Audit My TradesThis is a sample built from made-up trades. Audit your own file →
You are ahead, but the evidence of an edge is weak
Over 219 trades (2025-01-01 to 2026-10-22) you kept ₹3,72,273 after ₹40,043 in estimated charges. The biggest leak below cost you ₹1,95,051.
The gain is small against the swings from trade to trade. A run like this turns up by chance often enough that it proves little yet.
The test behind it: the gains are too uneven to separate from luck (steadiness 1.33 per day; 1.5 is the least that counts as moderate 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: Risk control. 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 5 times. Take out what NIFTY did while each trade was open and the same trades average +0.679 % per day.
The whole book as one: 219 positions on 91 symbols (25 long, 0 short, 194 delta-neutral), Options. Read from a broker tradebook. 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, no slippage added since your fills already carry it. 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.
14 days cost you 59 % of all your losses-₹1.95 L
A typical losing day costs ₹2,571; these lost at least three times that: 2025-10-09 (-₹21,748); 2025-08-20 (-₹20,106); 2026-05-05 (-₹18,418). The day after such a loss you averaged 1.0 trades against 1.0 on a normal day and made +₹170.
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.
Ten trades are 47 % of all your losses-₹1.57 L
Your ten worst trades lost ₹1,57,036 of the ₹3,32,346 lost in all. The three worst: 2025-10-09 NIFTY 25O09 Options: Short strangle (-₹21,748); 2025-08-20 NIFTY 25821 Options: Short strangle (-₹20,106); 2026-05-05 NIFTY 26507 Options: Short strangle (-₹18,418).
Next: Read these ten before anything else. What they share -- a name, a strategy, a hold, a size, a day -- is your first rule; the rest of the book is noise next to them.
Not enough trades yet to tell
The result is positive, but with 219 days a run of luck could produce it (about about 1 in 5). At this rate you would need about 280 more days before it counts as evidence.
Next: Keep the record going without changing the rules and re-audit at about 499 days. Every rule change restarts the count.
2 more findings in the full audit
Weekday: Friday trades drag the book · Expect a losing run of at least 7 trades.
Where your money went
Costs ate 10 % 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
- broker tradebook: 1178 fills matched FIFO per instrument into 589 round trips
- no strategy column: trades were grouped into 3 trade types by segment, hold, side and entry time (fewer than 8 trades folded into 'other'); name your own strategies in the report to grade each one
- 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; no slippage added -- real fills carry it in the price
- OPTIONS: 589 option legs on NIFTY grouped into 219 positions (legs open at the same time on the same underlying and expiry are one position; 31 with legs added later). Return base per position = margin for short legs (index 11.5 % of strike x qty, stock 20 %; a short hedged by a long of the same type counts the pair's max loss; no offset between a strangle's two shorts) plus premium paid for long legs -- ASSUMED, verify with your broker's margin calculator
- 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); 194 delta-neutral option positions carry no adjustment (directional ones use the sign of their structure, a partial one)
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; option positions use a modelled margin base, not your broker's SPAN, and expiry-day exercise STT is not charged.