Clean Trade Imports: Keep The Data, Kill The Duplicates
An import is only useful when the same fill cannot quietly become two trades in your analytics.
CSV imports save time, but bad imports make analytics confidently wrong. Duplicate fills inflate activity, distort win rate and make risk look lower or higher than it was.
A useful trading system treats imports as data reconciliation, not copy and paste.
Fingerprint the trade
Broker ticket IDs are the best duplicate keys when they exist. When they do not, combine symbol, side, entry time, exit time, size and P&L into a stable fingerprint.
If the same fingerprint appears again, show it as skipped. Silent double counting is worse than a noisy import summary.
Keep manual context
Imported execution data is only half a journal. The setup, rule quality and psychology notes still belong to the trader. Merge imported trades into that workflow instead of replacing it.
Trust comes from the receipt
Every import should end with a receipt: rows read, rows added, rows skipped and rows that need attention. That receipt is what lets your future analytics stay believable.
Turn this into a system in MKSTVEFX
The trading journal & analytics platform turns these ideas into a process you actually follow. Create your account and log your first trade today.