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Most traders quote one overall win rate and treat it as the truth about their strategy. That number hides a lot. A sweep and reversal setup can behave very differently in the Asian, London, and New York sessions, because liquidity, volatility, and participants change. I went back through three months of my trades and sorted them by the session in which the entry happened. London entries were clearly better than the rest, with a higher win rate and larger average winner, while Asian entries lost money after costs. That told me something I could act on immediately: stop trading the Asian session and focus my attention where the edge showed up. You can do the same with a simple spreadsheet. Add a column for session, another for weekday, and another for pair, then use a pivot table to compare average R and win rate. Be careful with small samples, since ten trades in a category can be misleading. But if a pattern persists across several months, it deserves respect. Narrowing your focus to the conditions where you already perform well is one of the cheapest improvements available, and it costs nothing but discipline.

Splitting by session is very useful. Interesting that Asian entries lost money for you. In my case, trading from Hong Kong, the Asian session works better on USDJPY and AUDUSD than on EURUSD or GBPUSD. The pairs matter as much as the session. Splitting the data by both pair and session may show where the edge really is.