Ⅲ. Profit and loss calculation of margin

Opublikowano 17 cze 2022Zaktualizowano 30 paź 20232 min czytania

A. Cross margin mode of single currency account

Profit and loss

  1. Long margin with trading crypto, PnL is quoted with trading crypto (using Mark price and Last price)

    1. Mark price PnL = Assets in position - (Debt + Interest) / Mark price

    2. Last price PnL = Assets in position - (Debt + Interest) / Last price

  2. Long margin with pricing crypto, PnL is quoted with pricing crypto (using Mark price and Last price)

    1. Mark price PnL = Assets in position * Mark price - (Debt + Interest)

    2. Last price PnL = Assets in position * Last price - (Debt + Interest)

  3. Short margin with pricing crypto, PnL is quoted with pricing crypto (using Mark price and Last price)

    1. Mark price PnL = Assets in position - (Debt + Interest) * Mark price

    2. Last price PnL = Assets in position - (Debt + Interest) * Last price

  4. Short margin with trading crypto, PnL is quoted with trading crypto (using Mark price and Last price)

    1. Mark price PnL = Assets in position / Mark price - (Debt + Interest)

    2. Last price PnL = Assets in position / Last price - (Debt + Interest)

Rate of return = PnL / Margin of opening position

B. Isolated margin mode of Single / Multi-currency and Portfolio margin account

Profit and loss

  1. Long position PnL (using Mark price and Last price)

    1. Mark price PnL = Assets in position - Margin - (Debt + Interest) / Mark price

    2. Last price PnL = Assets in position - Margin - (Debt + Interest) / Last price

  2. Short position PnL (using Mark price and Last price)

    1. Mark price PnL = Assets in position - Margin - (Debt + Interest) * Mark price

    2. Last price PnL = Assets in position - Margin - (Debt + Interest) * Last price

Rate of return = PnL / Margin of opening position

By incorporating both mark price and last price into the profit and loss calculations, users can gain a more comprehensive understanding of their position's performance. Mark price helps to minimize the impact of abnormal market volatility, while last price provides insight into the most recent trading activity for the margin or contract.