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Use your total wealth allocated to the trades as denominator. Total wealth allocated would include all collateral. In this way you (or your broker) make sure that the denominator is always positive. Presumably this would also reflect what you really want to track. The only problem that remains is what amount of your wealth needs to be allocated. But this is ...


My suggestion would be to use the actual (leveraged) position value, rather than the cost you paid to open the position. Then if you want, you can multiply the return on the position by your leverage, so you might see something like this (if I understood your question correctly): Date PnL Begin End Return 4-Dec -30 4000 3970 ...

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