Tradvance
© 2026 Tradvance
Tradvance is a trading journal designed for futures and forex traders — particularly those trading instruments like MNQ, ES, NQ, GC, CL, and major forex pairs. It lets you log every trade, track your performance over time, and identify patterns in your behaviour that affect your results.
It's built for active traders who want more than a spreadsheet — including AI-powered screenshot logging, behavioral edge analysis, missed trade tracking, and a full accounting ledger.
After registering and verifying your email:
Yes. On the login and register pages you'll find "Continue with Google" and "Continue with Discord" buttons. These create or log into your account without needing an email and password.
If you already have an email account, you can link your Google or Discord account from Settings → Account → Connected accounts. After linking, you can use either method to sign in.
Tradvance supports any instrument you configure in Settings. It's designed primarily for futures (MNQ, NQ, ES, GC, CL, etc.) and forex pairs, but works for any instrument where you define a tick size and tick value.
P&L is calculated automatically based on your instrument settings — entry price, exit price, contracts, and per-contract costs.
Click Log Trade in the sidebar, then drop your chart screenshot onto the upload zone, paste it (Ctrl+V / Cmd+V), or click to browse. AI will extract the symbol, direction, entry, TP, SL, timeframe, and session automatically.
Always review the extracted values before saving — the notes field is intentionally left blank so you can write your own observations.
Click Log Trade then Enter trade manually. Fill in the Essentials (symbol, direction, date, contracts, entry/TP/SL, outcome) and optionally the Context (timeframe, session, setup, confluences, entry time, exit time) and Advanced (emotions, mistakes, grade, notes) sections.
Yes. Each TP and SL field has both a price field and a tick field — enter either one and the other calculates automatically. Change the entry price and the tick distances recalculate from the existing prices.
Yes. After logging a trade, open it in the journal and use the 📎 Image 2 button to attach a second screenshot (useful for logging both an entry chart and a higher timeframe view). Both images support optional titles and can be viewed in the lightbox.
Entry and exit time are optional but unlock two powerful Edge Analysis insights:
Select Manual exit as the outcome and click + Add exit. Each exit leg has its own price and contract count. Total P&L is calculated across all legs automatically.
When you upload a chart screenshot, Tradvance sends it to an AI vision model that reads the chart and extracts trade details: symbol, direction, entry price, TP, SL, stop size in ticks, timeframe, and session. The extracted values pre-fill the trade form — you review and save.
The notes field is intentionally left blank so you can add your own observations. Always verify extracted values, especially TP and SL.
Your screenshot is always saved to the server first, before the AI call. If the AI fails, you'll see an error message — the form stays open and your image is already linked. Fill in the trade details manually and save — the screenshot will be attached to the trade.
Tips for best AI results: make sure TP/SL lines are clearly drawn on the chart and visible in the screenshot.
AI edge analysis (Pro feature) generates a personalised written assessment of your trading performance using all your stats — win rate, profit factor, behavioral patterns, emotion-performance data, mistake trends, and more. It identifies strengths, weaknesses, and gives you 3 concrete next steps for the week.
From the second analysis onwards, it compares your current metrics with up to 3 previous assessments and identifies improving or deteriorating trends.
Limits: minimum 7 days between analyses (to ensure meaningful data changes), maximum 10 analyses per month on the Pro plan.
No. We use Groq and Google Gemini APIs under agreements that prohibit using API data to train their models. Your trading data is sent to these services only to generate your response and is not retained by them.
The Stats tab has two sections:
Performance — equity curve, win/loss chart, P&L by symbol/setup/session/timeframe/day of week, confluence impact, overtrading indicator, and revenge trading detector.
Edge Analysis — 14 behavioral insights based on trading research, including disposition effect, post-loss behaviour, Kelly criterion, R-multiple distribution, emotion-performance correlation, and more.
Profit factor = gross winning P&L ÷ gross losing P&L. A value above 1.0 means you make more than you lose overall. General benchmarks:
Profit factor alone doesn't tell the whole story — a high PF with very few trades may not be statistically significant.
Use the filter bar at the top of the Stats tab. You can filter by date range, symbol, direction, setup, session, timeframe, and more. All charts and metrics update to reflect the active filter instantly.
The Performance tab answers how am I doing — equity curve, win rate, P&L by session etc. Edge Analysis answers why am I doing that — it surfaces behavioral patterns based on established trading psychology research.
For example: are you holding losing trades longer than winning ones (disposition effect)? Does your win rate drop after a loss (revenge trading)? What's the optimal number of confluences for your edge (confluence sweet spot)?
Each insight requires a minimum amount of data to produce meaningful results. Cards that show "not enough data yet" will activate as you log more trades. Some specific cards also require optional fields:
The Kelly Criterion calculates the mathematically optimal percentage of your capital to risk per trade, based on your actual win rate and average win/loss ratio. It maximises long-term growth in theory.
In practice, most traders use half Kelly or less, because the full Kelly amount is often too aggressive for real-world drawdown tolerance. Tradvance shows you both full Kelly and half Kelly as reference points — not as instructions.
