summary: subreports let you slice the same report data by a different dimension — by weekday, size, time, and more — without leaving the report. this is the cross-report reference for what each subreport type measures. for the report settings (timeframe, breakout criteria, filters), see customizing reports.

every report on edgeful has a main view — the standard output. subreports let you slice that same data by a different dimension without leaving the report. instead of asking "does ES gap fill?" a subreport lets you ask "does ES gap fill on Mondays?" or "does a large gap fill at a different rate than a small one?" — same data, sharper lens.

the subreport selector is the second dropdown in the left sidebar, directly below the report selector. it defaults to "standard" — the base view — and updates the chart and stats the moment you switch. not every report has every subreport; the dropdown shows only what's available for the report you're currently on.

shows how the report's data breaks down by day of week — Monday through Friday.

use this when you want to know if a setup is more reliable on certain days. some setups hit at a much higher rate on specific weekdays, and the by-weekday view makes that visible at a glance. it's the most widely available subreport — most reports have it.

on weekly reports the question shifts from which day is the setup best on to which day the event lands on. on the new week opening gap report, by weekday narrows to the weeks where the gap filled and credits each one to the first weekday the fill happened.

timezone: weekdays are always determined by ET (Eastern Time), regardless of your location or the asset's primary trading timezone.

shows how the report's data changes based on the physical size of the setup itself.

the definition of "size" is specific to each report — for gap fill it's the size of the gap; for IB breakout it's the size of the initial balance range; for ICT opening retracement it's the size of the opening displacement; for engulfing it's the body of the engulfing candle. larger setups don't always perform the same as smaller ones, and this view surfaces those differences.

shows where the day's close landed relative to the setup's key level.

for example, on a gap fill report by-close shows how often the day closed above vs. below the prior day's close (the fill target); on IB breakout it shows whether the day closed above the IB high, inside the IB, or below the IB low. the specific level being measured against depends on the report. appears on a wide range of reports including gap fill, IB breakout, ORB, opening candle continuation, outside days, Asian range breakout, and high & low by weekday.

shows performance split by which direction the breakout went — upside vs. downside.

appears on reports where direction isn't predetermined, like inside bars, where it's labeled simply by breakout and splits days into previous high only, previous low only, both sides, or stayed inside. lets you compare whether bullish and bearish setups perform symmetrically or if one side has a stronger historical edge.

shows how far price traveled beyond the key level after the break — both the maximum and the average extension, measured on the first break of the session, up to the point price comes back inside the range.

it answers "how big is the typical move, and the best case?" rather than "did price hit a specific target?" (that's by-levels). a small average with a large max means mostly modest moves with occasional big runs. appears on IB breakout and opening range breakout (ORB).

shows how often price pulls back toward the broken level after a clean breakout, and how deep those retracements typically go.

this is useful for planning entries on a re-test after an initial break — you can see historically how frequently price comes back and how far it tends to pull in.

important: by-retracement only includes days with a single clean break. days where both sides of the range broke (double-break days) are excluded, since a double break changes the context entirely.

appears on IB breakout, ORB, and opening week range.

shows how often price reaches specific extension targets beyond the broken range, measured as multiples of the range — e.g. 0.5×, 1×, 1.5×, 2×, out to 4× the range beyond the breakout level.

by-levels is where the break type setting matters:

use "first break" when you're trading the initial breakout and want the cleanest read; use "all breaks" for a broader view of overall breakout behavior throughout the day. appears on IB breakout, ORB, previous day's range, market session breakout, opening week range, and overnight range breakout.

shows how often a setup reaches each fixed risk-reward target — 0.5R, 1R, 1.5R, 2R, 2.5R, 3R — before hitting its stop, assuming entry at the signal with the stop at the setup's invalidation point.

the hit rate drops as the R-multiple climbs; the level where it falls off a cliff is your realistic target. the levels are cumulative — reaching 2R counts as a hit for every level up to 2R. appears on engulfing candles.

shows how far beyond the range boundary price extends, expressed as a percentage of the range itself.

where by-levels shows performance at fixed percentage targets, by-extension shows the full distribution of how far price went — including moves well beyond 100% of the range. note that because this measures extensions beyond the range, values above 100% are possible and expected.

appears on Asian range breakout, ATR, and ADR.

shows when during the session the key event (breakout, fill, etc.) occurred.

for IB breakout and ORB, this shows whether early breaks behave differently from late breaks — a break at 9:45 AM often plays out very differently from one at 2:00 PM. use this to calibrate your timing expectations around a setup. appears on IB breakout, ORB, and outside days.

narrows to the days where the target was reached, then splits them by whether it happened before or after a time you choose.

