In Episode 9 of the Optimus Future's Podcast our host, Matt Zimberg explains to the audience how an individual can measure their futures trading performance.
As mentioned in the podcast, Matt has written a couple of articles pertaining to the subject of how to measure futures trading performance. Provided below are links to these articles.
Positive Expectancy is more important than your last futures trade: http://optimusfutures.com/tradeblog/archives/positive-expectancy-is-more-important-than-your-last-futures-trade/
Ratios Used in Evaluating Automated Trading Systems: http://optimusfutures.com/tradeblog/archives/ratios-used-in-evaluating-automated-trading-systems/