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Revenge trades are easy to spot in a journal once a few markers are known. The position size is larger than usual. The entry comes within two minutes of a loss. The setup tag is blank or reads something vague like "felt right". The stop is wider than normal, or missing.

Those four markers appear together far more often than chance would suggest.

The emotional engine is simple. A loss feels like an injustice, and the market becomes an opponent that owes something back. The brain wants the money returned now, from the same pair, in the same place.

Practical defences are plain. A fixed cooling-off period after any loss beyond a set size, ten or fifteen minutes with the platform minimised, breaks the loop. A rule that the next trade must be smaller than the last, never larger, removes the escalation.

Reviewing only the revenge trades from the last month, and adding up their total, often delivers a number big enough to change behaviour.

What does the total cost of revenge trades look like in the journal here?

Your four markers line up almost exactly with what I found, though in my case the giveaway was size. When I filtered my journal for any trade at least 1.5 times my normal lot taken within five minutes of a stop-out, it was only about six percent of my trades but close to a third of my monthly losses. That number shut me up pretty quickly.

The cooling-off period works, but I needed something physical to enforce it. After any loss over my threshold I stand up, close the order ticket and go make tea. By the time the kettle's done the urge has usually faded, and if the setup is still there afterwards it tends to be a real one rather than something I talked myself into.

The rule about the next trade being smaller is the one I'd push hardest. I drop to half size for the next two trades after a big loss. It feels pointless when they win, but it caps the damage on the days when I'm clearly not thinking straight.