Trading Day

A trading day counts whether it ends in profit or loss, as long as you placed a trade in that session. Futures sessions run from the evening open to the next afternoon close, so a trade at 7pm Eastern usually counts toward the next day's session, not the one you are in.

This sits between the other two ways firms count payout days: faster than profitable days, because a losing day still counts, and usually slower than calendar days, because weekends and days you sit out do not count.