Originally posted in another thread by nitro
There are so many things that one would be interested in.
Here are a few:
1) Percentage of winners long an short
2) Length of time in winning/losing trades
3) Percentage winners/losers at given time of the day
4) TICK, TRIN, TIKI and spoos/PREM at time of trade, perhaps an Index
5) Reason for trade
6) Make sure you have a way to have a set of trades be logically tagged as one trade. For example, basket traders and Pair traders wouldn't necessarily care about each individually, but the logical trade as a whole. Also allow a reason for trade (5 above) be applicable to a "basket" trade.
There are literally a dozens of things that would be useful...