is broker-reported (server) time, not the trader's local time or a verified market session
Examples from this history
| Date | Market | Direction | Result | Price return |
|---|---|---|---|---|
| 2025-04-10 | EURUSD | SELL | -$69.70 | 0.164% |
| 2025-05-02 | EURUSD | BUY | $15.64 | -0.206% |
| 2025-05-02 | EURUSD | BUY | -$18.41 | 0.029% |
These are historical examples included in the pattern, not proof that the pattern is responsible for the result.
Supporting evidence
- Trades matching this pattern
- 23
- Comparison trades
- 627
- Evidence strength
- Moderate evidence
Evidence strength tells you how much weight to give this historical pattern. It considers how much trading history supports it and how clearly the pattern stood out from normal variation.
23 trades matched this pattern and were compared with 627 other trades from the same trading history.
What was found
- Average price return
- -0.086%
Technical methodology
- Analysis area
- Hour-of-Day Performance
- Test variable
- normalized_return
- rank_biserial
- 0.2966
- p-value (raw)
- 0.0020
- p-value (adjusted)
- 0.0500
- Bootstrap CI
- -0.0014 to -0.0002
- Detector version
- 1.0.0
- Hour
- 3
- Distinct trading days
- 167
- Qualifying mean net profit
- -23.2
- Baseline mean net profit
- -42.48
- Baseline mean test variable
- -4.505e-05
Behaviour Chains
Bayes looks for recurring sequences in your trading history — including patterns you may never have thought to test.
A pattern Bayes found
Evidence strength: Moderate- Occurred
- 70 times
- Across
- 70 days
- Trades affected
- 350
- P&L inside sequence
- -$23,243.87
What makes this unusual
This recurring 5-step sequence (Loss -> Rapid re-entry -> Size increase -> Shorter hold -> Large loss) was associated with an average episode result of -332.06 — worse than the -74.75 average for 14 comparable 5-trade sequences that also started with a loss outcome but did not follow this pattern. It occurred 70 times across 70 different days — a bigger gap than the largest coincidence found in 200 random reshuffles of your own results.See the evidence
- Inside-sequence average
- -$332.06
- Comparable episodes outside sequence
- -$74.75 (14 episodes)
Every occurrence (70)
Baseline: Other 5-trade sequences in this history that also started with a 'Loss' outcome but did not follow this pattern (14 non-overlapping comparison episodes).
Reflects a historical association within this trader's own data, based on a fixed, documented event classification and a global permutation test against this trader's own reshuffled results — not a proven cause. A recurring sequence can also reflect a deliberate strategy.
Related variants also detected
Occurred 70 times. This shorter pattern's trades substantially overlap with the pattern above — not a separate group of trades, so its impact is already reflected in the total above.
Occurred 70 times. This shorter pattern's trades substantially overlap with the pattern above — not a separate group of trades, so its impact is already reflected in the total above.
Behaviour Chains describes recurring sequences found in your own trading history. It does not diagnose intent or emotion, and a recurring sequence is not, by itself, evidence of a mistake.
Risk Management Habits
What this statement shows about position size, wins, losses, stops and targets.
Stops and targets recorded
0 of 650 (0%)
Trades with a stop loss recorded
0 of 650 (0%)
Trades with a take profit recorded
Win and loss size
$23.19
Average winning trade
-$63.37
Average losing trade
0.37x
Average win-to-loss ratio
$44.33
Largest win
-$304.95
Largest loss
Stop-loss and take-profit figures reflect what was recorded in this statement only — they do not prove a stop or target was present at trade entry, and this analysis does not claim a stop or target was the reason any trade closed.
Other risk patterns checked
Position-size consistency
No clear patternResults from unusually large trades
No clear patternTrading in deeper drawdowns
Not availableTrading while recovering from drawdown
Not availableProfit concentrated in a few trades
Not strong enough to flagLosses concentrated in a few trades
Not strong enough to flagBehaviour Under Pressure
How your trading changed around wins, losses, losing streaks and drawdowns.
