Hi All,
I have been doing Futures for a while and I know from Zerodha we can download the statement of P&L etc. I want to know if anyone can calculate the returns on F&O trades such as XIRR or CAGR. I was trying to do it but as XIRR need dates and cash inflow and outflow I was not able to calculate this.
Checking if anyone has done that or another way of thinking about how should we calculate the returns for F&O.
Excel or Google Sheet, manually… and do not do payin our payouts frequently… 
Yah Very tricky, I don’t pay in / pay outs till first day of quarter and calculate quarterly returns .
Still loss or profit from existing trades will not give actual return plus some trades money will be still locked and unrealised so ill try to close all existing positions before march 31 and take fresh postions ( just for return calculations) . So ill get approximate quarterly returns and approximate yearly retruns .
@siva0 Do you calculate the XIRR as when I tried to do it - it did not work - as cash in/out is very difficult to track and on top of that I also have margin pledge of shares - which I will sell at various times and pledge new ones. Yesterday I tried to build something myself using Python and best I was able to do is to get the overall return same as Zerodha displays but on commutative basis.
If this is of any help.
But remember it calculates xirr at account level.