We publish every losing day

Most trading platforms publish a chart that goes up and to the right. Then you fund an account and the line on your screen goes sideways or down. The advertised chart is not technically a lie — it is a careful selection. We have decided to do the opposite: every day where realised net PnL is negative is published with the same prominence as every day where it is positive.

Why selection bias is the largest source of dishonesty

When a platform shows you a 30-day equity curve, you are looking at a window deliberately chosen to look good. Move the window two weeks earlier or later and the picture often inverts. Add unrealised drawdown that recovered before the screenshot was taken, and a flat month becomes a winning month. None of this requires fraud. It only requires a marketing team and some choice about what to display.

The fix is to remove the choice. Publish the daily PnL distribution from inception, with a stable URL, and refuse to edit the past.

What the proof page commits to

• Every trading day since the live data feed went on appears in the table, including days with negative net PnL.
• The number shown is net of fees, funding, and slippage. Gross numbers are also shown but are never the headline.
• Maximum drawdown is computed against the realised equity curve and refreshed continuously. We do not reset it after a drawdown ends.
• Days where trading was paused (kill-switch fired, exchange outage, planned maintenance) are labelled, not hidden.
• The historical data is downloadable. If the page changes tomorrow, you can compare against your local copy.

Illustrative shape of an honest curve

A real strategy at retail size has a daily PnL distribution that looks roughly normal-ish with a small positive mean and a non-trivial fraction of negative days. As an illustration, not a promise:

# Illustrative shape over 90 trading days
positive_days        =  56  (62%)
negative_days        =  31  (34%)
flat_or_paused_days  =   3  ( 4%)
median_daily_PnL     = +0.12% of equity
worst_day            = -1.8%  of equity
max_drawdown         = -3.4%  of equity

The point of these numbers is not the specific values — real numbers are on /proof, refreshed continuously. The point is the shape: 30-40% losing days is normal for a strategy that actually works. Anyone showing you a 95%+ win-rate equity curve is either selling lottery tickets or hiding the drawdown.

Why we are willing to do this

Two reasons, both pragmatic:

1. The customer who funds an account expecting a 95% win rate quits after the first losing week and writes a bad review. The customer who funds an account knowing roughly one day in three is red sticks around for the median to compound.
2. The platform that publishes losses in public has a strong incentive to actually fix them, instead of editing the dashboard. That alignment is more valuable than any marketing campaign we could run.

What this means for how you evaluate platforms

Ask any trading platform you are considering for the same thing. Three questions, all reasonable:

• What was your worst single day in the last 90?
• What percentage of trading days have been negative since inception?
• Is that data available on a stable URL, or only on request?

If the answer to the third question is “on request”, you have your answer about the first two.