Screenshots or spreadsheet rows for the journal?

[Amanhasnoname]

Screenshots feel productive. A folder of annotated charts looks like serious work. The trouble comes six months later, when 600 images sit there and nobody can answer a simple question such as how the London open setup performed on Thursdays versus Tuesdays. Pictures can't be filtered, summed or averaged.

A structured row can. Date, time in UTC, pair, setup name, direction, spread, slippage, fill time, MAE, MFE, result in pips and R, and a rule-followed flag. Fifteen seconds per trade, and the whole database can be sliced any way later with a pivot table.

That does not make screenshots useless. They are good for exceptions: a trade that behaved strangely, a suspected bad fill, a platform glitch, evidence for a broker dispute. The efficient middle ground is a spreadsheet as the main record, with a column holding the filename of a screenshot only for the trades that deserve one.

A cheap trick is to give each screenshot a name that starts with the trade's date and time, so that the link between row and image never breaks, even if the spreadsheet is rebuilt.

Has anyone found a screenshot habit that surfaced something a spreadsheet would have missed?