11 checks evaluated — 8 no clear pattern · 1 not strong enough to flag · 2 not available
View all pressure checks
After losing trades
Quick re-entry after losses
No clear patternQuick re-entry in the same market
No clear patternQuick direction reversal after losses
No clear patternLarger position size after losses
No clear patternAfter winning trades
Quick re-entry after wins
No clear patternLarger position size after wins
No clear patternDuring losing streaks and drawdowns
Trading during losing streaks
No clear patternTrading in deeper drawdowns
Not availableTrading while recovering from drawdown
Not availableLosses concentrated in a few trades
Not strong enough to flagAfter giving back same-day profit
Trading after giving back same-day profit
No clear patternThis analysis can identify changes in trading behaviour around wins, losses and drawdowns. It cannot determine the trader's emotional state or the reason for those decisions.
How your trading compares
A small number of defensible comparisons against comparable historical trading accounts — not the full research corpus.
Holding behaviour
Evidence: StrongShorter than 73% of similar account histories
27th percentile
- Your typical holding time
- 30m
- Comparable-account median
- 1.6h
Compared against a relevant historical reference cohort.
How this comparison was made
- Comparable range
- 8m – 15.4h
This v1 comparison is matched on asset class only (e.g. grouping all forex trades together) — not on broker, account size, strategy, or any other trading characteristic. "Similar account histories" means other historical accounts trading the same broad asset class, not a personalised peer group.
Matched on: instrument/asset class
Not matched on: holding-period regime · trading frequency · position-size regime (lot size only — this corpus has no account-equity data) · time/market era
Based on a sufficiently large set of independent comparable accounts, with no single account dominating the comparison and a statistically tight cohort estimate.
Each comparable account counted once, regardless of how many trades it contributed.
Trading frequency
Evidence: StrongIn line with most similar account histories
43rd percentile
- Your trading frequency
- 2.7/day
- Comparable-account median
- 3.5/day
Compared against a relevant historical reference cohort.
How this comparison was made
- Comparable range
- 0.6/day – 21.8/day
This v1 comparison is matched on asset class only (e.g. grouping all forex trades together) — not on broker, account size, strategy, or any other trading characteristic. "Similar account histories" means other historical accounts trading the same broad asset class, not a personalised peer group.
Matched on: instrument/asset class
Not matched on: holding-period regime · trading frequency · position-size regime (lot size only — this corpus has no account-equity data) · time/market era
Based on a sufficiently large set of independent comparable accounts, with no single account dominating the comparison and a statistically tight cohort estimate.
Each comparable account counted once, regardless of how many trades it contributed.
Instrument concentration
Evidence: StrongMore concentrated than 70% of similar account histories
70th percentile
- Your instrument concentration
- 86%
- Comparable-account median
- 56%
Compared against a relevant historical reference cohort.
How this comparison was made
- Comparable range
- 21% – 100%
This v1 comparison is matched on asset class only (e.g. grouping all forex trades together) — not on broker, account size, strategy, or any other trading characteristic. "Similar account histories" means other historical accounts trading the same broad asset class, not a personalised peer group.
Matched on: instrument/asset class
Not matched on: holding-period regime · trading frequency · position-size regime (lot size only — this corpus has no account-equity data) · time/market era
Based on a sufficiently large set of independent comparable accounts, with no single account dominating the comparison and a statistically tight cohort estimate.
Each comparable account counted once, regardless of how many trades it contributed.
About the comparison data
Benchmarked against Bayes Central's proprietary historical trading research corpus.
This comparison uses a relevant, matched subset of that corpus — not every historical account it contains.
Comparisons in this version are matched on instrument/asset class only. Trader-level comparisons count each comparable account once, regardless of trade volume, so no single very-active account can dominate the result. No broker, jurisdiction, demographic, or strategy label is used — this corpus does not reliably represent those dimensions — and no comparison implies this corpus represents all retail traders.
Trading Snapshot
These scores summarise patterns in this trading history. Higher pressure means more supported adverse patterns; coverage shows how much of the analysis could be completed. They are not predictions or measures of trading skill.
What these scores mean
These summary scores combine historical patterns observed in this statement. They are descriptive, not forward-looking, and do not measure your personal financial risk tolerance. They are not a probability of loss, a chance of future losses, an assessment of account safety, or a measure of trading skill or quality — a low reading means the analysis found fewer supported patterns in what it could analyze, not that a risk was disproven.
Historical Risk Pressure
How strongly risk-related adverse patterns appeared in this trading history.
