Formats are detected by CSV headers: TxFlow uses Symbol / Filled Time / Closed PnL; Variational uses id / created_at / underlying / qty. Multiple files append to this session. Variational IDs identify duplicates; conflicting records with the same ID reject that file. TxFlow overlapping records are matched by full row values and occurrence count; same-second identical legitimate trades across separate files cannot be distinguished. You can import multiple CSV files from the same platform, together or later. Files are merged as one trading account per platform; do not mix different accounts on the same platform. Markets never match across exchanges.

Variational has no reported PnL: displayed results are estimates using weighted-average entry prices, linear quantity × price changes, multiplier 1, USD quote units and a flat starting position. Non-confirmed rows are skipped. Reversal fills are split into closing and opening legs. PnL is reconstructed across all imported Variational records before date filters apply. Variational Omni trading fees are zero. Funding is not supplied in this CSV and is excluded. Executed prices already reflect the spread; no extra spread charge is deducted. TxFlow retains reported PnL and fees. These estimates should be reconciled against an account statement.

Percentage view = monetary value ÷ your reference balance × 100. The balance stays fixed when you filter dates or markets. These are normalized monetary statistics, not compounded or cash-flow-adjusted account returns. Existing win rates, ratios, counts and holding times retain their original meaning. Prices and quantities are hidden in this view, including journal exports. The reference balance and display preferences are saved only in this browser. This is a display setting, not encryption of imported data.

Net realized PnL = the export’s Closed PnL minus all reported fees, including entry fees and fees on positions still open. Funding, deposits, withdrawals and unrealized PnL are not included. This assumes Closed PnL excludes fees; verify your exchange’s export convention.

A completed position groups fills for each symbol and direction from flat back to flat. Partial exits count as one position. Win rate, profit factor, average win/loss and holding time use fully matched completed positions and their entry + exit fees. Buy/Sell rows assume one net position per symbol, starting flat. Reversals or missing opening fills are excluded from completed-position metrics and flagged. Exact same-time fills retain oldest-first export ordering; exports do not establish execution order within a tied timestamp.

Date and market filters select fills first; positions crossing the selected window may be incomplete. Drawdown is the largest peak-to-trough decline of cumulative realized net PnL, starting at zero—not account equity drawdown. Dates use the timestamp as written in the export, without timezone conversion. USD and USDC results are combined using 1 USDC = 1 USD. Other settlement currencies stay separate. Positions are matched within each exchange, then combined in the statistics. This is automated statistical analysis, not an AI market forecast.