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The data for TOTAL P/L, DOD, and WOW are all obtained from HISTORICAL GROUP P/L, and users need to store the daily profit and loss data in advance. This means that you need to open the HISTORICAL GROUP P/L app and click on SAVE to save the data into the system first before data can appear in the Daily Statement app (need to make sure that the Portfolio, Start Date, End Date and Group in Settings are exactly the same for both apps). Specifically, for example, if we store the P/L of trading portfolio 5003 on April 20th in GROUP P/L, then this data will be in DOD in DAILY STATEMENT. To obtain WOW, we only need to store the profit and loss data of the same day in the previous week.
To categorise the trades according to your needs, you can reorganise your data by dragging-and-dropping the columns at the top of the table to 'set row groups'. Columns like Total P/L, DOD and WOW will be summed up accordingly.
The 'Start Date' will be 1st day of the year (1 Jan 2023) by default and 'End Date' will be today's date by default. You can select the cut-off date ('End Date') to determine your P/L for that period and the close/settlement date of each trade is crucial as it will determine which month/year's P/L it will belong to.
The rows are the various categories of data in the portfolio while the columns indicate product information such as portfolio name, trader and total P/L. The table acts like a pivot table and can be categorised and organised by groups according to your needs. You can click here to learn how to customise the table by arranging and filtering the columns based on your preference, and saving the table layout(s) as a template. Also see Futures Contracts Codes for more information on exchange and month codes, if required.
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Navigation
To access the quantitative model/report, click on 'Dashboard' from the navigation sidebar on the left.
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Tick 'Excl T Plus' (Exclude T Plus) The "EXCL T PLUS" tick box determines if T plus trades (T+1) should be included in the portfolio calculation. So if the tick box is checked, the system will filter out T+1 trades based on the End Date, so the P/L and positions of the portfolio will be calculated accordingly. If the tick box is not checked, the system will include T+1 trades into the portfolio calculations. For example, End Date is yesterday 07 Dec 2021, one of the trades (trade date is 07 Dec 2021) is T+1. If "EXCL T PLUS" tick box is checked, the system will filter out this trade and do recalculation for the P/L and positions in the portfolio. Purpose: In China futures markets, night trading session is considered next day trade (if user trades at 07 Dec 2021 in night session, the trade date is 08 Dec 2021, so the trade is only shown in 08 dec 2021 statement). However, in some exchanges, e.g, CME, there is no such arrangement. It will be considered 07 Dec 2021 trade date and shown in 07 Dec 2021 statement. So if the trade is performed in night session, user can choose to select T+1 under T PLUS column. There will be a case when the user wants to standardise the date when they trade spread trading (e.g., BUY SHANGHAI COPPER and Sell COMEX COPPER in night session). In broker statements, SHANGHAI COPPER is shown in 08 Dec 2021 and COMEX COPPER is shown in 07 Dec 2021. So once you tick "EXCL T PLUS", and End Date is 07 Dec 2021, then COMEX COPPER trade will be filtered out and portfolio P/L and positions will be recalculated. |
WoW (week-over-week) 周环比 comparison means taking the profit and loss of the current day and subtracting it from that of the same day of the previous week. For example, if today is Wednesday, we subtract the profit and loss of this Wednesday from that of the previous Wednesday. If today is Thursday, we subtract the profit and loss of this Thursday from that of the previous Thursday. DoD (day-over-day)日环比 comparison means taking the profit and loss of the current day and subtracting it from that of the previous day, without the need for a percentage change. If there are holidays, and the holidays fall on Thursday to Sunday, then Monday to Wednesday of the new week will be compared normally, and Thursday and Friday will be compared with Wednesday. If the holiday is from last Saturday to this Wednesday, then Monday to Wednesday of the following week will be compared with Friday of the previous week.
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Functionality
Please refer to Table Settings for table functionalities.
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