Group P/L Chart

Owned by IT Support
Last updated: Feb 08, 2023
4 min read

Group P/L Chart allows users to analyse transaction data and plot time series from multiple dimensions. Users can freely select and filter the data and classification criteria according to real-time trading strategies.

Please 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.

 

  1. For Group P/L Chart app to work, you will need to save the data in the Group P/L app first. The saved data will be used to plot the time series in the Group P/L Chart app. To do so, in the Group P/L app, please click on the Save button at the bottom left corner of the app to save the data into the database. You may then proceed to the Group P/L Chart app to view the time series.

 

2. Group P/L Chart app, please click on the Settings function ('gear' icon) and input the fields accordingly:

  • Public/Proprietary：Select public market data or proprietary market data to determine the market data prices used to calculate the P/L or positions accordingly. Please note that if the proprietary (private) market data for certain dates are not input here eg 1 May to 10 May price is input but not 9 May, when you select private data when viewing the portfolio and using the models in Dashboard (eg for trades with trade date on 9 May but private data is not available), the system will use the latest date's settlement price (10 May) to perform the calculations.

  • Days: Input the maximum number of days of the data to be displayed, counting backward from the selected End Date. For example, if you input 30, the table will display maximum 30 days for settlement days (30 days before End Date).

  • Start Date：The start date for calculating the transactions, will be the start of the year (eg 1 Jan 2021) by default. you may change this field as necessary.

  • End Date：The end date for calculating the transactions, will be yesterday’s date by default, you may change this field as necessary.

  • Group：Portfolio, Category, Trader, Strategy and Company are selected automatically, this field is uneditable.

  • Scope：The scope will determine the values to be aggregated for the selected Series Key. If left empty, all items will be included in plotting the time series. You may select specific items from the dropdown list of each item under Scope to be summed up according to your requirements. For instance, if Trader is selected in the Series Key (e.g. there are only Trader X and Y), and Portfolio A, B and C are selected under Scope, the chart will plot 2 time series, 1 each for Trader X and Trader Y based on the aggregated P/L values of Portfolio A, B and C.

    • Portfolio: All portfolios created will be displayed here.

    • Trader: All trader names input in the trades will be displayed here.

    • Category: All category input in the trades will be displayed here.

    • Strategy: All strategy input in the trades will be displayed here.

    • Company: All company names created in Company Profile will be displayed here.

  • Series Key: The Series Key will determine the number of time series to be plotted. For instance, if Trader is selected in the Series Key (e.g. there are only Trader X and Y), and Portfolio A, B and C are selected under Scope, the chart will plot 2 time series, 1 each for Trader X and Trader Y based on the aggregated P/L values of Portfolio A, B and C

  • Remarks：Remarks

Please click on Submit to save the data.

Please note that if the total P/L in Group P/L chart is different from the Group P/L Details table, it could be because Group P/L Details table excluded portfolios that have been settled (Yearly Settlement function in Portfolio page) whereas not selecting any portfolios in Group P/L Chart will mean it will include all portfolios, regardless of whether they have been settled or not. Therefore, both total P/L will not balance as Group P/L Details table excludes portfolios that has been settled and Group P/L Chart includes all portfolios regardless of whether they have been settled or not. In this case, you may need to select the correct portfolio name etci n the Scope of Group P/L Chart in order for the total P/L to reflect accurately. Otherwise, user can select the same portfolios eg Default Portfolio in both apps to ensure the total P/L are the same.

 

 

3. The Group P/L Chart will be plotted according to your settings. You may change the settings as necessary or create multiple charts to view the plots for different sets of data.

 

If Group P/L Chart app remains empty, please ensure that the following fields in Group P/L Chart app are exactly the same as the Settings function of those data saved in Group P/L app:

  • Selected Start Date and End Date

  • Selected items under Group (Portfolio, Category, Trader, Company, Strategy)

To learn more about table settings, please refer to Table Settings .