When I was day trading I did it sober. I figured if I was getting tired or losing focus it was a sign I needed a break. Get up, walk around, maybe use the restroom or get a snack. The body has ways of telling you what it needs. It's wise to listen to those signs instead of ignoring them. Your health is worth more than a few bucks on a trade.
It's easy when trading is more a side 'job' and you're ok with the results after each session, but that's not the case when it comes to those doing it on a serious/professional level.
If you have to perform for the sake of generating income to pay your bills, or when it's your greed that has taken you over entirely, you will revert to substances that give you an energy boost you desperately need at that point.
Going outside to take a break means wasting precious time where you could have banked on one or more profitable trades. That's how these traders think, so consuming substances is the most convenient option.
Urgency and greed makes people easily discard body signs.
This is so true, so many sacrifice their health for profit. But very understandable when big stakes are on the line. People want to be as cognitively alert, focused as possible and Modafinil achieves that for many, though some report anxiety and strengthening of OCD symptoms. Personally I've accomplished many great things on Modafinil, for me it's a miracle drug.