How to Use the Interactive Trader A Tracker (Inside 1,797 Trades: Post #11)

For the past 10 weeks, this series has dissected one trader’s 1,797 trades across 12 prop firm accounts. Every post landed a finding. Every finding turned into a rule. The previous post stacked all the rules together and showed the headline number: from −$3,103 to +$2,545, a $5,648 swing on the same career, achieved by removing 83% of the trades.

This post hands you the keys to that analysis. We have built an interactive tool that lets you toggle each rule on and off and watch the career rebuild itself in real time. Every rule corresponds to a post in the series. Every equity curve recalculates the moment you flip a switch. The 1,797 trades are loaded into the browser. The 12 accounts redraw their pass/breach status as you change the inputs.

It is, as far as we know, the first tool of its kind: a working laboratory built on top of a real prop firm trader’s career, where you can run counterfactuals on what would have happened if specific structural rules had been in place from day one.

Where to Find the Tracker

The tracker lives at completetradersedge.com/prop-firm-tracker/. It runs entirely in your browser. There is no login, no data collection, no signup. The 1,797 trades and 12 account metadata are loaded directly into the page, processed locally, and never leave your machine.

The page is optimised for desktop but works on tablets and phones. Mobile users will see the rules panel above the charts instead of beside them. The toggle interactions and the recalculation are identical across devices.

What Is Inside

The tracker has three main sections.

1. The Headline Card

At the top of the tracker, three numbers sit side by side: the actual career P&L, the filtered career P&L under whichever rules you have toggled on, and the total swing between them. As you toggle rules, all three numbers recalculate. When no rules are active, the actual and filtered numbers are identical and the swing is zero. When you flip rules on, the filtered number diverges from the actual one and the swing tells you exactly how many dollars of the original career were absorbed by the rule.

2. The Equity Curve

Below the headline, the equity curve shows two overlaid lines: the actual career in soft red, and the filtered career in gold. The red line is fixed. The gold line moves every time you change the rules. When the gold line ends higher than the red line, the rules have improved the outcome. When the gold line ends lower, the rules have hurt it. The vertical axis is dollars, the horizontal axis is trade number across the full 17-month dataset.

The most informative moment in the tracker is when you toggle the 60-minute hold floor on by itself. The gold line takes off. You will watch the equity curve travel upward across the entire dataset, ending at +$7,095 instead of −$3,103. That single rule, with no other modifications, is the largest single-rule effect in the series.

3. The Account Grid

Below the curve, a grid of all 12 accounts shows each account’s outcome under the rules. Every card displays the account number, account size, and a status badge: PASSED, BREACHED, SAVED (would not have hit the phase 1 target but also would not have breached), or RECOVERED (was breached in reality but would have passed under the rules). Each card also shows the actual P&L and the filtered P&L side by side.

This is the most visceral view of what the rules do. When you toggle on the full stack, three breached accounts shift to SAVED status (meaning the rules pulled the trader off the cliff before they could damage themselves) and four shift from BREACHED to small positive territory.

The Six Rules in the Tracker

The tracker exposes six toggleable rules. Each rule is mechanical: no discretion, no “if I felt right that day”. The trade either passes the filter or does not.

• Trade only 08:00–16:59 server time. Removes every trade placed outside the London-New York overlap window. Tied to Post #1.
• Only trade positive-expectancy assets. Filters to gold, silver, US30, DAX, oil, and JP225. Removes BTC, NDX, ETH, and GBPJPY trades. Tied to Post #9.
• Minimum 60-minute hold time. Removes every trade exited in under 60 minutes from entry. The most powerful single rule in the dataset. Tied to Post #6.
• Hard stop-loss on every trade. A transform rule rather than a filter: trades without a hard stop are repriced as if they had been capped at a small structural loss. Tied to Post #2.
• Skip Friday 15:00–16:59. Removes trades placed in the Friday late-afternoon window. Tied to Post #7.
• Skip the Asian session (00:00–07:59). Removes trades placed during low-liquidity hours. This is the only rule in the tracker that does not have a dedicated series post yet, but it falls out naturally from the trading-hours analysis.

Every rule has a “Read →” link that takes you straight to the original analysis post. If a number surprises you, the source is one click away.

Five Quick Presets

Above the toggle list, five preset buttons let you jump to specific rule combinations without flipping toggles manually.

