The Trading Performance Report to Send a Mentor or a Prop Firm

Your dashboard and a report you send someone else look like the same thing. They are not, and the difference is not cosmetic.

A dashboard is interactive. When a number surprises you, you filter it, group it, open the trades behind it. Every ambiguity has a next click. A report has no next click. Whoever opens it gets one static page and no way to ask what you meant, so every number has to arrive with its own definition, its own denominator and its own period attached. That single constraint decides what belongs on the page.

The most common failure is not a missing metric. It is a report full of correct numbers that the reader cannot interpret, and therefore does not trust.

Two Readers, Two Documents

Before deciding what to include, decide who is reading, because the two likely readers want almost opposite things.

A mentor has no access to your account and is spending their time rather than their money. They cannot see your platform, so everything they need has to be in the document. What they are looking for is the decision process: which setups you take, which conditions you wait for, whether you followed your own rules, and where the leak is. A mentor does not need your account balance and usually does not want your 400-row trade history. They want a narrow scope reviewed properly, which means one strategy or one instrument rather than everything you have ever done.

A prop firm already holds your data. This is worth stating plainly because it is where most of the confusion about performance reports lives. The firm's own dashboard decides whether you passed, breached or qualify for a payout. Your document does not change that outcome and is not an appeal. No major firm publishes a required report format, so a report around a funded account is for three other situations: your own review before you request a payout, an application to a firm, program or community that asks to see a track record, and a mentor or coach who cannot log in to the firm's platform.

One caution on this, since it comes up constantly. The third-party write-ups of FTMO's scaling criteria contradict each other on both the cadence and the ceiling, and none could be confirmed against FTMO's own pages on 16 October 2026. If a number decides something for you, read it on the firm's site rather than in an article, including this one. What actually gates a first payout is the minimum trading days, the consistency rule and the payout cycle, none of which a report can influence.

The Three Omissions That Make a Report Unanswerable

Each of these is a line of text. Each of them, left out, costs the reader the ability to use the page at all.

1. No scope, so one number means four things

"Win rate 58%" is not a finding. Across what instrument, over what period, on how many trades? Four different answers are compatible with that same figure, and the reader has no way to pick.

The fix is a single line at the top naming the instrument or strategy, the date range and the trade count. In the TradingSFX report that line is generated for you and reads something like "Last 90 days, 74 trades, break-even trades excluded from win rate", under the scope title and the date the sheet was produced. Writing it by hand takes ten seconds and it is the highest-value sentence in the document.

2. No sample size, so the reader cannot tell edge from noise

This is the omission that quietly ends the conversation, because any competent reader does this arithmetic and you want to have done it first.

Take a 1:2 setup that wins 40% of the time. Per trade it returns +2R four times in ten and -1R six times in ten, so the average is 0.4(2) + 0.6(-1) = 0.20R. The spread around that average is wide: the standard deviation of those outcomes is 1.47R, which is more than seven times the edge itself. The measured average clears zero at the usual two-standard-error bar when 2 x 1.47 / the square root of n drops below 0.20, which happens at about 216 trades.

And if you picked which strategy to report by looking at which one had performed best, you have tested several things and reported one, so the honest bar is a t-statistic of 3 rather than 2. That moves the requirement to about 486 trades. The full sample-size arithmetic, including the parameter-grid case, is worked through separately.

So what do you do with a 60-trade report? You say what it is. A 60-trade report can honestly demonstrate that you follow your rules, that your losses are the size you intended them to be, and that your process is stable. It cannot demonstrate an edge, and claiming one from it is the fastest way to lose a reader who knows the arithmetic. Stating the limit yourself has the opposite effect.

3. No convention, so win rate is not comparable to anything

Break-even trades are where this bites, and the swing is larger than almost anyone expects.

Take 100 trades: 40 winners, 50 losers and 10 scratches that closed at the entry price. Three defensible conventions exist, and they give three different win rates for the identical history:

• Scratches excluded from the denominator: 40 of 90, which is 44.4%.
• Scratches counted as wins, since no money was lost: 50 of 100, which is 50.0%.
• Scratches counted as losses, since the trade did not work: 40 of 100, which is 40.0%.

