CSV Format Reference
AlgoChef's import wizard auto-detects delimiters and date formats. Here's the full specification for CSV and TXT trade files.
Required Fields
You need at minimum two date fields and one P&L field:
| Field | Accepted Column Names | Example |
|---|---|---|
| Entry Date | entry_date, EntryDate, Open Date | 2024-01-15 09:30:00 |
| Exit Date | exit_date, ExitDate, Close Date | 2024-01-15 14:45:00 |
| Profit/Loss ($) | net_profit, profit_loss, PnL, P&L | 1250.00 |
OR instead of a dollar P&L, you can provide:
profit_loss_points— P&L in instrument points
Optional Fields
These unlock additional metrics and richer analysis:
| Field | Description | Unlocks |
|---|---|---|
entry_price | Trade entry price | MAE/MFE, price-based calculations |
exit_price | Trade exit price | Price-based P&L verification |
quantity | Position size / contracts | Position sizing analysis |
side | Long or Short | Long/short breakdown |
instrument | Symbol (e.g., ES, NQ) | Instrument metadata |
commission | Per-trade commission cost | Net P&L after costs |
slippage | Per-trade slippage cost | Net P&L after costs |
mae_dollar | Maximum adverse excursion ($) | MAE/MFE analysis |
mfe_dollar | Maximum favorable excursion ($) | MAE/MFE analysis |
mae_points | MAE in points | Point-based excursion |
mfe_points | MFE in points | Point-based excursion |
bars_in_trade | Duration in bars | Time analysis metrics |
atr_points | ATR value at entry | ATR-normalized metrics |
entry_name | Trade setup label | Setup categorization |
exit_name | Exit reason label | Exit analysis |
Date Format Support
AlgoChef auto-detects common date formats:
| Format | Example |
|---|---|
| ISO 8601 | 2024-01-15T09:30:00 |
| YYYY-MM-DD HH:mm:ss | 2024-01-15 09:30:00 |
| MM/DD/YYYY HH:mm | 01/15/2024 09:30 |
| DD/MM/YYYY | 15/01/2024 |
| M/D/YYYY | 1/15/2024 |
Tip
If your dates include timezone info, AlgoChef handles it. Otherwise, it assumes the timezone you select during import.
Example CSV
entry_date,exit_date,side,entry_price,exit_price,quantity,net_profit
2024-01-02 09:35:00,2024-01-02 11:20:00,Long,4750.25,4762.50,2,1225.00
2024-01-02 13:15:00,2024-01-02 15:45:00,Short,4768.00,4755.75,1,612.50
2024-01-03 10:00:00,2024-01-03 10:45:00,Long,4740.00,4735.50,2,-450.00
Tip
Not sure if your file will import correctly? Try it now — AlgoChef auto-detects your format and shows a preview before committing the import.