The Size Per Trade report on the Trade tab of Reports groups your trades into dollar-size bands so you can see which position sizes make or lose money. It is useful for spotting whether your best P&L comes from the sizes you actually trade, or whether you give back gains by sizing up inconsistently.
Open Reports from the left sidebar, go to the Trade tab, and scroll to Size Per Trade. Set filters at the top first (date range, accounts, tags, symbol, sides, asset types, and statuses) so the report answers one question at a time. For how filters work, see Reports Filters.
How size is calculated
Each trade is placed into a band based on absolute entry price × absolute quantity × absolute contract multiplier (the multiplier defaults to 1 when none is present). The bands are:
- <$1K
- $1K-$4.9K
- $5K-$9.9K
- $10K-$24.9K
- $25K-$49.9K
- $50K-$99.9K
- $100K+
Only bands that contain at least one trade are shown.
Read the results
The section shows a P&L Performance bar chart and a Trade Frequency panel. Hover a bar to see the band name, its P&L, trade count, and win percentage. Toggle the frequency panel between Donut Chart and Table View.
Compare P&L per band against trade count. A band with heavy volume but poor P&L is a sizing or setup problem worth investigating. A small band with outsized P&L may be the size your strategy actually works at.
For the other sections on the Trade tab (P&L Distribution, Entry Distance to VWAP, Entry Price, Volume Traded, and In-trade Price Range), see the Glossary: what every metric in the Report means.