FASTMODE Trading OS

Pick a behaviour label and get a jump-list straight into the video at each trade's moment. This is for watching yourself, not for P&L — no stats, just the tape. Rows without a link are trades from before the recording started (or days with no video), and are shown greyed rather than hidden so the count stays honest.

Every answer is grounded in your real book (live stats: P&L by size, clean-vs-DCA, labels), your established findings (SETUP_RECOGNITION.md), and your own notes matching the question. It's instructed to never invent a number and to call out confounds — if the data can't answer, it says so.

Searches every note you've written — analysis notes, daily-log notes, prep & recap transcripts, per-trade notes / mistakes / 5-Whys, and pre-session + EOD answers. The point of the journal: nothing you write is lost — it all becomes searchable, reusable data. Click a result to open that day; ➕ turns a lesson into a session reminder.

Every account seen across your uploads. Set each one as Funded, Evaluation or Demo — the choice is remembered and applied everywhere (Daily Log, Stats, Labels). Keep your CSV file names matching these account names so they map on re-upload.

💡 Click an account name (or its 📊 button) to open a dedicated analysis below — full P&L, equity curve, win rate, day-by-day and every trade for that account alone.

Bootstraps thousands of futures from your real per-trade R distribution (your style + RM) and tests each against the prop firms' rules → pass %, blow-up %, and which account (bigger DD? higher target?) best fits your edge. Same engine as the Lab; parked here next to your accounts.

Set the per-trade dollar risk individually for each live account. Each account starts from the default for its type, but you can override any one on its own row. Type a value and it saves automatically; clear the box (or press Reset) to fall back to the type default.

Everything below is computed from your own accounts, expenses & payouts ledgers + the current prices in the price book. It answers: how many evals does one funded account take at each firm, what does that funded account cost, and what has a payout cost so far.

Edit a firm's shared rules (drawdown type & amount, profit split, withdraw allowance, liquidation lock, custom product name). Saving propagates to every account of that firm; you can still override any single account in its ⚙ Settings.

The mirror of your good behavior. Takes every trade you cut at a small loss with small size (non-DCA) and replays it as if you'd added a contract every N points against (breakeven-escape, no stop) — the exact habit you're fighting. A float that breaches your loss tolerance = a blown account, even if it "would have come back." Built on the verified DCA-walk engine.

A signature = a playbook, a single confluence, or a confluence pair (the real shape of a setup). Card color is earned from results and shifts over time. Nothing ranks under the min-trades floor, and the losers are shown next to the winners on purpose — this panel exists to challenge you, not please you.

Built from your recorded net P&L — nothing invented. The loss-cap columns are a what-if: "had every trade/day loss been capped at $X, this is what it would have saved." Use them to pick a max trade loss and max daily loss, and the weekday×account grid to decide which account type to trade on which day.

Auto-prune keeps only the shots within your window of each trade and deletes the rest of the auto-captures — so a small folder means it's working. It never touches your own Pictures\Screenshots. Settings apply to the running recorder live; no restart needed.

Uses your local recording when it can find one (full-res, faster), else the day's YouTube link. A frame is pulled at each entry (and optionally exit), then attached to the trade — same place the screen recorder puts its shots.

Trades before the recording started (e.g. morning London before a 16:30 NY recording) and any black frame (screen off / on a break) are skipped with a reason — never saved as junk.

These govern the automatic labelling. New analyses use them immediately; use Re-apply to fix trades already saved.

Set, per playbook, the minimum confluences / execution / bias a trade must share for it to be recognised as that playbook. Labels are excluded on purpose — they're behaviour, not part of the setup. When several match, the best overlap wins. Preview counts come from your saved trades.

＋ New day adds a fresh row. Start opens pre-session (before NY open, 16:30 Bucharest); once prep is done it becomes Continue → CSV import + post-session journal. W/L uses funded PnL, or eval PnL when there was none (marked "eval").

Click the ☆ star on any Daily Log row to pin that day here for good — same row, easy to find later. Click ★ again to unpin.

Everything editable in one place. YouTube link & recording start edit inline (recording start re-syncs the recap on save); ✎ transcript loads it into the Import box above; ＋ buttons backfill trades/candles per day; the Missing column flags what each day still needs (trades-without-candles blocks MFE/MAE). Tick rows to delete a day's data — a recoverable backup is taken first.

Trades you pinned with ★. Available any time, even after a browser restart — no CSV needed.

Daily pre-session state

Recent days

Every trade plotted as MAE on the x-axis, P&L on the y-axis — winners above the line, losers below. Where the two clouds separate is your data-driven stop. If a lot of winners sit to the right of your stop, that stop is inside the noise and is killing trades that would have worked.

Everything is per contract. You trade 1–23 contracts, so raw dollars would just say "big size", not "bad entry". Caveat: MAE is position-aware but divided by final contract count, so DCA trades are understated on this axis — scaling in inflates the denominator. Use the DCA / non-DCA filter rather than reading them together.

Takes the original entry (your first fill, before any scale-in), holds N contracts with no DCA and no stop to the close, and asks: how much heat, did price come back to your entry, and would the account actually have blown.

The blow test is per firm rule, because they are not the same question: Apex / intraday_trailing counts floating drawdown — sitting underwater really can blow you mid-trade. Lucid / eod_trailing only measures the closed end-of-day balance — floating drawdown cannot blow you at all.

Upload 1-min (or finer) NQ/MNQ price bars for the day (TradingView/broker export with time, open, high, low, close columns, same timezone as your fills). Then compute.

Turns your post-session 1–5 answers + end-of-day notes into: which execution habits are weakest (your focus), and whether clean price-action days really mean less DCA and better scores — the link between how you felt you traded and what actually happened.

From the day's candle CSV + your last trade, this shows the move you left behind, how price reacted to your key levels, the after-hours tape type, and a chart snapshot. Auto-derived levels for now — your own indicator levels & strategies can layer in later.

The whole-picture recap: what DCA / over-sizing / early exits actually cost you, and what the disciplined original-size trade (held to a real risk stop) had on offer. Uses your candle data — needs price bars for the days.

Every block below is a section your prep briefing pulls from a data source (shown under each). Tick to show it, drag the ↑/↓ to prioritise the order, and edit the reminder / Do / Don't text. Nothing about how the data is gathered changes — you just control what surfaces.