for gap fill, this tells you whether fills tend to happen on the open, mid-morning, or later in the session — which affects how you'd time an entry. for ICT opening retracement, it shows when the retracement to the midnight open typically lands. appears on gap fill and ICT opening retracement.

isolates the days where price broke both sides of the range — first breaking one direction, then reversing and breaking the other.

it splits days by which side broke first (breakout-first vs. breakdown-first) and shows how often a session that breaks one side goes on to break the other too. double-break days are their own distinct setup and behave differently from single-break days. appears on IB breakout.

shows the relationship between which side of the range forms first and which side breaks first.

typically the side that forms first is not the side that breaks — it gets "rejected" while the opposite side breaks. so knowing the formation order gives you a directional read before the break happens. it also offers an ending zone filter (where price sat at the end of the range, anchored to the rejection side) to narrow to the cleanest setups. appears on IB breakout, ORB, and market session breakout.

on the days where the target (a fill or a retracement) was reached, measures how far price first ran away from the level before reversing back to it — the average and max move against the eventual fill/retrace.

use it to size stops: a move against you that's still within the average spike is normal noise, but once price runs well past it, the fill or retracement becomes far less likely. appears on gap fill, ICT opening retracement, outside days, and weekly open retracement.

shows how the setup's behavior correlates with the character of the prior day's candle — for example, does a bullish prior day change how a gap fills or how a setup resolves?

appears on gap fill, inside bars, and pivot points. a closely related variant, by prev close, keys specifically off the prior session's closing price rather than the whole candle — you'll see that one on previous day's range.

splits the data by how the session opened relative to the prior close — gap up vs. gap down — with a gap-size filter so you're not mixing tiny gaps with large ones.

it asks whether the opening gap gives a directional lean on what follows. appears on IB breakout.

splits the data by the color of the defining candle — whether it closed green (close above open) or red (close below open).

it asks whether that candle's own direction predicts what happens next — e.g. does a green IB candle break the high more often? appears on IB breakout.

splits the data by whether the overnight session was green or red — today's open above or below yesterday's close — to show whether overnight momentum carries into the session.

this one applies to futures and crypto only; stocks have no overnight session in the same sense. appears on IB breakout.

moves the analysis onto the daily timeframe: when one daily candle fully engulfs the prior day's range, it tracks how often the next day closes in the same direction.

it's the continuation read for engulfing patterns at the daily level. appears on engulfing candles.

shows performance in the context of consecutive patterns — e.g., after 2, 3, or 4 straight days of expanding or contracting range, does the next day behave differently?

streak context matters because markets rarely move in isolation from recent history. by-streak shows whether current momentum affects the probability of continuation or reversal. appears on ATR and ADR.

shows how the setup relates to where price opened — above, below, or within a key reference range.

the exact reference varies by report. on inside bars, the reference is the previous session's range divided into four equal quarters: it groups inside-bar days by the quarter the open landed in, then shows how each group resolved — touched the previous day high, touched the previous day low, touched both, or stayed inside. the quarters run from the top of the previous range downward, so the first one is the top of yesterday's range. that makes it the directional half of the inside bars report, where the standard view only tells you whether a breakout happened. on power hour, it shows whether price opened inside or outside the prior session's range; on previous week's range, it tracks the weekly open retracement. appears on inside bars, power hour breakout, power hour continuation, and previous week's range.

filters data specifically to days where price closed outside the prior range boundary — a close above the prior high or below the prior low.

outside closes are a signal in themselves, and this subreport lets you study what typically follows them. appears on previous day's range and previous week's range.

a few reports have variants built just for them:

the principle is the same throughout: the subreport dropdown only ever shows what's available for the report you're on.

why don't I see a subreport I'm looking for? not every report supports every subreport type. the dropdown only shows what's available for the report you're currently on. if a subreport isn't listed, it doesn't exist for that report.

does switching subreports change my date range or session settings? no — your date range, session, and ticker stay exactly as selected. only the data dimension changes.

what's the difference between by-performance and by-levels? by-performance shows the size of the move — the maximum and average extension after the break. by-levels asks a targeted question: how often did price reach a specific extension target (1×, 2×, etc.)? use by-performance to understand the size of the typical move; use by-levels to evaluate specific price targets.

what's the difference between by-retracement and by-rejection? by-retracement is about pullbacks after a clean break — how often price retests the level it just broke. by-rejection is a formation-order read — which side of the range formed first vs. which side ends up breaking. they answer different questions.

what's the difference between by-breakout and by-open on inside bars? by-breakout is a historical split: across all inside-bar days, which side has broken. by-open is conditional on today: it filters to the days that opened in the same quarter of the previous range as today did, then shows how those resolved. use by-open to set today's direction, by-breakout to sanity-check it.