Audit My TradesThis is a sample built from made-up trades. Audit your own file →
Your method works, but your money is down
Over 434 trades (2026-03-02 to 2026-10-29) you lost ₹7,761 after paying ₹1,02,935 in charges. The biggest leak below cost you ₹1,13,046.
The typical trade is ahead and that is probably skill, yet in rupees you are behind after charges: the trades you sized up did worse than the rest. Sizing, not the method, is the first thing to look at.
The test behind it: probably skill, not yet proven: the gains are not steady enough yet to call it proven (steadiness 1.53 per block, where 2 counts as skill).
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-block gain this large would still turn up by chance about 1 in 11 times. Take out what NIFTY did while each trade was open and the same trades average +0.132 % per block.
The whole book as one: 434 trades on 45 symbols (230 long, 204 short), Cash intraday, Futures. Read from a trade list. Each strategy is also graded on its own further down.
Fix these first
Names you keep losing on: INFY, IDEA, SBIN-₹1.13 L
INFY (59 trades, -₹44,563, won 39 %); IDEA (11 trades, -₹25,272, won 9 %); SBIN (68 trades, -₹19,584, won 38 %). Together these 5 names cost ₹1,13,046.
Next: This is what these names did in your hands, not a view on the stocks. Look at your losing trades on them side by side -- entry time, hold, size, the setup you used -- and ask whether your rules treat them differently from the names that worked for you.
Costs take 108 % of what you make-₹1.03 L
Each trade makes +0.023 % before costs and pays 0.106 % in charges and slippage. If your real fills are a little worse than modelled -- twice the costs -- the average block makes +0.006 %.
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.
Your overnight trades lose; your same-day trades make money-₹1.02 L
Overnight: 56 trades, -₹1,01,743, won 23 %. Same-day: 378 trades, +₹93,982, won 52 %.
Next: These are two different businesses. Audit the overnight trades as their own file; if they lose on their own too, the book is better without them.
6 more findings in the full audit
6 days cost you 15 % of all your losses · Re-entering a name after a loss cost you ₹41,650 · Your biggest trades lose · Flip-flopping cost you ₹33,973 · It worked before 2026-08-13, not after · 4 of 8 months lost money.
Where your money went
Costs ate 108 % 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': 3
- 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 %, Futures 0.06 % 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); 29 trades without a NIFTY close are left out of the neutral lines
- MARGIN per trade = Cash intraday (MIS) 20.0 %, Stock futures 20.0 % of turnover (echoing the measured fractions behind this audit) -- ASSUMED; your broker's margin statement is the truth
- OVERLAP: 378 same-day trades count one result per session; the 56 overnight holds (90 % held 11 days or fewer) are grouped into 23-day calendar blocks -- 181 results in all from 170 entry days
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.