Looked at my 0DTE results vs longer-dated trades and the data was crazy

2 years trading options, mostly SPX and AAPL. last 6 months i got really into 0DTE because the gamma is fun and the cycles are fast. account hasn't moved much though so i finally pulled the data and split it by DTE. 0DTE: 187 trades, 41% win rate, -$4,200 1-7 day expiries: 64 trades, 52% wr, +$3,100 8-30 day expiries: 31 trades, 55% wr, +$2,400 on paper the 0DTE win rate isn't catastrophic. the kicker is i was sizing 0DTE 2-3x what i risked on longer-dated stuff because "they're cheap and they're quick." bigger size on lower win rate = the bleed. the part that hurt: i kept telling myself 0DTE was "my edge" because i could see results faster. the data says 0DTE was just where my discipline broke. sitting at the screen all day, taking marginal setups, sizing emotionally because i could exit by close anyway. last 3 weeks i cut 0DTE entirely, went back to 7-day spreads with strict fixed sizing. tiny sample but the account isn't bleeding for the first time in months. anyone else look at 0DTE vs longer expiries and find a discipline drop on the short stuff? is it the contract itself or the format/pace that does it?