I'm not a trader as such, but my worst decision was to leave bitcoins at an exchange (MtGox) instead of keeping them safely offline in "paper" wallets.
That cost me 50btc. Needless to say, I won't make that mistake again.
Same here. one of the first hard lessons learned. I lost 7.5
BTC in different altcoins (ZEIT, CTM, MOON) that were left on coinex.pw for trading. The exchange was robbed by its owner (March 2014) and my coins were sold at Cryptsy. Lesson learned hard way and since then I never leave more than necessary on any exchange.