Beyond the usual record keeeping of number of wins/losses, win points/loss points (I trade futures), this year I've started keeping a daily number called MAE. MAE stands for Maximum Adverse Excursion, a concept I believe originated from John Sweeney, of Tech Analysis of Stocks and Commodities magazine. It's basically how far a given trade goes against you before it gets closed out. I note the MAE for each trade, then at the end of the day record what my largest MAE was for the day, and include that with my other daily numbers. I've found that by focusing on keeping each day's MAE under control, and minimizing the avg loss per trade, it's greatly improved my trading. It helps quantify the concept of 'cutting your losses.' What other trade stats or record keeping to others find useful?