You can directly import your F&O transactions from your ICICIdirect.com account.
1. Select the ICICIdirect.com F&O Online Trade Book template
2. Click on "Import from: https://secure.icicidirect.com/NewSiteTrading/customer/logon.asp
3. Click on F&O
4. Click on Tradebook
5. Select the Period
6. Click on Import at the bottom of the screen