Historical Group P/L

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To access the quantitative model/report, click on 'Dashboard' from the navigation sidebar on the left. Select the model/report from the drop-down list and click 'Create'. Click on the 'Settings' button (gear icon) at the top right corner of the model to set up your model/report.

About

The Historical Group P/L app provides an overview of all historical saved trades and their total P/L, with daily change in P/L, commission and expenses/income details displayed for your convenience. It contains all the historical saved data created in Group P/L app.

Please note that for the details in the app to appear, you will need to click on the "Save" button at the bottom left of the Group P/L app. The End Date of the Group P/L app are critical in determining the data to be displayed. Once you select your End Date in the settings of Group P/L app, click on the "Save" button and open the Historical Group P/L app. If the date range in Historical Group P/L app is within the date range selected in the Group P/L app, the End Date of the saved data in Group P/L app will appear as a row in the Historical Group P/L app and the relevant data will be calculated and displayed accordingly.

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 daily change in P/L, commission and expenses/income will be summed up accordingly.

The 'Start Date' will be 1st day of the year (1 Jan 2021) 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 assets 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.

Note: For expense/income items to appear in the expense/income column, you will be required to select the contract number to be linked to the specific expense/income item in the expense/income table.

This app is similar to Group P/L but without:

• Compare Date

• Default group is Settlement Date

• Historical GPPL

• Excl T Plus

You can add “Days” in Settings to determine the maximum days of records to display.

Daily Change Logic: The system will get the nearest available market data price for comparison

1. Choose End Date:

   1. Monday → Daily change is compared to previous Friday

   2. Tuesday → Daily change is compared to previous Monday

   3. Same for Wednesday - Friday.

   4. Saturday → Daily change is compared to previous Friday (daily change should be 0)

   5. Sunday → Daily change is compared to previous Friday (daily change should be 0) or it will be compared to the following Monday's market data price if it is available

2. How to check daily change figure is correct:

   • Open 2 Group P/L apps

     • 1 Group P/L app's end date and the other Group P/L app's end date will be 1 day before, excluding weekends

     • 1st Group P/L app's total P/L amount + daily change should be = 2nd Group P/L total P/L amount.

Navigation

To access the quantitative model/report, click on 'Dashboard' from the navigation sidebar on the left. 

Select the model/report from the drop-down list and click 'Create'. Click on the 'Settings' button (gear icon) at the top right corner of the model to set up your model/report.

Sharing Model/Report/Dashboard

To share the model with your group members, click on the "Share" button next to the Title of the model followed by the email address of the group members you want to share it with. Once submitted, the model will appear in the Dashboard>Group Dashboard of the selected group members.

This is different from sharing individual or entire Dashboard models/reports, which allows any user who may or may not be users of MAF Cloud to access the individual model/entire dashboard via the shared web link (link will expire in 8 hours). In Group Dashboard, only group members can access the shared models/reports.

Group Rows

You may also group the rows (liken to the pivot table function in Microsoft Excel) to view the grouped data by dragging any column headers into the “row groups” section as highlighted:

Guide

Input

Name	Description	Type	Example
Portfolio	Portfolio selected.	Portfolio (Selection)	ABC
Start Date	Start of product time-series.	Date (YYYY-MM-DD)	2015-06-01
End Date	End of product time-series.	Date (YYYY-MM-DD)	2019-06-14
Auto Update	Tick: Resets the dates to default once you leave the ‘Dashboard’ page. Untick: Dates according to your settings remain unchanged once you leave the ‘Dashboard’ page.	Checkbox	-
Comments	Useful for documentation purposes or for settings description.	Text	-

Output

Example

Please note that for the details in the app to appear, you will need to click on the "Save" button at the bottom left of the Group P/L app. The End Date of the Group P/L app are critical in determining the data to be displayed. Once you select your End Date in the settings of Group P/L app, click on the "Save" button and open the Historical Group P/L app. If the date range in Historical Group P/L app is within the date range selected in the Group P/L app, the End Date of the saved data in Group P/L app will appear as a row in the Historical Group P/L app and the relevant data will be calculated and displayed accordingly.

Definition of Terms

Please refer to List of Definitions: Trades.

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