Why a Trading Journal Starts with Data Quality

A useful journal begins before the first statistic. It begins with knowing whether the underlying record is complete.

Start with the evidence

A broker export can contain execution prices, quantities and timestamps while omitting fees or the reason for entry. Keep the original evidence and distinguish fields that came from the source from fields you added later.

Check the basics before analyzing

Confirm the instrument, contract multiplier, side, quantity and timezone. A timestamp shifted by several hours can place a trade in the wrong session. A missing commission changes net results. Neither problem is solved by adding more charts.

Duplicates distort the story

Repeated exports often overlap. Counting the same trade twice inflates activity and can change the shape of a performance curve. Deduplicate by stable source identifiers where available, then review conflicting values rather than silently overwriting them.

Missing is a useful answer

If risk was never recorded, an R multiple is unavailable. If fees are unknown, gross P&L can still be useful, but it is not net P&L. A clear gap is better than a precise-looking number built on an assumption.

Start in the automatic journal and build a review around evidence you can verify.