I guess that really depends on how much you're trading. If you're accumulating capital gains (and losses) at a consistent pace, a well formulated excel spreadsheet can save you a lot of headache.
Or, your brokerage SHOULD provide you with detailed transaction documents that you could print off, calculate and keep track of on a monthly basis.
You also should receive either a T3 (if you're a unitholder) or a T5 (if you're a shareholder) tracking your dividends.
Just remember that capital gains, dividends, and interest income are taxed all at different rates. So, you may want to create 3 separate sheets, depending on if you have taxable income from all 3 methods of income.