it seems the best traders in the world return approx 30% per annum year in year out, on average (top of the head figures). not counting all the ones who go bust. unless you use more leverage, or take more risk. Use this as a guide.
If you want examples, I can say this: Learning curve: 5+ years Trading during learning: Loss $15,000 Trading full-time since Feb 2006 trading S&P500 e-mini futures contracts as a retail trader: Initial capital $300,000. Allocated capital to 1 year $75,000, maximum loss per trade 2% Current Net Profit: $46,000 But how's that going to help you, I am not certain.
If you're good, you should be able to make net 25% (non-margined)... If you margin yourself and fully utilize it, adjust that 25% upwards accordingly... and be prepared to accept a proportionate increase in equity curve volatility...
realistically, conservatively and based on personal experience, IMHO a retail trader with a good broker like IB should be able to make 20-30% *most* years.
i make 10% on a bad year, 30% on a good year, and i'm happy with that. i don't understand futures, so i only do stock equities and options. also, i do puts but don't short stocks as a general rule. if i think it's going down, i buy puts.