When your journal shows a rule was broken, what did the rule actually cost you?

When reviewing a journal, it is easy to tag a trade as a mistake and move on. A more useful step is to put a number on the break: what did the position size, the stop placement, or the daily limit actually do to the account that week? Sometimes the cost was small and the rule was simply too tight. Other times the cost was large and the rule was right. I find it helpful to separate two questions. First, was the rule broken before the trade or during it? Moving a stop after entry is a different failure from sizing too large at the start. Second, did the outcome matter more than the deviation? A breach that happened to win can teach the wrong lesson if you only look at the result. Some traders log the planned risk per idea next to the realised risk, so the gap is visible without any hindsight story. I am less sure how well that works for discretionary traders whose stops are partly mental, so I would be interested in how others handle that. When you last reviewed your journal, which broken rule cost you the most, and how did you measure it?