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The Profit and Loss totals shown within the Risk Managerapplication differ from what I see on ANVIL. Why is that?

April 26, 2017Anvil differ loss profit risk totals

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The Profit and Loss totals shown within the Risk Managerapplication differ from what I see on ANVIL. Why is that?

1 Answer

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Net PnL calculates its figure using commissions paid, and certain other fees, if applicable. Additionally, the logic for computing Net PnL uses prints “aftermarket” instead of inside prices because of the typically large variations in aftermarket trading sessions.