Mastering SQL Trace Using Profiler - Microsoft SQL Server 2012 Performance Tuning - page 4

4. Check the checkbox Save to file: and specify a path and file name in the Save As
dialog box and then click on Save.
5. Keep Enable file rollover checked and Set maximum file size (MB): to its default
value, that is, 128 . The following screenshot shows the General tab of the Trace
Properties dialog box:
In the Trace Properties dialog box, there is a checkbox option in the General
tab with the caption Server processes trace data, to specify whether
trace data should be processed on the server. If not checked, trace data is
processed at the client side.
When trace data is processed at the client side, it is possible for some events
to be missed if the server load is high. If this option is checked, then trace
data is processed on the server and all the events included in trace definition
are guaranteed to be captured without miss. However, this guarantee comes
with performance penalty, because processing trace data on server has an
impact on the performance of SQL Server, and hence enabling this option is
not recommended on production server.
Also, running SQL Server Profiler on production server itself should be avoided
as running SQL Server Profiler is resource consuming. Instead, you should run
SQL Server Profiler from a client computer and connect it to your SQL Server
from there.