Trade Journal Auto-Log
// capture_path · fields · r_multiple · csv_export · limits
Every order that fills in the Tapeboard paper-trading simulator generates a trade event that writes a journal entry server-side. There is no separate import step.
How trades flow from the simulator into the journal
Every order that fills in the Tapeboard paper-trading simulator generates a trade event that writes a journal entry server-side. There is no separate import step — the journal is the system of record for every paper fill the simulator produces.
Capture path: sim engine → journal store
When the simulator's fill engine returns a successful fill (whether via the L2 walk-book or the slippage fallback documented at /methodology/sim-fills), it emits a tradeEvent containing the symbol, side, filled share count, average fill price, timestamp, attached bracket order (if any), and the order's original tags and notes. The event is consumed by the workers-api journal endpoint and persisted to the user's journal store.
Closing fills are matched to their corresponding opening fills using FIFO within the symbol-and-side pair. Each opening fill produces a journal row that updates with the closing fill's exit price, exit timestamp, realized P&L, and hold duration once the position closes.
Fields recorded per trade
Every journal row carries: entry price, exit price, side (long/short), quantity, R-multiple, P&L (gross and net of modeled fees), duration (entry-to-exit minutes), free-form tags (from the order's tag field), and an optional markdown notes field the user can fill in post-trade.
Tags are user-supplied free strings. The journal analytics roll up across tags so the trader can answer questions like "what is my expectancy on the breakout tag versus the fade tag" without writing SQL.
R-multiple computation
R = (exit − entry) / (entry − stop) for long trades, sign-flipped for shorts. The stop is pulled from the trade's bracket order if a stop was attached; otherwise it is pulled from a manually entered stop field on the journal entry; otherwise R is null and the trade is excluded from R-based analytics.
The full R-multiple derivation, worked examples, and edge cases are documented at /methodology/r-multiple.
CSV export shape
The journal exports as a CSV with one row per fill (not per round-trip). Columns: timestamp, symbol, side, qty, price, pnl, fees, tags. The shape is compatible with the import templates used by Tradervue and Edgewonk, so users moving on or off Tapeboard for journaling can carry their history.
What is not auto-logged
Trades from connected broker accounts. Direct broker auto-import (Schwab, Interactive Brokers, etc.) is on the 2026 roadmap. Today, only fills produced by the Tapeboard paper-trading simulator are captured automatically. Live broker trades must be imported via CSV.
Manual notes after the fact. Markdown notes and post-trade tags are user-edited; the engine writes the structured fields (price, qty, P&L, R) on fill and leaves the qualitative review for the trader.
Source: workers-api journal endpoints + sim engine event bus. See also: /methodology (full methodology index) and /trade-journal (feature page). Last reviewed 2026-05-11.