Excel integration with TT

Excel integration with TT

Calculating Realized and Unrealized P/L

The following example formulas represent an optimal way to calculate both Realized and Unrealized Profit/Loss (P/L). However, you may need to adjust these values based on your own trading style.

To calculate realized and unrealized P/L, we populate the following cells in the spreadsheet (e.g., A1) with the corresponding RTD properties (e.g., Instrument LTP):

  • A1 = Instrument LTP
  • B1 = Instrument Point Value
  • C1 = BuyQty
  • D1 = AvgBuyPrice#
  • E1 = SellQty
  • F1 = AvgSellPrice#
  • G1 = NetPos
  • H1 = AvgOpenPrice#

Using these values, we calculate Unrealized P/L (in the contract's currency) using:

(Instrument LTP - AvgOpenPrice#) x NetPos x Instrument Point Value


(A1 - H1) x G1 x B1

We also calculate Realized P/L (in the contract's currency) using:

(AvgSellPrice# - AvgBuyPrice#) x MIN(BuyQty, SellQty) x Instrument Point Value


(F1 - D1) x MIN(C1,E1) x B1

For a complete list of available properties, refer to the Excel RTD Properties section.