Everything in your trading journal,
built to actually improve your trading

Most journals only know what you tell them: entry price, exit price, a tag if you remembered to add one. SessionLogr pulls the real OHLCV candle data for the exact session you traded and hands it to Claude alongside your trades.

That means the debrief can say things like "you shorted into a higher low on declining volume" or "your stop was inside the prior range — that's why it got swept" — feedback grounded in price action, not guesses from a P&L number.

Debriefs stream in real time and focus on specifics: entries that fought the trend, exits left on the table, setups you took (or skipped) relative to what the chart was actually doing that session.

Every trading day gets a cell, shaded green or red by net P&L, so a month of grinding or a string of green days is visible at a glance instead of buried in a table.

Click into any day to see that session's trades, win rate, and the AI debrief for it. Best-day and worst-day are tracked automatically so you can go straight to the sessions worth studying.

Because it's driven by the same trade data as the rest of the app, the calendar stays in sync the moment you import — no separate spreadsheet to maintain.

SessionLogr ships with rule presets for Apex Trader Funding, Topstep, FTMO, Lucid Trading, Take Profit Trader, Tradeify, and Bulenox, across each firm's account sizes — so your profit target, max drawdown, and daily loss limit are set up correctly from the start, not approximated.

Every trade can be tagged with the firm and account it was taken on, so if you run multiple funded accounts or a trade copier across firms, your progress toward each evaluation is tracked separately instead of blended into one number.

Commission tracking is firm-aware too: Lucid Trading's published per-side schedule is built in and applied automatically, and any other firm can have its real round-trip rate entered once and reused — so your in-app P&L actually matches what shows up in your broker statement, not an estimate that drifts from it.

Beyond the headline numbers (win rate, profit factor, expectancy, max drawdown), SessionLogr breaks performance down by hour of day and day of week, so you can see whether your edge actually holds up at 9:35am versus 1pm, or on Mondays versus Fridays.

An equity curve tracks running P&L over time, and best/worst day and longest win/loss streaks are surfaced without any manual calculation.

All of it is computed live from your trade log — there's no separate analytics step to run, no export to a spreadsheet. Import trades and the numbers update.

CSV import understands multiple Tradovate export formats and de-duplicates automatically, so re-uploading an overlapping export never creates double trades.

Don't have a CSV handy? Drop a screenshot of your broker's trade history and Claude's vision model extracts the trades directly from the image — entry, exit, size, P&L, all parsed without manual entry.

Direct Tradovate account sync and TradingView webhook ingestion are also supported, so closed trades can land in your journal automatically as you trade, no end-of-day import step required.

Every trade can be tagged with what actually happened: revenge trade, sized up after a loss, took the A+ setup, ignored your own stop. The tags are yours to define, not a fixed taxonomy that doesn't match how you actually trade.

Because tags are attached to the same trades feeding your analytics, you can see exactly what a given mistake costs in dollar terms over a week or a month — not just a vague sense that it's a problem.

It's also what the AI debrief leans on for context: a session tagged "forced entries" gets feedback that addresses that pattern specifically, not generic advice.