Tradovate Trading Journal, Auto-Import & Track R

Aurafy is a young, independent trading journal. It earns trust by keeping the local app usable without an account, making desktop data exportable, and being clear about which features are free and which require Pro.

Exporting from Tradovate

In Tradovate, open the Reports tab, pick a date range, and download the Orders or Fills CSV. Aurafy handles both formats. Orders CSV includes stop prices (which lets Aurafy auto-compute R); Fills CSV is slightly cleaner but lacks stops. If you have both, import Orders, you'll get better analytics.

How the execution pairing works

Tradovate exports one row per fill, not one row per trade. Aurafy pairs them using a FIFO stack: each buy execution queues up, each sell execution pops matching quantity off the queue, and a "closed trade" gets emitted when a position flattens. Partial fills are handled. Scaling in/out produces separate closed trades, each with the weighted-average entry of the legs that closed together.

The accounting-format fee fix

Tradovate's CSV may show negative fees as $(8.50) instead of -8.50. Naive parseFloat() returns NaN. Aurafy strips $, (, ), and commas before parsing, then flips the sign for parenthesized values. Small parsing details like this are why futures importers need to be tested against real broker exports.

What you get after import

Net P&L in dollars and ticks, gross P&L separate from fees, R-multiple if stops were present, trade duration, setup tags (if you've tagged similar trades before and Aurafy detects the pattern), and a row per trade in the log. Takes under 30 seconds for a year of Tradovate history.

Re-importing and dedupe

Aurafy assigns each trade a deterministic sync_id based on symbol, side, entry price, entry time, and quantity. Re-importing the same CSV doesn't create duplicates, the importer skips rows that match existing trades. Useful when you want to pull in a later date range without touching the earlier ones.