The Trading Journal Built for Calendar & Diagonal Spreads
Calendars and diagonals depend on time decay differential between two expiries — and almost always involve adjustments. QuantLog auto-links the front and back month legs, tracks net debit, and keeps every roll or conversion as part of the same position.
Near-month & far-month legs as one trade
Sell a 30 DTE call + buy a 60 DTE call at the same strike = one calendar. QuantLog groups both legs as a single trade, tracks net debit, and shows the position as one row across both expirations.
Track time decay capture
Calendars profit when the front leg decays faster than the back leg. QuantLog tracks days held, net debit vs realized P&L, and the contribution of each leg as the front month expires or is closed.
Diagonals & rolls
Diagonals (different strikes + different expirations) and rolls (close front month, sell next cycle) stay in the same trade group. Realized P&L reflects every cycle, not just the opening debit.
Performance by structure
Filter analytics by calendar or diagonal to see win rate, average days held, average debit, and expectancy. Find out which strikes and DTE combinations actually work for the underlyings you trade.
Calendar spread journal — FAQ
Does QuantLog handle calendar spreads?
Yes. Front and back month legs are auto-grouped as one trade with net debit, days held, and full P&L tracked across both expirations.
What about diagonals?
Diagonals (different strikes + different expirations) are tracked the same way — one trade group, net debit, and full lifecycle P&L.
Can I track multiple rolls on the same calendar?
Yes. Each roll stays linked to the original position, so realized P&L reflects every cycle of the strategy.