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subreports

what subreports are, where to find them, and a complete reference for every subreport type available across edgeful's reports.

Written by Brad
Updated over 2 weeks ago

summary: subreports let you slice the same report data by different dimensions — by weekday, size, or time — without leaving the report.

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 list in the dropdown shows only what's available for the report you're currently on.

by weekday

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.

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

by size

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. larger setups don't always perform the same as smaller ones, and this view surfaces those differences.

by close

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.

by breakout direction

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

appears on reports where direction isn't predetermined, like IB breakout and inside bars. lets you compare whether bullish and bearish setups perform symmetrically or if one side has a stronger historical edge.

by performance

shows how far price traveled beyond the key level after the break.

after a breakout, not all moves are equal — some run hard, some barely move. by-performance groups data by the extent of the post-break move, showing you the distribution of how far price typically travels once a level is broken.

appears on IB breakout and opening range breakout (ORB).

by retracement

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 from this calculation, since a double break changes the context entirely.

appears on IB breakout and ORB.

by levels

shows performance at specific price extension levels beyond the broken range — e.g., how often price reaches 25%, 50%, 75%, 100%, or further beyond the IB high after a breakout.

by-levels is where the break type setting matters:

  • all breaks — every instance where price broke the level during the session is counted, including later breaks on the same day.

  • first break — only the first break of the session is counted. if price breaks out, re-enters the range, and breaks again, only that first break-and-return sequence is included. subsequent breaks on the same day are ignored.

use \"first break\" when you're trading the initial breakout and want the cleanest read on how that first move typically plays out. 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, and opening week range.

by extension

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.

by time

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.

by fill time

shows when during the session the gap or retracement level was reached and filled.

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 level is typically hit.

by double break

shows the subset of days where price broke both sides of the initial balance — first breaking one direction, then reversing and breaking the other.

double-break days are their own distinct setup and behave differently from single-break days. this subreport isolates them so you can study that behavior specifically, separate from the main breakout analysis.

appears on IB breakout only.

by rejection

shows days where price tested the IB boundary but failed to break through — a breakout attempt that reversed back into range.

rejections are the counterplay to a breakout thesis. by-rejection shows how often these false breaks occur and how far the rejection typically moves back into the range. useful context if you're fading breakouts or managing risk on entries that don't immediately follow through.

appears on IB breakout and ORB.

by spike

shows whether a move was a short-lived spike (price briefly touched a level then reversed) vs. a sustained directional move that held.

a gap fill is meaningless if price just ticked through it and reversed. by-spike separates real fills and sustained moves from momentary wicks, giving you a cleaner read on the quality of the setups you're counting.

appears on gap fill, outside days, and weekly open retracement.

by previous candle

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 range level holds?

the specific relationship measured depends on the report — on gap fill it relates to the prior close; on previous day's range it looks at how the prior candle's structure affects the current day.

appears on gap fill, previous day's range, and pivot points.

by streak

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.

by open

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

the exact reference varies by report. 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 power hour breakout, power hour continuation, previous week's range, and opening stats.

by outside close

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.

common questions

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 distribution of how far price moved post-break — the full range of outcomes. by-levels asks a targeted question: how often did price reach a specific extension target (50%, 100%, etc.)? use by-performance to understand the shape of moves; use by-levels to evaluate specific price targets.

what's the difference between by-retracement and by-rejection? by-retracement covers days where a real break happened and price pulled back — a successful breakout that retested the level. by-rejection covers days where the break attempt failed entirely and price reversed without a clean break. they're studying fundamentally different market behaviors.

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