Confused about how to properly journal risk-adjusted returns without overcomplicating things

For risk-adjusted returns, I focus on maximum adverse excursion (MAE) and maximum favorable excursion (MFE) for each trade, alongside the initial stop loss. This helps contextualize the outcome relative to the potential range of movement and my initial risk assessment.

Most just use a basic R-multiple per trade. If you're getting bogged down in complex risk-adjusted metrics for every single entry, you're probably spending more time journaling than trading.

For risk-adjusted returns, I focus on maximum adverse excursion and the initial stop loss. You can calculate a simple R-multiple for each trade with that data and then track the distribution of your R-multiples over time.

For risk-adjusted returns, I've found it helpful to track not just profit/loss, but also the initial capital at risk per trade and the maximum adverse excursion. This gives a clearer picture of whether a win was due to good risk management or just luck.

For risk-adjusted returns, I've found focusing on max drawdown during a trade and comparing it to the profit really helpful. It gives a quick visual of the risk taken for the reward. Do you track your initial stop-loss level, or is it more about the actual volatility experienced?

For risk-adjusted returns, I only care about Sharpe and Sortino ratios calculated weekly from my daily PnL. Trying to assign specific risk metrics per trade just bloats the journal and doesn't offer actionable insight for me.