Conor MacNeil Hello, your cacluation is not correct. As you see, P/L in total was -1,892.68 and total cost was 19,688.70. So the P/L should be calculated as P/L divided by total cost. It returns -9.6% (=-1,892/19,688). Am I wrong? I cannot understand why you weight-averaged P/L ratios themselves.

Maroon Basilisk Hi there, it's not a matter of correct vs incorrect. It is common to use weighted summation at the parent level via calculating P/L at the lot level.

This is how we designed the system.

Our method provides a more accurate reflection of how each position contributes to the overall P/L %, considering its relative size or importance in the portfolio. It shows the impact of each individual holding relative to the total portfolio size. It's a common calculation method for the use of lots across brokerages.

Conor MacNeil Yes, as you said, It is common to use weighted summation at the parent level via calculating P/L at the lot level.

But the problem is that you calcuated "P/L ratio" (not P/L) at the lot level and then sum up. That's the difference. Why don't you open MS Excel and manually calculate whether it returns -8.5%?

Maroon Basilisk: Sure, here is the calculation.

As I have said, we calculate the P/L at the lot level (the notional and %) and then aggregate at the parent level by summing P/L and weighted summing P/L %.

Your method is fine also, and is a simpler method, typically used when there are not lots present.

Conor MacNeil Conor, my calculation is attached. Total P/L should be calculated based on total cost and total profit/loss, not P/L ratio(%) at lot level. If you weighted-average the P/L ratio at lot level, it is misleading.

Maroon Basilisk: Thank you for expressing your opinion on the matter. I think we have covered all that we can here. You have expressed an opinion that you prefer one method, while we use another method.

Both are legitimate methods of aggregation. You feel your method is more accurate.

I will take this into consideration, discuss with the team, and see what we can do.

Conor MacNeilthanks

Maroon Basilisk: Closing this ticket for now, but want you to know i've saved the URL and conversation history and have added this context to a ticket I will work on to potentially refactor how we calculate this. This ticket will still be available if you need to reach out.