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Since you are comparing return, please don't forget to add dividends or interest paid out [if holding bonds or bondETFs]...most websites give price only returns and the differential can really be significant especially for high dividend stocks or sectors ... such as DVY, XLU , or for Bond ETFs... recently a few apps seem to do this Total Return comparison ...


I would definitely want to mark to market, instead of reporting realized + open p&l. Because the time ordering doesn't really affect the p&l, just the breakdown between realized and open. Which I don't think matters to most people. To do this you need a market price, to mark your open position at. In an intraday context you could use the last traded ...


You are doing it right. The differences are rounding issues and can be safely ignored for any practical purpose.


One workaround for this is to add to the cumulative profit and loss the initial equity and transform the points gained in cash. Here is what i usually do. I trade forex. dollarPerPip = contracts * 100; % Here i calculate how much a pip worth in dollar, this value is true for EURUSD forex cpnl = cumsum(pnl); cpnl = (cpnl * dollarperPip) % Here transform ...

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