We look at the total strategy equity (closed P/L plus open P/L plus cash in your strategy plus the value of what you hold) and compare it at two points in time. For the "October monthly return" for example, we'll compare the equity on October 31 and October 1 and calculate the percentage change between the two dates.
Keep in mind that positions are marked-to-market (i.e. open trades count in the valuation, and are based on market prices at the moment in time). Also keep in mind that we include things like your subscription price (i.e. monthly fee you charge customers) and typical commission rates.