If there is no alpha, how do I measure my performance?

What is skill, respected sir? Is it, just make money more than others if the amount of risk and capital are assumed to be the same?

Also, I know its a bit overeaching, but could you tell a bit about how to find a statistical edge in our trading, I've been working on it for a while, I code, read papers and do research, but I have yet to find a stable edge that I could execute on.

Thank you