Ten percentage points of spread, with not one dollar of difference in the account. A report that states a win rate without naming the convention has handed the reader a number they cannot compare to anyone else's. Which convention to pick and what each does to your other metrics is its own decision, and the only wrong answer is leaving it unstated.

The Check Every Reader Does in Their Head

Give someone net result and trade count and they will divide one by the other. If that quotient disagrees with your stated expectancy per trade, they stop reading the numbers and start auditing them.

So run the check before you send it. Here is a consistent set:

• 120 trades, 48 winners and 72 losers, so a win rate of 40%
• Average win +$520, average loss -$230
• Gross profit 48 x 520 = $24,960. Gross loss 72 x 230 = $16,560
• Net result 24,960 - 16,560 = +$8,400
• Profit factor 24,960 / 16,560 = 1.51
• Expectancy per trade 8,400 / 120 = +$70

Cross-check it the other way: 0.4(520) - 0.6(230) = 208 - 138 = +$70. The two routes agree, which is the point. Any report where they do not agree has a filtering bug, a currency mix, or a stats block computed over a different set of trades than the table below it. That last one is common when a tool shows a trade sample and the reader assumes the stats describe the sample rather than the full set.

The one-trade test

While you have those figures, do the test a sceptical reader will do next. Delete your single best trade and recompute.

If the best trade in that set was +$3,100, the report becomes +$5,300 over 119 trades, or +$44.54 per trade. Lower by 36%, and still an edge. That is a report that survives its own best trade.

Now the same test on a report that nets +$3,400 with a +$3,100 best trade: removing it leaves +$300 over 119 trades, which is +$2.52 per trade, indistinguishable from flat. Nothing on that page is wrong, and the page is still about one trade rather than about a strategy.

Either outcome is worth knowing before someone else finds it. Reading the equity curve for exactly this shape, the single cliff step that carries an otherwise ordinary line, covers how to spot it visually.

Why the Monthly Breakdown Earns Its Space

A single net figure is the easiest thing on a report to misread, and the monthly table is the cheapest fix.

Suppose the +$8,400 above happened over six months. Divided out, that reads as roughly +$1,400 a month, which sounds like a trader with a steady process. Now suppose month three alone produced +$6,900. The other five months together made $1,500, about +$300 each.

Same total, entirely different trader. The second version is not a worse trader, necessarily, but anyone deciding whether to mentor, fund or follow you needs the second version, and will assume the first if you do not show it. One month that carries a half-year also tells you where to look in your own review: whatever happened in month three is either repeatable or it is not, and that is the most interesting question on the page.

Rule Adherence, Because It Is the Part Nobody Else Can Report

Net result is a number any broker statement contains. What a journal has and a broker feed does not is whether you did what you said you would do.

If you track rules as conditions with a required value, that becomes a percentage: rule checks met, divided by rule checks made. Pooled across the report it gives one adherence figure, and broken out per rule it gives the reader the sentence you cannot write about yourself, which is which specific rule you break and what it costs. How that score is computed and why it has to be pooled rather than averaged per trade is worth understanding before you put the number on a page somebody else reads, because the two methods can differ by a lot.

For a mentor this is usually the most valuable block in the document. Results tell them whether something works. Adherence tells them whether the thing being measured is even the strategy you described to them.

What to Cut

Ruthlessly, because length is not credibility.

• The full trade history. Nobody reads 400 rows, and including them turns a stats document into an account statement, which is a different thing with a different reader. A sample of the ten most recent trades proves real trades exist behind the figures. Keep the stats over the full set and say so.
• Screenshots of your dashboard. A dark-themed app screenshot with a tooltip half open is not a report. If a number matters, write it as text.
• Any metric you cannot define in one sentence. If you are not sure how your tool computes Calmar or Sharpe on a trade-sequence basis, leave it out. Being asked and not knowing is worse than not showing it.
• Slices below about 10 trades. A strategy row with 6 trades at a 67% win rate reads as an opinion, not as data, and it invites the reader to apply the sample-size arithmetic above to the whole page.
• Your account balance, if you would rather not share it. Report in R instead and say that is what you are doing. The reader loses the money and keeps everything about the decisions.

How the Other Journals Handle This

Three different answers exist in this category, and they solve different halves of the problem. All of the following was checked against each vendor's own help pages on 16 October 2026.