• Reset. Turns off all rules. Shows the actual career as the baseline reference.
• Top 3 (Best). The optimal three-rule combination identified in Post #10: trading hours, asset filter, and 60-minute floor. This produces +$5,813 across 379 trades at 69.9% win rate. The simplest version of the framework that captures most of the gain.
• All Rules. Every rule toggled on at once. Produces +$2,545 across 292 trades. Note that this is lower than the Top 3 preset because the extra rules overlap and dilute each other. The tracker makes this counter-intuitive finding immediately visible.
• Hours Only. Only the trading-hours rule active. Shows what removing the danger zone alone does to the career.
• Hold-time Only. Only the 60-minute floor active. Shows the single most powerful rule in isolation: −$3,103 becomes +$7,095.

The Top 3 preset is the most useful starting point for most readers. It captures the “less is more” thesis of the entire series in one button click.

Five Experiments Worth Running

The tracker exists to be played with. There is no correct sequence of toggles, no canonical run. But here are five experiments that will teach you something about the data and about the meta-lesson of the series.

Experiment 1: Toggle each rule on and off in isolation

Start with all rules off. Now toggle one rule on, watch the equity curve, then toggle it back off. Move to the next rule and do the same. By the time you have cycled through all six, you will have a feel for which rules are doing the most work in this specific dataset. The 60-minute hold floor will be the obvious standout. The Friday rule will surprise you with how little marginal effect it has. The Asian session filter will look indistinguishable from the trading hours filter because they overlap.

Experiment 2: Compare Top 3 to All Rules

Hit the “Top 3 (Best)” preset and read the headline. Then hit “All Rules”. The number goes down. This is the cleanest visual demonstration of the most important meta-lesson in the series: more rules are not better rules. Adding the Friday filter, the 24-hour rule, the asset filter, and the cool-off rule on top of the Top 3 actually subtracts $3,268 of P&L from the result, because those additional rules occasionally remove trades that were on average net positive.

Experiment 3: Find your own three-rule stack

Build a three-rule combination of your choice. Any three rules. See whether you can beat the Top 3 preset of +$5,813. The combinations are surprisingly few once you start trying. The 60-minute floor is almost always one of the three. The trading hours rule is almost always one of the three. The third slot is genuinely contested between asset filter, stop-loss, and cool-off. Run the experiment and decide for yourself which third rule produces the cleanest curve.

Experiment 4: Watch the account grid recompose

Scroll down to the account grid and toggle rules with one eye on the badges. Without any rules, six accounts are PASSED and six are BREACHED. With the 60-minute floor alone, the BREACHED count drops sharply. With Top 3, three previously-breached accounts shift to SAVED status. The rules pulled the trader off the cliff before they could damage themselves. The visual change in the grid is the human-scale story of what the headline number represents.

Experiment 5: Find the smallest rule that flips an account

This one rewards careful play. Pick a specific breached account from the grid: say, account …5372 with its -$1,499 outcome. Toggle one rule at a time and watch that account’s filtered P&L. Find the single rule that flips …5372 from breach territory to neutral or positive. You will discover that different accounts respond to different rules. Some accounts breached because of one specific failure mode that the right rule can correct. Others breached because of cascading failures that need a stack of rules to recover. The tracker lets you do account-level forensics in a way no static post can.

The Limitations

The tracker is a counterfactual model, not a time machine. Several caveats are baked into the design.

• The rules remove trades, they do not move them. The model assumes that if a trade was filtered out, it never happened. In real life, a trader who could not take a trade at 22:00 might have taken a different trade at 09:00 the next day. The tracker cannot simulate substitute trades because we cannot know what they would have been.
• The stop-loss rule is a model, not a replay. When the tracker caps a no-SL loss at -$20, that is a structural approximation. In reality, where the stop would have sat depends on the entry price, the volatility regime, and the trader’s risk model. The -$20 cap is a conservative estimate that approximates what hard stop discipline would have produced on average.
• The account pass/breach badges use a single phase-1 threshold. The 8% target used in the tracker matches FundedNext’s typical phase 1 conditions but the actual rules vary slightly across firms and account types. A more accurate model would use each account’s exact target, daily loss limit, and max loss limit. The simplified threshold is good enough for the high-level pass/breach question.
• No commissions or swap costs are dynamically modelled. The P&L figures already include the actual commissions and swap costs Trader A paid. The counterfactual numbers preserve those costs from the trades that survive the filters. The model does not add commissions to trades it removes or charges swap to trades it extends.

None of these caveats change the headline finding. The point is not to nail every dollar of expectancy. The point is to make the order-of-magnitude differences between rule stacks visible and tactile.

How to Apply This to Your Own Trading

The most valuable use of the tracker is not what it tells you about Trader A. It is what it teaches you about the method. Once you have spent 15 minutes flipping toggles on someone else’s data, building the equivalent analysis on your own trade history becomes obvious.

