When you noticably react to a mistake on stage you have instantly broken the cardinal rule of performance. You have made it about yourself and not about the audience. You can not be simultaneously talking to the audience and talking to yourself. It is simply not possible. Don't ever react to a mistake with your body language, by swearing under your breath or even with a slight change in your facial expression. Keep focusing on the storytelling and not on your ego.
Don't make it about you. Ever.