Position m2m formula

pseudo · June 2023

I understand the PnL formula from other posts (pnl = (sellValue - buyValue) + (netQuantity * lastPrice * multiplier)). Can you please share the formula for m2m as well.

sujith · June 2023

It is m2m = (sellM2m - buyM2m) + (netQuantity * lastPrice * multiplier)

pseudo · June 2023

Thank you Sujith

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Position m2m formula