Vyloka

Trade Autopsy · 2026-02-02 → 2026-08-07

142 trades. One expensive habit.

129 option and 13 futures round-trips analyzed. 44 BANKNIFTY fills set aside (coming soon). 12 stock F&O fills set aside (roadmap).

Net P&L
+₹118,450
Win rate
44%
Profit factor
1.31
Avg hold
47 min
Expectancy / trade
+₹834

Expectancy by condition: +₹4,534 per trade on open days, −₹2,009 on chop days — same trader, different market.

COSTLIEST HABIT

Chop day entries cost you ₹86,400

43 trades taken on chop days — range-bound sessions with no sustained direction, with a 19% win rate. Without them your net P&L would have been +₹204,850 — this one habit is roughly 42% of your potential P&L.

What could have been

cumulative P&L, weekly
Actual equity Chop-day trades removed

Day structure at your entry

hover bars for detail

Chop days were your most expensive condition — 43 trades, only 19% won.

Day structure = overnight gap + opening range, computed fresh for each session from exchange data.

Findings, ranked by rupees lost

Chop day entries −₹86,400

43 trades across 27 sessions won 19% — your single most expensive condition.

43 TRADES · 27 SESSIONS · CONFIDENCE HIGH

Quick re-entry after a loss −₹41,200

17 positions opened within 10 minutes of a loss won 12% vs 48% for everything else. After two straight losses your size also grew 38% above baseline.

17 OCCURRENCES · 12% HIT RATE · CONFIDENCE HIGH

3rd-plus trade of the day −₹29,750

From the third trade of a session onward the win rate drops to 31% vs 49% on the first two.

39 TRADES · CONFIDENCE HIGH

The 12:30–13:30 window −₹27,600

21 entries in this window won 24% — your worst time of day.

21 TRADES · CONFIDENCE HIGH

Expiry-day entries −₹18,400

Expiry-day entries won 35% vs 51% on other days.

52 TRADES · CONFIDENCE HIGH

Findings overlap — a revenge trade on a chop day counts in both buckets. Amounts rank severity; they don't add up.

Breadth alignment

Were your index's major constituents (vs session VWAP) agreeing with your direction when you entered?

With breadth78 trades
+₹149,800 win rate 56%
Against breadth64 trades
−₹31,350 win rate 29%

Entering with the heavyweights on your side won 56% vs 29% against them — alignment mattered in your trades.

Coverage: 100% of trades.

P&L by entry time

All entries, bucketed by clock time.

The 12:30–13:30 window hurt most (24% win rate); your best window was 10:30–11:30.

Tilt check

Detected from your order timestamps and position sizes alone.

Re-entry ≤ 10 min after a loss 17 trades
−₹41,200 win rate 12%
Avg position size after 2 straight losses 22 trades
+38% vs your average size
Verdict
⚠ Revenge-trading pattern detected

Revenge-trading pattern detected.

Your edge

Where your trading actually works — protect these conditions.

Best day structure: Open days 38 trades
+₹172,300 win rate 61%
Best window: 10:30–11:30 24 trades
+₹41,300 win rate 54%

Your edge is real and it lives in open days (61% win rate) and the 10:30–11:30 window (54%) — protect it.

Holding behaviour

How long you sit in winners vs losers.

Average winner held
68 min
Average loser held
31 min
Verdict
✓ Healthy asymmetry

Winners held 68m vs losers 31m — you let winners run and cut losses faster. That's the healthy direction.

Overtrading check

Your first two trades of a day vs everything after.

Trades 1–2 of the day103 trades
+₹148,200 win rate 49%
Trade 3 onward39 trades
−₹29,750 win rate 31%

From your 3rd trade of the day onward, the win rate drops to 31% (vs 49% on the first two) — the tape gets expensive after trade two.

Where losses concentrate

Losing days ranked by damage.

Your 3 worst days of 31 losing days
−₹158,900 57% of all losses

Just 3 days caused 57% of your total losses. Damage control on your worst days matters more than perfecting your average ones.

Expiry-day trading

Entries on the option's own expiry day vs other days.

Expiry-day entries52 trades
−₹18,400 win rate 35%
Other days77 trades
+₹121,300 win rate 51%

Expiry-day entries won 35% vs 51% on other days — expiry is costing you.

Segment — bought options vs sold options vs futures

Where your edge actually lives, by how you express it.

Options bought94 trades
+₹64,800 win rate 46%
Options sold28 trades
+₹47,100 win rate 61%
Futures20 trades
+₹6,650 win rate 50%

Distance to expiry at entry

The same option days from expiry is a different instrument — gamma, theta and your results all change with distance.

Expiry day52 trades
−₹18,400 win rate 35%
1–2 days out31 trades
+₹12,400 win rate 48%
3–7 days out39 trades
+₹88,300 win rate 56%
8–30 days out20 trades
+₹36,250 win rate 55%

Day of the week

Same trader, five different markets.

Monday26 trades
+₹31,200 win rate 50%
Tuesday30 trades
+₹48,750 win rate 53%
Wednesday29 trades
+₹11,200 win rate 45%
Thursday33 trades
−₹22,300 win rate 36%
Friday24 trades
+₹49,600 win rate 50%

India VIX

Your entries, split into VIX terciles.

Low-VIX entries 47 trades
+₹39,200 win rate 45%
Mid-VIX entries 48 trades
+₹41,800 win rate 43%
High-VIX entries 47 trades
+₹37,450 win rate 44%

Median VIX on winners: 14.9 · on losers: 15.3. ✓ No edge — VIX level shows no meaningful effect in your trades.

Pre-trade context check

Live snapshot before you enter.

Day structure so far
Trend forming
Heavyweight breadth
8 of 10 above VWAP
Opening range
128 pts
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What this suggests testing

Not advice — hypotheses your own data can settle over the next quarter.

  1. Sit out sessions labeled chop day — or cap yourself at one position there. Your own data says that alone moves the same book from +₹118,450 to +₹204,850.
  2. Enforce a cooling period: a hard 10-minute lockout after any loss removes your most expensive impulse pattern.
  3. Cap yourself at two positions per session for a month — your third-plus trades won 31% vs 49% on the first two.

Coverage

Context coverage: 100% of trades · verification: 142 checked, 0 failed session check.

Sample report — simulated trades, real report structure.

Day-structure and breadth context computed for all trades.

Positioning factors (OI walls, PCR): arriving as our market-data archive expands.

Method & data handling: executions from your tradebook are matched into round-trip positions per instrument; each session is joined to the day label Vyloka recorded for it — the archive is fixed at write time and never restated. P&L comes from your file's own fill prices; brokerage and taxes appear only if your file includes them. Your raw file is parsed in memory and never stored — this report holds derived numbers only. Vyloka never holds broker credentials and cannot see or place orders.

That was a demo. Yours takes 60 seconds.

Every number above recomputed on your own trades — which conditions eat your P&L, in rupees.

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Vyloka shows market conditions and your own statistics. It never tells you what to buy or sell. Nothing here is investment advice, and Vyloka is not a SEBI-registered investment adviser or research analyst.

Derived analytics only — no raw market data is displayed or redistributed. Generated sample data · support@vyloka.com