net of fees · kalshi · hover to inspect · click metrics below to add/remove

YOU vs PAST YOU

Needs enough trades in both this window and the one before it. Pick a period like the past month or 3 months once you have more history, and this compares you to your prior self.

Pro would have found you $313.56 a year.

What we left out on purpose: any tax figure (the IRS has not ruled on how event contracts are treated, so a dollar saving there is a guess, not a receipt), the alerts we cannot prove you would have acted on, and hedges on parlays we never saw. Those are real reasons people buy Pro. They are not evidence, and a receipt with invented line items is just a brochure. Both lines above are counterfactuals computed from your actual fills: they are what the same trades would have returned without your worst patterns and without crossing the spread every time.

You already have Pro, so this is the scoreboard, not a pitch. The two levers above are the ones worth actually pulling: open the Leak Fixer to see which patterns to kill, and rest your orders instead of crossing to stop paying the fee.

PERFORMANCE · All time

How you’re actually trading, the metrics your exchange doesn’t show you.

Calibration scorecard

Each entry price is an implied probability. The tick marks what the price implied; the bar is how often those trades actually won. Bar past the tick = you won more than you paid for (edge); short of it = overpaying.

Edge by market type

YOUR EXECUTION TAX

Pricing every fill against what the book was showing…

Comparing every entry price against where the market actually went…

Measuring which of your positions move together…

Walking the order book for every position you hold…

Each future is your own trades, reshuffled. The shaded band is where most outcomes land; the line is the median path.

A resampling of your real results, not a prediction. It assumes you keep trading the same way with the same edge; change your behavior and the curve changes. The rough-patch figures are the worst drawdown within a run, useful for sizing and for knowing what a normal losing stretch looks like before you panic.

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WHAT IF YOU’D HELD TO SETTLEMENT?

For positions you sold before the market resolved, this compares what you got against what holding to the end would have paid. It covers the flips we can match to a known settlement result, and uses hindsight, so read it as a take on your exit timing, not a verdict.

No sold positions could be matched to a settled market yet. This fills in as markets resolve and the shared cache warms up.