Metrics

Returns Distribution

A visualization showing how your trade returns are distributed across different outcome ranges.

More Details

What is Returns Distribution?

Returns Distribution is a visualization showing how your trade outcomes are spread across different ranges. It helps identify patterns in your trading that raw numbers might hide.

Two Types of Distribution Charts

1. Return Percentage Distribution

Shows how your percentage returns are distributed:
- Are most trades clustered around small gains/losses?
- Do you have fat tails (occasional big wins or losses)?
- Is your distribution skewed positive or negative?

Input Required: None

2. R-Value Distribution

Shows how your R-multiples are distributed:
- Are you consistently hitting 2R winners?
- Are losses mostly at -1R (full stops) or less?
- Do you have R outliers?

Input Required: Stop loss (because stop loss is required to generate R-value)

What to Look For

Pattern Meaning
Tight cluster around 0 Small consistent gains/losses
Right skew More big winners than losers
Left skew More big losers than winners
Fat tails Occasional outlier trades
Bimodal Two distinct trading patterns

TradesViz Features

  • Return % distribution chart
  • R-value distribution chart
  • Histogram with adjustable bins
  • Statistics overlay (mean, median, std dev)

Where to find it in TradesViz

Performance Metrics & Ratios > Returns Distribution shows both Return % Distribution and R-Value Distribution histograms. Statistics overlay includes mean, median, and standard deviation. Adjustable bin sizes available in chart settings.

Example

Distribution showing 60% of trades between -1% and +2%, with 10% above +5%