trading-journal

Analyze Binance Futures trading performance with pandas, quantstats, and numpy.

Updated Feb 27, 2026

Search Tags:#performance #analytics #risk management #trading #behavioral analysis #binance futures

Ready to run

npx skills add https://github.com/ratbase/claw-basement --skill trading-journal

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: trading-journal
Source: https://github.com/ratbase/claw-basement/tree/main/skills/trading-journal
Command: npx skills add https://github.com/ratbase/claw-basement --skill trading-journal

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires requests, numpy, pandas, quantstats, python-dotenv, and includes scripts (resource) components.

What problem does it solve?

This Skill provides in-depth performance analytics for your Binance Futures trades, helping you identify weaknesses, understand behavioral patterns, and improve your trading strategy.

Core Features & Use Cases

Institutional-Grade Metrics: Analyze Sharpe, Sortino, Calmar ratios, SQN, K-Ratio, and more.
Behavioral Analytics: Detect revenge trading, tilt, and time-of-day biases.
Risk Management: Assess Value at Risk (VaR), Conditional VaR (CVaR), and drawdown analysis.
Monte Carlo Simulation: Understand the robustness of your strategy against different trade sequences.
Use Case: After a trading day, you can ask Claude to analyze your performance, identify any revenge trades, and explain what your current Sharpe Ratio means in practical terms.

Quick Start

Run python3 scripts/advanced_metrics.py --days 30 to get a detailed performance report for the last 30 days.

Frequently Asked Questions about trading-journal

High-intent search queries and answers about installing and using this skill.

FAQPage Schema

How do I analyze my Binance Futures trading performance and behavioral patterns?▼

You can analyze Binance Futures trading performance by running a Python script that calculates risk-adjusted metrics like Sharpe and Sortino ratios, evaluates drawdowns, and detects behavioral biases such as revenge trading using pandas and numpy.

What do Sharpe, Sortino, and Calmar ratios indicate about my trading strategy?▼

Sharpe, Sortino, and Calmar ratios are institutional-grade metrics that measure risk-adjusted returns. They help you understand if your trading profits compensate adequately for the volatility and downside risk your strategy experiences.

Can I detect revenge trading and tilt biases in my crypto trade history?▼

Yes, behavioral analytics can detect revenge trading and tilt by examining your trade sequences and time-of-day biases. This identifies psychological patterns in your Binance Futures history to help correct impulsive decision-making.

How do I run a Monte Carlo simulation to test my trading strategy robustness?▼

You run a Monte Carlo simulation by executing the advanced metrics Python script against your trade history. This tests your strategy's robustness by simulating different trade sequences to project potential outcome variability.

Do I need Python and quantstats to calculate Value at Risk for my trades?▼

Yes, you need Python 3 with the quantstats, numpy, and pandas libraries installed to calculate Value at Risk (VaR) and Conditional VaR (CVaR) for assessing your trading risk management.

What's the best way to assess drawdown characteristics in Binance Futures?▼

The best way to assess drawdown characteristics is using quantitative analysis scripts that process your Binance Futures data, measuring peak-to-trough declines to evaluate the risk and sustainability of your strategy.