We don’t treat trading data as rows in a database. We treat it as a physical system — with momentum, decay, velocity, and entropy. This changes everything about what you can see and what you can prove.
A trader clicks. A request leaves their terminal at a specific millisecond. The market is at a specific price. The execution arrives at a different price, a different millisecond. Between those three points — request, market, execution — there is a physics. Forces acting on the order. Latency. Slippage. Information asymmetry. Most platforms record the outcome. We reconstruct the forces.
Legitimate profit builds gradually as a position develops. Exploitative profit appears instantly — then fades. Like heat dissipating from a source. We measure this temporal signature at multiple time offsets, watching how the profit curve evolves millisecond by millisecond. The shape of the curve tells us everything.
A trader’s execution speed isn’t “fast” or “slow.” It’s a probability distribution with a shape, a mean, a variance, and outliers. That distribution is as unique as a voice. And when two accounts share the same distribution — down to the millisecond — the physics tells us they’re the same hand on the keyboard.
A trader’s style doesn’t change overnight. Their risk appetite, their timing, their reaction to loss — these have momentum. They resist change. Even when a trader consciously tries to alter their pattern, the underlying momentum persists. We measure the resistance. We measure the drift. The physics doesn’t lie.
A gambler’s trades have high entropy — chaotic, unpredictable, noisy. A systematic trader’s trades have low entropy — ordered, repetitive, structured. The entropy of a trading pattern is measurable, stable, and remarkably hard to fake. Order and chaos leave different fingerprints.
MT4 doesn’t store tick history. MT4 doesn’t record millisecond timestamps. Most tools accept these as hard limits.
We don’t. We reconstruct the execution physics from the data that does exist — the request price, the market price, the execution price — and from these three points, we derive the forces that acted on every single trade. The platform has limits. The physics doesn’t.
Millisecond-resolution analysis. Ten time-offset markout curves per position. Execution physics reconstructed on MT4 and MT5. Lightweight plugin and API — zero server strain, zero bridge dependency. The data flows in. The physics does the rest.
This is how PNL Factory works. Not by following rules — but by understanding the immutable laws that govern how traders behave, how profit moves, and how risk reveals itself to those who know where to look.
