Session review (journal to replay)

A session review is the practice of going back over a trading day with the trades that were actually made, in a journal, and then replaying the recorded market around those trades to see what was visible at the time. The journal supplies the fills; the replay supplies the context.

Senzoukria · Glossary · Updated September 2026

Two records, one review

The journal records what the trader did: entries, exits, quantity, result and notes. The replay reconstructs what the market did from recorded ticks and depth. Neither alone answers the useful question, which is whether the information that justified the trade was on the chart before the entry. Putting the journaled entry time on the replayed session makes the answer visible without relying on memory.

A review protocol

  • Pick a closed trade from the journal, with its instrument, session and entry time.
  • Replay the session and pause a few bars before the entry; write down what was observable then.
  • Step forward through the entry and exit at your own speed, with the same indicators as live.
  • Compare the note written before the replay with what the replay shows; tag the trade accordingly.
  • Keep the counterexamples, not only the trades that confirm a setup.

In Senzoukria

The Journal fills itself from fills reported by the connected broker; Sync pulls older ones and New Trade logs one by hand. Notes, tags for setups and a PDF export are part of the screen. Each eligible trade has a Review in Replay action. The replay preparation screen then reads Prepared from your journal, with the symbol and the session day; if the session is not closed yet, the latest closed session is selected instead and a message says so.

Review in Replay is unavailable when the trade lacks a CME contract or an entry time. Replay itself plays a past CME session tick by tick, same chart, same indicators, same tools as live, in Manual replay mode. CME tick history for replay comes from the configured history source under its own dataset licence.

Common mistakes

  • Reviewing with the outcome already known and reading every bar as a warning that was missed.
  • Replaying with a different tick grouping or session anchor than the one used live.
  • Reviewing a crypto or bridge-only trade in a CME replay; the action is offered only for CME contracts with an entry time.
  • Counting only the reviewed winners toward a setup's record.

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Frequently asked questions

Which trades can be sent from the journal to the replay?
Trades on a CME contract with a recorded entry time, from a session that has closed. The replay preparation screen is prefilled with the symbol and the day. When the session is still open, the desktop selects the latest closed session instead and tells you why.
Where do the journal's trades come from?
They sync from the connected broker's fills, so the journal reflects what the broker reported rather than what was intended. Sync retrieves older trades on request, and a trade can be logged by hand with New Trade when it was made outside the connected account.
Is a session review the same as a backtest?
No. A review examines discretionary trades against the recorded session; a backtest evaluates a written rule over a declared interval with explicit costs and a fill model. The strategy-testing guide keeps the two apart: use replay to inspect decisions, and a versioned rule with a research record to test a strategy.

Keep reading

Strategy researchTest a trading strategy, from observation to challenge rulesDefine an observation, question it with the copilot, write a rule and explore costs, drawdown and fictional challenge limits in an interactive example.Quant · Start hereQuant trading for beginners: from idea to backtestDefine a testable rule, choose suitable data and evaluate later periods after costs.Order flow · HubOrder flow trading: the complete guideThe hub. What order flow is, what it shows — aggression, delta, imbalance, absorption, liquidity — and the tools that read it, each linked to a full guide.