Lower observed pressure
0 supported adverse patterns contributed
0/ 100
No supported historical pressure patterns were identified in the analysable parts of this statement.
Consistency Pressure
How strongly inconsistent trading patterns appeared in this history.
Fewer supported consistency-pressure signals
1 pattern contributed
6/ 100
Analysis Coverage
How much of the 25-part analysis could be evaluated from this statement.
High coverage
88%
How Historical Risk Pressure was calculated
- 15 checks are included in this score
- 13 had enough data to evaluate
- 0 patterns affected the score
- 2 could not be fully evaluated
- No pattern affected this score
View all checks used in this score
Each row shows what this statement allowed Bayes Central to determine for that check.
- Overtrading (Frequency Escalation vs. Own Baseline) — No clear pattern
- Loss Concentration — No clear pattern
- High-Frequency Trading Days — No clear pattern
- Size Escalation After Losses — No clear pattern
- Oversized-Trade Performance — No clear pattern
- Consecutive-Loss Impact — No clear pattern
- Drawdown Acceleration — Not available · realised balance history unavailable
- Late-Session Degradation — No clear pattern
- Rapid Re-Entry After Losses — No clear pattern
- Direction Reversal After Loss — No clear pattern
- Intraday Profit Giveback — No clear pattern
- Same-Symbol Re-Entry — No clear pattern
- Recovery Behaviour After Drawdown — Not available · realised balance history unavailable
- Post-Win Overtrading — No clear pattern
- Size Escalation After Wins — No clear pattern
How Consistency Pressure was calculated
- 15 checks are included in this score
- 14 had enough data to evaluate
- 1 patterns affected the score
- 1 could not be fully evaluated
- Main pattern affecting this score: Winner-vs-Loser Holding Duration (Disposition Effect) · Strong evidence
View all checks used in this score
Each row shows what this statement allowed Bayes Central to determine for that check.
- Winner-vs-Loser Holding Duration (Disposition Effect) — Affected this score · Strong evidence
- Size Consistency — No clear pattern
- Loss Concentration — No clear pattern
- Profit Concentration — No clear pattern
- Instrument Underperformance — No clear pattern
- Size Escalation After Losses — No clear pattern
- Holding-Duration Performance — No clear pattern
- Oversized-Trade Performance — No clear pattern
- Hour-of-Day Performance — No clear pattern
- Session Performance — Not available · broker time offset missing
- Day-of-Week Performance — No clear pattern
- Late-Session Degradation — No clear pattern
- Overtrading (Frequency Escalation vs. Own Baseline) — No clear pattern
- High-Frequency Trading Days — No clear pattern
- Size Escalation After Wins — No clear pattern
Analysis Coverage shows how much of the 25-part analysis was fully or partly completed for this statement.
Additional Observations
A short recap of other patterns that stood out in this trading history.
Worth a closer look
- Only 0% of trades had a stop-loss value recorded in this statement.
- Only 0% of trades had a take-profit value recorded in this statement.
Trading Fingerprint
A descriptive fingerprint of patterns in your own trading history.
Your Flow Profile
What stands out
Trading horizon
ModerateYour median holding time was 30.0 minutes, and 98.8% of trades were opened and closed within the same day — an intraday holding profile.
See evidence
- Measured value
- Median hold 30.0 minutes; 36.5% of trades under 5 min
- Comparison / baseline
- Own trading history (650 trades with recorded holding time)
- Sample size
- 650 trades
- Contributing trades
- 10 example trade(s) in this run
Holding time is measured from broker-reported open/close timestamps only; it says nothing about intent or strategy, and a deliberate short-term strategy looks identical to any other reason for short holds in this data.
Trading intensity
ModerateYou averaged 3.9 trades on each active trading day, with your busiest single day (2025-06-16) reaching 9 trades, and as many as 3 trades placed within any single hour.
See evidence
- Measured value
- 3.9 trades/active day; up to 3 trades within any 1-hour window
- Comparison / baseline
- Own trading history (167 active trading days)
- Sample size
- 650 trades
- Contributing trades
- 9 example trade(s) in this run
Trade timing is broker-reported open time only; this cannot distinguish a manual trader from an automated one, or a deliberate strategy from any other reason for clustered activity.