Here is the workflow.

1. Export your trade history. Most brokers and prop firms allow CSV export of all closed trades. You want at least six months of data, ideally a year.
2. Add columns for: hour of day, day of week, hold time in minutes, instrument, whether a stop-loss was attached, and net P&L per trade. These are the same six dimensions the tracker uses. Most can be derived from open and close timestamps.
3. Run pivot tables. Group your trades by each dimension separately. For each grouping, calculate the win rate and the total P&L. You are looking for splits where the win rate or expectancy collapses.
4. Identify your three worst splits. Maybe it is trades placed between 21:00 and 23:00. Maybe it is trades held for less than 30 minutes. Maybe it is your trading in EURJPY. Whatever they are, those three splits are where your edge dies.
5. Write three mechanical rules. One rule per worst split. “I do not trade between 21:00 and 23:00.” “I do not exit positions in under 30 minutes.” “I do not trade EURJPY.” Mechanical, no judgement calls.
6. Stress-test the rules. Apply them retroactively to your data. Compute the swing. If your three-rule stack swings your career by more than 50%, the rules are real. If the swing is small, your edge problem is elsewhere and you have more diagnostic work to do.
7. Run the rules forward for 30 days. No exceptions. No “this time is different” trades. After 30 days, pull your fresh data and recompute the splits. Iterate.

This is the method behind everything in the series. The tracker is a way to absorb the method on data that is not your own, so that when you turn the same lens on your own trading, you already know what good analysis looks like.

What’s Next

This post closes the retrospective phase of the series. Posts #1 through #10 dissected Trader A’s history. Post #11, this one, hands you the interactive layer on top of that analysis. The thread does not stop here.

The next phase of the series is a four-week build leading to the launch of the Trader B Diary. Trader B is a brand new prop firm account, running under explicit rules derived from this series and the broader CTE library. Before the diary opens, those rules need to be codified into a single carryable document.

Starting Monday, June 22, the series rolls out The Prop Firm Rulebook: 25 rules synthesised from the 10 forensic posts you have just read, the two published CTE books, the Greatest Traders podcast canon, and the broader site library. The rulebook arrives in four phases — the Mind rules, the Method rules, the Money rules, and the prop-firm-specific rules — across eight posts on the regular Monday and Thursday cadence. It lands as a downloadable PDF and a permanent reference page on Monday, July 6.

Then, on Monday, July 20, 2026, the Trader B Diary launches: live trading, real prop firm account, the rulebook applied in the present tense rather than the past tense. Every trade. Every rule violation. Every confirmation. Every surprise. It is the experiment that tests the framework. If the rules survive the diary, the series has produced a transferable method. If they do not, we will document where they broke and rebuild from the data. Either way, the months ahead on this blog will be the experiment running in public.

The rulebook rollout begins Monday, June 22, 2026. The Trader B Diary launches Monday, July 20, 2026.

Frequently Asked Questions

Is the tracker free to use?

Yes. The tracker is free to use, requires no login, and collects no data. The 1,797 trades load into your browser and process locally. Nothing is sent back to a server. You can use it as much as you like, save the URL, share it with other traders, or pull up specific rule combinations to discuss in your own writing.

Does the tracker include my own data?

No. The tracker is populated only with Trader A’s data: 1,797 trades across 12 prop firm accounts at FundedNext, spanning August 2024 through January 2026. We are exploring a “bring your own CSV” mode for a future version of the tool that would let you upload your trade history and run the same rule analysis on your own data, but that is not in the current release. For now, the tutorial in Post #10 and the workflow above describe how to do the equivalent analysis manually in a spreadsheet.

Why does adding more rules sometimes decrease the swing?

Because rules overlap. The 24-hour-after-breach rule, for example, removes trades that the trading-hours rule has already removed. If those overlapping trades happen to be slightly net positive, the second rule subtracts that small gain when it is layered on. The tracker makes this visible: the Top 3 preset produces +$5,813, but the All Rules preset produces only +$2,545. More rules are not automatically better. The right rules are.

Can I share screenshots from the tracker?

Yes. The tracker is part of the public series. Screenshots of specific rule combinations are welcome. If you do share, a link back to this site is appreciated but not required. The findings are designed to spread.

What happens if a rule produces zero trades?

If you stack enough rules that the filter removes every trade, the tracker displays zero trades, zero win rate, and zero P&L. The equity curve becomes a flat line at the starting point. The total swing then equals exactly the inverse of the actual career P&L because the filtered career produced nothing at all. This is the degenerate case: the rules became so restrictive that the trader does not take a single trade across 17 months. Avoid it by using fewer rules.