Hi

Sorry that you've broken up - relationships ending hurt. A lot.
Now, your title question:
Nothing, I repeat nothing, is wrong with you. You're trying to cope with a loss, and the end of a relationship, and when you add any sort of intimate connection or romance -- it gets messy. And hurts a lot more.
Have you self injured prior to this? With the rubber band I mean, or in other ways? If you've got the prior history of using it to deal with stress it makes a lot of sense that you're doing it again to deal with this.
Do you have anyone to talk to about this? Friends? Family? Therapist/doctor?