Computing Return

Discussion in 'Trading' started by algoman83, Sep 26, 2008.

  1. algoman83


    Computing return on a position is easy - (profit / amount invested) * 100

    I am struggling to come up with a way to measure my results consistently when I invest different amounts every day and my position sizes vary. What formula do you day traders, or system traders use to calculate a return that you can use to compare performance?