Audit My TradesThis is a sample built from made-up trades. Audit your own file →
You are making money, and the evidence of an edge is moderate
Over 619 trades (2024-10-03 to 2026-10-22) you kept ₹1,28,840 after ₹1,27,980 in estimated charges. The biggest leak below cost you ₹1,27,980.
Ahead on average, with gains steadier than chance usually gives, but not yet enough results to call the evidence strong.
The test behind it: probably skill, not yet proven: the gains are not steady enough yet to call it proven (steadiness 1.96 per day, where 2 counts as strong evidence).
Read it top to bottom: the verdict, then the fixes worth the most money, then where the money went. Everything after that is the detail behind those.
Weakest: Costs. Every lost point, with its reason and rupees, is in the full audit.
If you had no edge at all, a per-day gain this large would still turn up by chance about 1 in 65 times. Take out what NIFTY did while each trade was open and the same trades average +0.100 % per day.
The whole book as one: 619 trades on 12 symbols (343 long, 276 short), Cash intraday. Read from a trade list. Each strategy is also graded on its own further down.
Charges are estimated: each trade's own turnover at today's statutory rates (2026-10 (STT per Budget 2026, eff 1-Apr-2026)) plus the brokerage you set and a modelled slippage. Your broker's contract notes are the actual figure; if the file carries them, the audit uses those instead.
Fix these first
The rupee figures on these cards overlap: one trade can sit in a losing name, a big-loss day and the charges at once. They are the size of each leak, not savings that add up.
Costs take 50 % of what you make-₹1.28 L
Each trade makes +0.209 % before costs and pays 0.104 % in charges and slippage. If your real fills are a little worse than modelled -- twice the costs -- the average day loses money (-0.009 %).
Next: A trade should make at least two to three times its cost. Check the brokerage you entered, and if your fills are worse than the default slippage, believe the doubled-costs line. The fix is more profit per trade, not more trades: every extra trade pays the same charges.
8 days cost you 11 % of all your losses-₹41 k
A typical losing day costs ₹1,362; these lost at least three times that: 2026-07-09 (-₹6,144); 2026-06-12 (-₹5,996); 2025-11-21 (-₹5,533). The day after such a loss you averaged 2.5 trades against 2.0 on a normal day and made +₹1,332.
Next: The book is decided on a handful of days. A daily loss limit at about twice the typical losing day would have cut these; test it on the next month before trusting it.
Flip-flopping cost you ₹5,806-₹5806
On 14 name-days you were both long and short the same name. Those 28 trades lost ₹5,806 and won 39 %.
Next: Two opinions on one name in one day is usually no opinion. Pick the side before the open, or skip the name.
6 more findings in the full audit
It worked before 2026-03-11, not after · Not enough trades yet to tell · Weekday: Friday trades drag the book · Symbol: BHARTIARTL trades drag the book · Your exits beat holding to the close by +0.119 % per trade · The drawdown was 19 % of capital.
Where your money went
Costs ate 50 % of the gross profit.
Month by month
Running total
what you had kept, by exit day how far below your best point you were
More numbers
How this was read
How this was read
- strategies from column 'strategy': 2
- close from column 'close': the instrument's close on the exit day, used only for the held-to-close what-if
- costs in rupees from each trade's own turnover: statutory stack (2026-10 (STT per Budget 2026, eff 1-Apr-2026)) + brokerage Rs 20 per order + GST + slippage Cash intraday 0.045 % RT (measured defaults)
- MARKET-NEUTRAL: each trade minus the NIFTY move over its hold, signed for its side (a same-day trade uses the previous close -> close, a proxy for an intraday window)
- MARGIN per trade = Cash intraday (MIS) 20.0 % of turnover (echoing the measured fractions behind this audit) -- ASSUMED; your broker's margin statement is the truth
Not checked here
- Whether the rules used any information that was not available at the moment of the trade (look-ahead). Only you can confirm this.
- Whether these exact trades were chosen after trying many variants. A strategy picked as the best of 50 needs a far higher bar.
- Fills: limit orders that would not have filled, circuit limits, and impact on thin names are not modelled beyond the slippage line.
- Margin, leverage and position sizing: returns are per trade on its own turnover.