Compare early-session trades with later-session trades to see whether historical performance changes as you continue trading.
The default split uses trades 1-3 vs trade 4+. A later-trade performance difference does not automatically mean overtrading.
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Early Trades: 36 trades, 21 wins, $4,200 total winning P&L and $1,950 total losing P&L. Net result is +$2,250 and expectancy is +$62.50/trade.
Later Trades: 28 trades, 11 wins, $2,100 total winning P&L and $3,850 total losing P&L. Net result is -$1,750 and expectancy is -$62.50/trade.
(Early Expectancy - Later Expectancy) x Later Trades
In the hypothetical example, ($62.50 - -$62.50) x 28 = $3,500. This compares what the later-trade group produced with what it would have produced if it had matched the early-trade expectancy.
Overtrading is not simply taking more than a fixed number of trades. A trader may legitimately take many high-quality trades on one day and only one trade on another.
Ten trades is not automatically overtrading, and three trades is not automatically disciplined. A systematic scalper may have more valid trades than a discretionary swing trader.
If later performance is worse, review time of day, performance after losses, position size, setup quality, number of trades, planned-session boundaries and whether results differ by NQ, MNQ, ES or MES.
Import your completed Topstep or Tradovate trades and let TradePilot compare historical performance across trade number, sessions, losses, instruments and trading behavior.
Find My Trading LeaksCSV import. No broker connection required.