Check with a tax advisor but if you’re just a regular investor I think you typically report your capital losses on Schedule D of your tax return. If you have more losses than gains, you’d use Form 8949.
If you’re aiming for Trader Tax Status (TTS), it’s a bit more involved. You’ll be looking at reporting your losses using Form 4797 for the mark-to-market method if you’re eligible, or just deducting trading-related expenses on Schedule C if you don’t go for the full TTS treatment.