Your futures journal, built from broker fills and reconciled against broker records.

A futures journal is not a stock journal with a different symbol. Every instrument has its own tick size and point value: an MNQ tick is $0.50, an NQ tick is $5, an MES tick is $1.25, an ES tick is $12.50. Log a trade by hand and you are multiplying ticks by point value by contract count on every single line — and a fat-fingered point value quietly corrupts your win rate and your profit factor for the whole month.

Then there is the discipline cost. A spreadsheet only works if you fill it in, and the trades you least want to record — the revenge entry, the oversized scalp, the one you closed in a panic — are exactly the ones that get skipped after a hard session. The journal that depends on your willpower fails you precisely when you need the data most.

MimikTrader removes both problems by never asking you to type a trade. The fills are the source of record, and the tick-to-dollar math is applied per instrument automatically.

Connect a broker account once and MimikTrader captures each fill as it happens on that account. Entries, exits, partials, and reversals are assembled into closed trades for you — there is no import step and no trade to enter.

Each trade carries a price-math P&L the moment it closes, computed from entry and exit price, quantity, and fees. When the broker's own confirmed cash-balance number arrives and matches, that row is upgraded to the broker's official figure and treated as final — so an early estimate never silently stands in for the real number. An account-level banner tells you when analytics are still catching up to recent broker activity, so you always know whether you are looking at estimates or broker-confirmed truth.

On top of the automatically-captured trade, you add the context a machine cannot see: tag the setup, assign a strategy from your own taxonomy, and write free-text notes on the trade detail view. The fill data is broker truth; the tags, strategies, and notes are yours.

Once trades are captured, the KPI dashboard computes net P&L, win rate, profit factor, expectancy, and max drawdown — plus a composite Mimik Score, a 0–100 number that averages six normalized measures (win rate, profit factor, average win/loss ratio, recovery from drawdown, drawdown severity, and day-to-day consistency) into a single read on how the account is performing.

An instrument leaderboard ranks your contracts by contribution, so you can see at a glance whether your NQ trades are carrying the account while the MES scalps bleed it. As a worked example (hypothetical), a month of 120 trades with 54% winners, an average win of $180 and an average loss of $120 lands a profit factor near 1.76 — the kind of figure you want computed the same way every month, not re-derived by hand.

The P&L calendar puts every trading day on a grid, so a losing Wednesday or a run of green Fridays is obvious the moment you open it, alongside a month-consistency read of how evenly the account is producing. Daily and weekly views drop you into a single session or a full week for focused review.

Insight reports surface where your edge actually lives: session and time-of-day analysis shows whether your London-open trades outperform your afternoon ones, and trade-duration analysis separates the scalps that work from the swings that don't. Strategy scorecards grade each named strategy on its own so you can retire the ones that only feel profitable.