Price of habits
Shows how much recurring trading habits may have cost in money versus normal expectancy.
Price of habits turns behavior blocks into money. It asks how much the account may have left on the table compared with its normal trade expectancy, not whether every specific trade was a mistake.
The revenge block looks at trades opened no later than 15 minutes after a losing trade closed. Only a losing close starts the window. It compares the average net result of those trades with the baseline and computes Cost = Count × (AvgNet_baseline - AvgNet_revenge). A positive price means damage; a negative one means this group performed better than baseline. The block appears from 10 such trades.
Overtrading groups trading days by trade count: 1-2, 3-4, 5-7 and 8+. It compares the average result per trade inside each bucket and appears from 30 trading days. Tilt sizing is shown only for MT accounts: it compares average lot after two or more consecutive losing closes with the normal lot size.
Read this as a signal, not a verdict. On investment accounts with partial executions and rebalancing, one order can split into several trades, and trades after a loss can include planned buys. Use the section to find habits worth reviewing beside playbooks, notes and market context.
How we compute it
Closed trades use net P&L = profit + commission + swap. Revenge cost is RevengeCount × (BaselineAvgNet - RevengeAvgNet), with trades sorted by open time and matched to a losing close within 15 minutes. Overtrading uses the OpenTimeServer trading day and average net result per trade in each day-count bucket. Loss-streak sizing follows consecutive losing closes before a trade opens; the post-streak group starts after at least 2 losses, and the baseline is the rest. Revenge is hidden below 10 matching trades; overtrading is hidden below 30 trading days; tilt sizing needs at least 10 post-streak trades and a non-zero baseline.