Where it is saved

Everything stays on your computer.

Notes, grades, tags ticked and checklists are saved inside the session, with the same autosave as your trades (a moment after you stop typing).
Screenshots are separate files in the app's data folder, one folder per session, so they never make the session file heavy.
Tag groups, checklists and templates are one file shared by all sessions.

Deleting a session deletes its screenshots with it. A session saved by an older version opens as before, with an empty journal.