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Most journals capture the date, pair, entry, exit, and result, and then nobody ever learns anything from them. For a trader using structure and liquidity concepts, the useful fields are different. Record the higher timeframe bias in one word, which liquidity level was swept, whether displacement was present, whether the entry was in premium or discount, which entry model you used, and the session in which it happened. Add the planned stop and target, the actual exit, and one line on whether you followed your rules. After thirty or forty trades, sort by each field. You may discover that trades in discount win far more often than those in premium, or that setups during the London open outperform those at New York. Those discoveries tell you where your edge actually sits. Without the fields, you only have vague memories that favor your recent trades. Also mark each trade with a rule compliance tag, because a loss with perfect execution is information about the strategy, while a loss with broken rules is information about you.

Good list of fields. The one about whether displacement was present is often the most revealing. If you log it consistently, compare the win rate of trades with and without displacement after 30 or 40 of each; the difference, if there is one, shows up quickly. Sorting by session is also useful, since structure setups can behave differently in Tokyo, London and New York.