All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
You should not have pretended to perform the prayer as there is no embarrassment in having menses, because this is a matter which Allaah decreed for all women. Some scholars are of the view that it is forbidden for a person to pretend to be praying without having an intention to do so. Therefore, you should repent to Allaah and you should not do this again.
Allaah Knows best.