Quantower trading journal
Export your Quantower trade history from Trading > History > Export as CSV, then drop it into TradeStack. The importer recognises the Quantower layout, builds a daily P&L calendar and calculates win rate, profit factor and expectancy for free.
Exporting your Quantower trade history
Quantower keeps its trade export under Trading > History > Export. Choose the widest date range you can and download the CSV file. You do not need to reorder columns, rename headers or delete rows first — TradeStack fingerprints the header row and maps the fields itself.
What the importer does with a Quantower file
One quirk worth knowing: multi-connection accounts export in one file and are split per symbol. That matters because a journal that pairs fills incorrectly will report a win rate and average win that do not match your statement. After import you can open any trade, edit it, add a screenshot, tag a playbook and write the note that explains the decision.
Why Quantower exports need a multi-connection aware importer
Quantower's strength is that one terminal can trade several connections at once — a futures account on Rithmic, a crypto account on Binance and an equity account on a stock broker can all sit side by side. The trade history export reflects that: a single CSV can contain fills from every connection, identified only by the symbol and, depending on your panel layout, an account or connection column.
A naive importer reads that file top to bottom and pairs fills in file order, which scrambles trades the moment two connections traded the same symbol on the same day. TradeStack splits the file per symbol first and pairs fills within each symbol independently, so an ES position on your futures connection and an ES-Mini CFD on another connection never get crossed.
Journaling a Quantower futures workflow
Most Quantower users are futures traders running a DOM or chart-trading workflow with fast in-and-out scalps. That produces a lot of partial fills: scale-ins, scale-outs and runner exits. On import these partials average into a single entry and a single exit per completed position, so your journal shows one trade with the true volume-weighted prices instead of a wall of fills.
Once the trades are in, the holding-time report is usually the first thing worth reading. Scalpers routinely discover that their winners and losers have nearly identical holding times — which means the edge is in trade selection, not trade management — or the opposite, that letting winners run thirty seconds longer would have doubled the week.
Reviewing Quantower volume-analysis trades in a journal
If you trade off Quantower's volume analysis tools — footprint charts, cumulative delta, VWAP bands — the journal is where you test whether those signals actually pay. Tag each imported trade with the playbook that triggered it, and after a few weeks the per-playbook stats tell you which signal carries the account and which one just feels good on the chart.
Screenshots matter here. Attach the footprint or the delta divergence you traded to the trade itself, because the numbers alone cannot capture why a particular imbalance was worth fading.
Common Quantower import problems and fixes
This is normal — Quantower exports the whole history panel. TradeStack splits rows per symbol before pairing, so mixed files import correctly. Use a portfolio per account if you want the P&L separated by connection.
Quantower stamps exports in the terminal's local timezone. Set your journal timezone in Settings to the same zone and the daily calendar lines up with your session.
If a position was scaled into and out of, it should merge into one round turn. If it did not, the file is usually execution-level rather than position-level — both are detected, but check that you did not export a filtered view that cut a position in half.
Prop firms that run on Quantower
If you are trading a funded or evaluation account on Quantower, the same export feeds your rule tracking — daily loss, drawdown and consistency all read off the imported trades.
Metrics you get from Quantower trades
- Daily P&L calendar with the dollar result printed on each day
- Win rate, average win, average loss and profit factor
- Expectancy per trade and a running equity curve
- Stats per instrument and per holding time
- Consistency %, which prop firms check before paying out
New to the terminology? Profit factor, Expectancy, R multiple, Drawdown.
Who this is for
Quantower is used mainly by multi-broker futures traders, trading futures, crypto and stocks. If that is you, the fastest useful review loop is a weekly import: export the week, import it, and read P&L by session and by setup rather than by single trade.
Frequently asked
How do I export trades from Quantower?
Open Trading > History > Export and download the CSV file. Drop that file straight into TradeStack — the importer detects the Quantower column layout, so there is no template to fill in.
Is the Quantower journal free?
Yes. TradeStack is free, including unlimited CSV imports, the daily P&L calendar, playbooks and every analytics report.
Does it handle Quantower fees and commissions?
Yes. Where Quantower reports fees in a separate column, they are netted into realized P&L so your journal matches your statement.
Can I edit trades after importing?
Yes. Every imported trade stays editable, and the original columns from your export are preserved so nothing is lost.
Does TradeStack support Quantower's crypto connections?
Yes. Because the export is split per symbol before pairing, crypto pairs from a Quantower crypto connection import alongside futures from a Rithmic connection in the same file.
Can I separate multiple Quantower accounts in one journal?
Yes. Create a portfolio per account and import each export into its own portfolio. The combined calendar still shows your overall day.
Questions traders ask about journaling
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