Calculation Details

Introduction

This document describes how the system calculates different PnL metrics: Realized PnL Closed, Daily PnL (Base CCY, Absolute), Daily PnL (Absolute), Daily PnL %, YTD PnL (Base CCY), YTD, $, and YtdPct (Year-to-Date Percentage). All formulas and examples are provided in English for clarity.

1. Realized PnL Closed (Absolute)

Concept: Closed PnL contains realized part of positions for whole period when position was closed or partially closed.

It means that after positions closure (it could be after sell or transfer out actions) System calculates realized gain / loss by closed part and moves this amount to Realized Closed PnL including commission and incomes for corresponding sold / transferred part.

Formula: Realized PnL Closed = (Sell Price − Purchase Price) × Quantity − Commissions (+ Income allocation, if applicable)

2. Daily PnL (Base CCY, Absolute)

Concept: Sum of all PnL components recognized on a given day, reported in the portfolio base currency.

Formula: Daily PnL (base) = Daily Realized (base) + Daily Income (base) + Daily Unrealized (base, if included)
Daily Realized (base) = Σ Realized PnL Closed events × FX rate (recognition date)

3. Daily PnL (Absolute)

Concept: Measures the absolute change in Position value on a given day.

Formula: Daily PnL = Value at end of day − Value at start of day

4. Daily PnL % (Percentage)

Concept: Measures the percentage change in position value from the start to the end of the day.

Formula: Daily PnL % = (Value at end of day − Value at start of day) ÷ Value at start of day × 100

5. YTD PnL (Base CCY, Absolute)

Concept: Cumulative PnL from the beginning of the year to the current date, expressed in base currency.

Formula: YTD PnL (base) = Σ Daily PnL (base) from Jan 1 to current date

6. YTD, $ (Year-to-Date, Absolute)

Concept: Shows the absolute change in position value from the beginning of the year to the current date.

Formula: YTD, $ = Value at current date − Value at the start of the year

7. YtdPct (Year-to-Date, Percentage)

Concept: Measures the percentage change in position value from the start of the year to the current date.

Formula: YtdPct = (Value at current date − Value at start of the year) ÷ Value at start of the year × 100