Free trading journal CSV template

Download the template

This free trading journal template is for futures traders who want a CSV that maps cleanly into QuantLab Journal. Download the CSV template, add one row per trade, then use the QuantLab CSV importer to review the mapping before import.

The file includes only columns accepted by the importer. Only trade_date and symbol are required, but a useful record usually includes direction, size, prices, P&L, fees, and notes. Keep the header row unchanged if you want automatic matching.

Core trade columns

Use trade_date for the calendar date of the trade and time_et for its entry time. Exit_time is accepted when the source has a closing timestamp and can help derive duration. Symbol identifies the contract or market. Direction records the side, while contracts records quantity. Entry and exit hold the average prices you want to review.

Stop and target describe the planned reference prices when you have them. They are optional, but leaving them blank is better than reconstructing a plan after the result is known. Duration_min records how many minutes the position was held.

Result and review columns

Use pnl for the trade result and fees for commissions or other costs reported by the source. QuantLab normalizes imported fees as costs. R is computed by the journal from entry, stop, exit, and direction instead of being read from a CSV column.

Setup, session, and model let you group trades using your own definitions. Notes holds the short context you need later. The account is selected once in the importer for the file, so it is not a CSV column.

The importer maps trade_date, symbol, pnl, direction, contracts, entry, exit, stop, target, fees, time_et, exit_time, duration_min, setup, session, model, and notes. Review the mapping screen before importing.

Import without duplicating trades

Save the completed sheet as CSV. Open the importer, select the file, and inspect the proposed field mapping. Confirm the date and symbol columns first, then check numeric fields for decimal formatting. Import a small sample before submitting a long history.

QuantLab can group nearby executions into positions. The journal skips a row it has already imported for your user, so uploading the same file again should not add the same executions twice. Duplicate protection does not remove the need to compare the result with your broker statement.

If the imported totals differ, check whether the source uses executions or round trips, whether fees are signed consistently, and whether time zones changed the trade date. Keep the original broker export unchanged so you can repeat the comparison.

Use the sheet as a journal, not an authority

A template is useful because you control the rows and can inspect every value. It does not know your prop firm's current limits. Add account settings from the current rulebook inside QuantLab rather than typing a universal number into the CSV.

For a repeatable review, reconcile the imported record, check daily results and configured drawdown, then inspect the trades that broke your written plan. The prop firm trading journal guide explains the full workflow. QuantLab Journal is free during beta, and anyone can sign up after verification.