My weekly data review, and what I stopped including
Started as a huge spreadsheet. Now it's four things, because everything else I looked at once and never acted on:
1) Trades taken vs trades the rules should have produced. Gaps mean something is wrong upstream.
2) Average slippage, direction and size.
3) One chart of the day I understood least.
4) Anything I changed, and why.
Item 3 is my favorite. Reviewing your best day feels good and teaches nothing. Reviewing the confusing one is where the questions live.