Fully reporting your investment sales (cost basis and holding period) is the best way to let the IRS know you had a loss (or at least no gain).
Technically, you are supposed to report all your income on your tax return, which would include the gross proceeds on Form 1099-B.
If all of your investment sales were of "covered securities" (cost basis and holding period reported), then it may not make any difference. If, however, any of them did not report a cost basis, the IRS may only see your gross proceeds and treat it all as income.