Instrument concentration
HighEURUSD alone accounted for 86.2% of your trades, and your top 3 instruments (EURUSD, GBPUSD, USDJPY) together accounted for 97.2%.
See evidence
- Measured value
- Top instrument 86.2% of trades; top 3 97.2%
- Comparison / baseline
- Own trading history (4 instruments traded)
- Sample size
- 650 trades
Based only on instrument symbols as reported in this statement; correlated but differently-labelled instruments (e.g. two correlated FX pairs) are not combined.
Direction balance
High77.4% of your trades were buy, and your longest run of same-direction trades in a row was 16.
See evidence
- Measured value
- 77.4% BUY; longest same-direction run 16 trades
- Comparison / baseline
- Own trading history (650 trades: 503 BUY / 147 SELL)
- Sample size
- 650 trades
- Contributing trades
- 10 example trade(s) in this run
Direction as recorded per trade only; does not reflect net exposure across overlapping positions.
Position-size behaviour
ModerateYour typical (median) position size was 0.02 lots. Your position sizes varied moderately from trade to trade. 10.8% of trades with comparable data were at least twice your usual size for that instrument.
See evidence
- Measured value
- Typical size 0.02 lots; size variability (CV) 0.69; 10.8% of trades ≥2× your per-symbol typical size
- Comparison / baseline
- Own trading history (650 trades with recorded size)
- Sample size
- 650 trades
- Contributing trades
- 10 example trade(s) in this run
Position size is measured in lots as recorded in this statement only; it is not risk-adjusted for instrument or account currency, so sizes are not directly comparable across different instruments.
Profitability structure
StrongWin rate 24.9%. Average winning trade $23.19 versus average losing trade -$63.37. Your three biggest winning trades made up 3.5% of total winning profit — a broadly distributed profitability structure.
See evidence
- Measured value
- Win rate 24.9%; top 3 winners = 3.5% of winning P&L
- Comparison / baseline
- Own trading history (162 winning / 488 losing trades)
- Sample size
- 650 trades
Profit concentration is normal for many legitimate strategies (e.g. trend-following expects a few large winners) and is not, by itself, evidence of a problem.
Trading consistency
ModerateYou were active on 167 distinct days, with a median of 3 trades per active day. 3 day(s) had activity well above your typical pace.
See evidence
- Measured value
- 167 active days; day-to-day activity variability (CV) 0.65; 3 unusually high-activity day(s)
- Comparison / baseline
- Own trading history (167 active days)
- Sample size
- 167 active days
- Contributing trades
- 10 example trade(s) in this run
Based on trade counts per calendar day only; does not weight by trade size or duration.
Trading Fingerprint describes patterns in your own trading history. It is not a forecast, a trading recommendation, or a measure of skill.
Analysis Coverage & Limitations
88% analysis coverage
21 fully evaluated · 1 pattern not present · 3 unavailable
View coverage details
What could be analysed
- 21 Fully evaluated
- 1 Evaluated — pattern not present
- Evaluated for this statement — this pattern did not occur in the qualifying trading history available.
- 3 Not available
- Unavailable for this statement — reliable realised-balance history wasn't available for this account.
- Unavailable for this statement — session-based analysis requires a declared broker time offset, which isn't available for this account.
Evaluated-with-reduced-evidence, pattern-not-present and insufficient-sample analysis areas still contribute partial credit under the Coverage methodology used here, which is why Coverage reads 88% rather than a simple 22 of 25 count.
Some checks were limited because:
- broker session timing was unavailable
- reliable realised-balance history was unavailable
- Session-based analysis (Sydney/Tokyo/London/New York) requires a declared broker time offset. That offset isn't available for this account, so session-based analysis isn't included in this report.
- Balance- and drawdown-based analyses were not available for this statement.
Learn from this report
Your analysis highlighted behaviours you can explore in more depth.
Methodology & disclosure
This report is a historical analysis of the trades in your uploaded statement. It describes patterns found in what already happened. It does not forecast future results, does not recommend any trade or trading decision, and does not evaluate or recommend any broker. Historical patterns are not a guarantee of what happens in future trading.
Analytics engine bayes_central_analytics_engine/1.0.0 · Detector catalog 2026.08.4
With your own account
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