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When the henna paste is first applied to your skin, you have to be very careful to not disturb it during its drying process. Once henna smears, there is a very small time frame - depending on the brand of henna - to fix it before it stains.
But how does this stain work?
Well, for one, henna is a natural dye. When henna is applied to your skin, the dye molecule, lawsone - also known as hennotannic acid - attaches to the top layer of your skin. Once the paste dries and falls off, a color ranging from a light orange to a deep, dark maroon will be revealed. The stain is unique to everyone: it depends on your body heat, sweat levels, and dedication to care for the henna.

How do you get a darker stain?
There are many ways to get your henna to stain darker and deeper. A big mistake I often see people doing is washing their henna off immediately once it dries or only allowing the paste to sit for a handful of hours. Henna takes time stain properly, so I'd suggest sleeping with henna on or allowing the dried paste to fall off naturally.
I'd also recommend oiling your henna. This should be done once the paste dries and reapplied regularly on the stain. Historically, sugar water was also used as an alternative to oil. Try to avoid any harsh exfoliation as well.
If you follow these steps, you should see a dramatic improvement with your henna stain. However, if none of these options seem to work for you, I'd suggest switching to a different brand or trying homemade henna.