Behaviour

Revenge trading is visible in the timestamps

Define it operationally and it becomes a number you can count instead of a feeling you argue about.

2026-05-05 · 6 min read

Almost nobody writes "I was furious" in a trade note. Almost everybody has a cluster of fills that arrive within two minutes of a painful exit, in the same contract, at a larger size.

The clock is more honest than the diary.

Write a definition you can test

For example: a new entry in the same symbol within ten minutes of a losing exit, at size equal to or greater than the previous trade. Your thresholds are yours. Once written, the journal can count them.

A session with a revenge cluster
09:15 10:30 12:00 13:30 15:30Planned tradeLossThree re-entries, bigger sizeRecovery attempt Pre-open before 09:15 Close 15:30 IST

Same contract, sizes 1x, 2x, 3x. Illustrative journal data, not a live book and not a performance claim.

Report the subset, skip the diagnosis

A banner announcing that you are a revenge trader is bad psychology and worse product design. A table showing the count and the net P&L of that subset lets you draw your own conclusion.

One quarter, revenge-flagged subset
23 flagged entries 11% of all trades
−₹78k net from the subset against +₹1.4L from the rest
2.4x median size versus normal the size is the tell, not the timing

Connect it to the rule you wrote

If the morning card said one attempt per idea and the book shows three, that is a rule break with a timestamp attached — much more useful than a vague resolution to stay calm.

Key takeaways

Your book already has these numbers. Import a broker CSV and the charts above draw themselves from your own closed trades.
Open the journal