AUTAS Analysis
Trade Behavior
How trades actually behave from entry to close: how long they run, how far they go in your favor (MFE) and against you (MAE), and whether the good move happens before or after the bad move. This tells you which management rules would help most.
Duration
MFE (Max Favorable Excursion)
MAE (Max Adverse Excursion)
What-If Simulations
For each management rule, this shows what your total PnL would have been if that rule had been applied to every trade. Positive delta = the rule would have helped. Negative delta = it would have cost you. Simulations are approximate — they use MFE/MAE endpoints, not full price paths.
RuleActual PnLSimulated PnLDeltaTrades Affected
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Signal Quality
Win rates broken down by news source, pulse alignment strength, direction, and time of day. Small sample sizes are noise — wait for double-digit trades per group before trusting a pattern.
By News Source
SourceTradesW/LWin RateTotal PnLAvg PnL
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By Pulse Alignment (|score|)
PulseTradesW/LWin RateTotal PnLAvg PnL
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By Direction
DirectionTradesW/LWin RateTotal PnLAvg PnL
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By Hour of Day (ET)
HourTradesW/LWin RateTotal PnLAvg PnL
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Failure Mode Categorization
Every closed trade sorted into a pattern. Look at which category dominates the losers — that's the failure mode your next management rule should address.