Trading P&L Calendar

What the calendar measures

A trading P&L calendar groups realized results by close date. A green date can contain losing trades; a red date can contain winners. Open positions, deposits and withdrawals are absent here, so the monthly total is neither account equity nor a percentage return. It also does not include unrealized mark-to-market changes.

Choose a date convention that matches your records. Enter each closed position or partial close once, with actual average fills and its allocated costs. Compare the export with your broker statement; differences in close dates, fees, currency conversion and settlement can explain a mismatch.

Check the multiplier before the result

Long gross P&L = (exit − entry) × quantity × point value
Short gross P&L = (entry − exit) × quantity × point value
Net P&L = gross P&L − entered paid costs

For a USD-priced stock share, point value is 1. Futures require the contract’s USD value of a full price point, not its tick size. CME explains the equivalent calculation using ticks, tick value and contract count. Verify the contract you actually traded in CME’s futures P&L guide.

For options, use premium prices and the premium multiplier from the contract specification. An adjusted deliverable does not necessarily change that multiplier: the OIC’s corporate-action FAQ illustrates a reverse split with 10 deliverable shares but a premium multiplier of 100. This tool does not model exercise or assignment.

Only linear USD P&L is supported. Forex inputs must use a USD quote currency and base-currency units, not lots. Use a separate calculation for cross-currency conversion, inverse crypto contracts, negative prices, multi-leg positions or credits such as rebates. Gross and paid costs are each rounded to cents before computing net results.

A reproducible six-trade example

The fictional August dataset has net trade results of +$18, −$6, −$24, +$49, $0 and +$8. They sum to $45 after $10 of costs. The futures example is (998 − 1,000) × 2 contracts × $5 per point − $4 costs = −$24.

Three of six trades win, so trade win rate is 50%. The first two trades share a close date: +$18 − $6 = +$12. That produces five recorded dates, three positive, one negative and one flat; daily win rate is 60%. The flat date counts in the denominator.

Net trade profit factor is ($18 + $49 + $8) ÷ ($6 + $24) = 2.50. Netting by date first would give $69 ÷ $24 = 2.875, a different statistic. This calendar reports the trade-based ratio. No threshold proves an edge, and these invented examples are not evidence of a strategy’s performance.

Use dates to choose what to review

Select a date and inspect its underlying trades before explaining the color. A loss could reflect position size, ordinary variation, costs or a rule violation. The calendar cannot determine motive or diagnose revenge trading. Add contemporaneous notes, then compare them with your written plan.

The ending streak looks only at recorded dates in the selected month. A flat date resets it; missing dates are skipped. An empty month has no observations, so win rates and profit factor show N/A. Missing records can bias every metric.

Excel exports include monthly, daily and trade-level values for the selected month. CSV includes the same month’s trades. They contain snapshots, not spreadsheet formulas; editing a downloaded value will not recalculate other cells. Export other months separately.