You may not have a trading problem. You may have a 2 PM trading problem. One of the most useful analyses you can perform on a large trading history is grouping results by time of day.
Why trading time matters
Market conditions change throughout a session. Liquidity, volatility, volume and market participants all vary. Your own behavior changes too as you may be sharper early and more impulsive after several hours of trading.
Step 1: Export your trading history
Export enough trades to represent your normal trading including entry time, exit time, P&L, instrument, direction, and setup or strategy if available.
Step 2: Group trades by entry time
Create hourly buckets: 9 to 10 AM, 10 to 11 AM, 11 AM to 12 PM, 12 to 1 PM, 1 to 2 PM, 2 to 3 PM, 3 to 4 PM. For markets trading around the clock, use whatever intervals make sense for your strategy.
Step 3: Calculate performance per period
For each time period calculate trade count, net P&L, win rate, average winner, average loser, profit factor, and expectancy. You might find 9 to 10 AM generates +$3,410 at 59% win rate while 1 to 2 PM loses -$1,280 at 39% win rate. That deserves attention.
Step 4: Investigate why
Do not immediately conclude you should never trade after noon. Ask why the pattern exists. Perhaps you are trading a morning breakout strategy during quieter afternoon conditions. Maybe you are taking lower quality setups because you are bored. Data identifies the pattern. You still have to interpret it.
Step 5: Continue tracking
If you decide to change your trading window, compare future results against the old data. That is much better than making a rule based on intuition and never checking whether it worked.
Skip the spreadsheet work
Upload your trading history to MyTraderScore and analyze when your trading is strongest and weakest rather than manually sorting hundreds of trades. The goal is to discover when you have historically traded best, not to find the universally best time to trade.