The test is against your own plan, not against a number. Ten trades a day can be correct for one method and reckless for another. What marks overtrading is that the extra trades do not meet the entry criteria, or that size exceeds what the plan allows.
Each trade carries costs: spreads, commissions, slippage, and the attention it consumes. A set of marginal trades therefore tends to lower the average result per trade, and the extra activity feels productive while the account shows otherwise. Barber and Odean's 2000 study of retail brokerage accounts found that the most active investors earned lower returns after costs, though it concerns investors in general rather than any one trader.
In a journal, overtrading looks like trades without a clearly stated setup, a rising count of trades per day after losses, or later sessions that do worse than earlier ones. Comparing expectancy in R by trade number within a day, or by hour, will show whether the later trades earn their place.
A simple control is a cap written into the plan: a maximum number of trades or a maximum loss in R per day, after which you stop. The cap protects the days when your judgement is worst, which are the days you are least able to notice it.