It depends on what you’re trying to say - what heroic aspects are you trying to highlight?
I would probably say more than just I am my own heroine as that statement needs context.
A few options:
Merey nazar main main khud hi aik shuja aurat hoon (In my eyes, I myself am a strong woman)
Mein khud hi apni liyay aik [insert the characteristic] ki misaal hoon (I am an example of insert characteristic) for myself)
Mein apni muhafiz aap/khud hoon (I am my own protector)
Hope these help - though I’d welcome other suggestions from our resident Urdu experts.