I'd start with four things: average risk per trade, rule violations, time of day traded, and performance by setup. Most traders assume their strategy is the problem, but the data usually reveals something else—oversizing, overtrading, revenge trading, or taking low-quality setups outside their plan. The goal is to find the behavior causing the losses, not just the losses themselves.
The data rarely lies. Most of the time, the problem is behavior, not the setup
Real trading insight comes from linking performance data with behavioral patterns, not just analyzing the numbers alone.