R-multiple expresses each trade result as a multiple of your risk (1R = one times what you risked). The histogram of your R-multiples reveals the shape of your edge:
The expectancy (average R-multiple) tells you how much you make per unit of risk on average. Positive expectancy = profitable system.
The Missed Trades tab lets you log setups you saw but didn't take — and track whether skipping them was the right call. Over time it tells you whether you're:
Many traders discover they're more profitable on their missed trades than their actual trades — a powerful signal to recalibrate entry criteria.
Go to the Missed Trades tab. You have two options:
Click your avatar in the top right of the app to open the profile menu. Use the Password tab to change your password (you'll need your current password), or the Email tab to update your email address (a verification code is sent to the new address).
On the login page, click Forgot password? below the password field. Enter your email address and you'll receive a reset link valid for 1 hour. Check your spam folder if it doesn't arrive within a few minutes.
Go to Settings → Account → Timezone. Select your timezone from the dropdown (or click Detect to auto-detect from your browser) and save. This ensures your day-of-week charts, calendar view, and P&L breakdowns are accurate for your local trading session.
Go to Settings → Account → Appearance and click the Dark or Light button. Your preference is saved and persists across sessions.
Yes. Go to Settings → Account → Share journal and enable sharing. You'll get a secret link that anyone can use to view your journal — read-only, no account required.
You choose which tabs to share: Journal, Stats (Performance + Edge Analysis), Missed Trades, and/or Calendar. You can disable sharing or generate a new link at any time.
No. Viewers only see the tabs you specifically chose to share. Your account settings, instrument configuration, accounting entries, and any tabs you didn't enable are not visible. The share link gives read-only access — viewers cannot make any changes.
The free plan includes core trade logging (up to 50 trades), AI screenshot extraction, performance stats, the calendar view, and journal sharing. It's designed to let you experience the full value of Tradvance before committing to Pro.
You can upgrade from within the app when you reach a Pro feature. Contact us at support@tradvance.app if you have questions about Pro access.
Expectancy = (Win rate × Avg win) + (Loss rate × Avg loss). It tells you how much you make or lose per trade on average.
Example — 80% win rate but small wins: avg win $10, avg loss $500 → Expectancy = −$92 per trade. Losing money despite winning 8 out of 10 trades.
Example — 40% win rate, good R:R: avg win $300, avg loss $100 → Expectancy = +$60 per trade. Profitable despite losing more often.
Win rate alone is meaningless. Expectancy combines win rate and payoff ratio into one number that answers the only real question: is this system making money?
The disposition effect (Shefrin & Statman, 1985) is the tendency to cut winning trades too early and hold losing trades too long. Tradvance measures this by comparing average hold time on winners vs losers.
Example: avg hold on winners = 8 min, avg hold on losers = 22 min → ratio 2.75. You hold losers 2.75× longer. That is the opposite of "let winners run, cut losers short."
Requires entry and exit time to be logged on trades.
R-multiple expresses each trade as a multiple of your risk — risk $100 and make $200 = +2R, lose your stop = −1R.
Average R-multiple = expectancy per unit of risk. +0.3R means you make 30 cents for every dollar risked on average.
Kelly % = Win rate − (Loss rate ÷ Avg R:R). It calculates the theoretically optimal % of capital to risk per trade to maximise long-term growth.
Example: 55% win rate, 1.8 avg R:R → Kelly = 0.55 − (0.45 ÷ 1.8) = 30%.
In practice, full Kelly causes extreme drawdowns during losing streaks. Most professional traders use half Kelly or less. Tradvance shows both as reference points, not instructions.
The number of confluences that produces your highest profit factor. Trades are grouped by confluence count and the group with the best results is marked ★.
Example: 3 confluences PF 2.4 ★, 4+ confluences PF 1.2. Requiring more than 3 is too restrictive and misses good entries.
The asymmetric math of losses — how much you need to make to get back to flat:
A 50% drawdown requires doubling your remaining capital just to break even. This asymmetry is why drawdown management is the most critical skill in trading.
Risk consistency measures how stable your dollar risk per trade is using the coefficient of variation. Score: 100% = perfectly consistent.
Consistent: $100, $105, $98, $102 → ~97%. Erratic: $50, $200, $80, $300 → ~28%.
Inconsistent sizing destroys even profitable systems — if your largest positions happen to be your worst trades, one bad day wipes out weeks of gains.
Recidivism means repeating the same mistake after recognising it. The chart tracks your top repeated mistakes month by month. Key question: are the bars getting shorter over time?
If a mistake appears every month at the same frequency, recognition alone is not creating change. You need a mechanical rule — a checklist, a hard stop — not just awareness.
Based on Barber & Odean (2001): traders increase position size after winning streaks not because the edge improved, but because they feel invincible.
Classic pattern: after 3+ wins, avg position 240% of baseline, win rate drops from 54% to 31%. Fix: fixed position sizing regardless of recent results.
Mean (average) P&L is distorted by outlier trades. One exceptional +$2,000 win makes your average look far better than your typical result. The median is your actual typical trade.
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