TradeZella sends weekly and monthly performance recaps by email and keeps them in the app under Reports, with subscription settings for the cadence. For getting data out, its help centre documents a CSV export from the Trade Log page via the Bulk Actions menu, with a column picker before download. It also states there is no option to export all your data at once, and that the exported CSV cannot be re-imported. I could not find a PDF report download or a shareable report link documented anywhere in that help centre.

Tradervue takes the access route rather than the document route. Its mentor role lets another account see all of your trading and P&L data, including reports, and leave comments without being able to edit anything. Separately, individually shared trades hide P&L and share volume by default, with Silver and Gold subscribers able to opt into including P&L. Rich, and it requires your mentor to be on Tradervue.

Myfxbook solves verification, which is the one thing a self-produced document cannot do. Its track-record verification pulls your history from the broker using the account's investor password and compares it to what was submitted, marking the record verified when they match. Full verification is also the prerequisite for creating a private invitation link, where you choose which statistics the link reveals. That proves the money happened and says nothing about why any trade was taken.

Edgewonk documents a spreadsheet export of journal trades. Its own blog post describing the feature is from the Edgewonk 3 era and says only a few columns were exported at the time, with more promised, and I found no current official list of what the export contains and no PDF report feature.

The honest summary: a recap email, a mentor login, and a verified public page are three good tools for three different jobs. The gap all three leave is a single self-contained page, scoped to one strategy or instrument, that you can attach to an email to somebody who does not use your software.

How the TradingSFX Report Works

That gap is what the printable performance report fills, and it is deliberately small in scope.

Getting to it. The per-symbol and per-strategy analysis pages each carry a PDF report button that opens the report already scoped to what you were looking at. You can also open the report page directly and set the scope there: symbol, strategy, and a period of all time, the last 30 days, the last 90 days or this year.

What it renders. A white print sheet on the dark app, headed by the scope title, the generation date and the scope line described above, which names the period, the trade count and your break-even convention without you having to remember to. Then the nine headline tiles (net P&L, win rate, profit factor, trades, average win, average loss, average reward multiple, expectancy per trade, best and worst), the equity curve, the monthly breakdown, performance per condition you log, rule adherence per rule with a pooled score, and the ten most recent trades as a sample, labelled as a sample with the full count stated.

How it prints. The browser print dialog, saved as a PDF. There is no export library and nothing is rendered on a server, which also means nothing about your trades leaves your session to produce the file. The curve is drawn as vector rather than canvas precisely so it survives printing.

Two honest notes. The report is Pro and above; Basic sees the blurred sheet with an upgrade prompt rather than a crippled version. And backtest trades are included in it, exactly as they are on every analysis page in the app, because a report that silently excluded them would disagree with every other number you have seen. If you want a live-only report, scope it to a strategy you only trade live.

Everything upstream of the formatting is free. The equity curve and the core stats are on Basic, free forever at 10 trades a month, so the six blocks can be assembled by hand from the dashboard if you would rather not pay to have them laid out.

Bottom Line

A report is not a smaller dashboard. It is a document written for one reading, by someone who cannot ask you a question, which means the scope line, the sample-size statement and the break-even convention are not boilerplate. They are the three things that decide whether the numbers underneath them can be used.

Do the two divisions before you send it. Net over trades should equal your stated expectancy, and the report should survive the deletion of its best trade. If both hold, a short honest page beats a long impressive one, every time.

Not sure which metrics belong on the page in the first place? The complete guide to tracking trading performance covers the metrics themselves, and this article covers the document you build out of them.

Published 16 October 2026. Competitor features verified the same day against each vendor's own help pages: TradeZella's Trade Log CSV export and its weekly and monthly recap reports (help.tradezella.com), Tradervue's mentor access and shared-trade P&L defaults (app.tradervue.com/help/faq and tradervue.com/site/trading-firms), Myfxbook's track-record verification and private invitation links (myfxbook.com/help), and Edgewonk's spreadsheet export (edgewonk.com/blog). Two things I could not verify and so have not claimed: any current official list of Edgewonk's export columns, and FTMO's scaling criteria, where the third-party figures disagree and nothing could be confirmed on FTMO's own pages. Vendors change features without notice, so confirm before relying on any of it.