Account Equity and PnL Calculation for Coin-Margined Contracts

USDⓈ-Margined Futures Account Equity

Account Equity refers to the estimated net assets currently held in the futures account.

  • Account Equity = Account Balance + Unrealized PNL
    • Account Balance = Transferred-in Funds − Transferred-out Funds + Realized PNL of All Positions

 

PNL Calculation for Coin-Margined Contracts

1. Total PNL

Total PNL refers to the overall profit and loss since the position was opened, estimated based on the Mark Price or the Last Traded Price.

Total PNL = Realized PNL + Unrealized PNL

 

2. Unrealized PNL

Unrealized PNL is calculated based on the difference between the Average Entry Price and the Mark Price (or Last Traded Price), multiplied by the position size. After a position is successfully opened, Unrealized PNL will be displayed in the position details. This value is an estimated profit or loss of the current position.

Calculation as follows:

(1) Unrealized PNL (Long) = Position Size × (1 / Average Entry Price − 1 / Mark Price)

(2) Unrealized PNL (Short) = Position Size × (1 / Mark Price − 1 / Average Entry Price)

Note: Unrealized PNL is only an estimated value and does not determine the final profit or loss. The final PNL is determined by Realized PNL.

 

3. Realized PNL

Realized PNL refers to the user’s profit or loss since opening a position, including the trading PNL generated from reducing or fully closing positions, as well as trading fees and funding fees paid.

(1) Funding Fee

Funding Fee = Position Size / Mark Price × Funding Rate

Funding fees are calculated every minute and are generally settled every 8 hours at 08:00, 16:00, and 24:00 (UTC+8).

Users only need to pay or receive funding fees if they hold a position at the settlement time. If the market premium rate is excessively high, the settlement cycle may be dynamically adjusted to 4 hours or even 2 hours.

For details, please refer to Introduction to Futures Funding Fees.

 

(2) Trading Fee

A trading fee is charged when a buy or sell order is placed and executed. The calculation formula is:

Coin-Margined Contract Trading Fee = Fee Rate × Contract Qty × Contract Face Value / Buy/Sell Limit Price

 

(3) Trading PNL from Reducing or Closing Positions

When a user reduces or fully closes a position, the trading PNL is calculated based on the closing price and the settlement price.

Calculation as follows:

Trading PNL (Long) = Closing Qty × (1 / Average Entry Price − 1 / Closing Price)

Trading PNL (Short) = Closing Qty × (1 / Closing Price − 1 / Average Entry Price)

 

4. Return Rate (PNL%)

The return rate of an open contract position is estimated based on the Mark Price or the Latest Transaction Price.

Return Rate = Total PNL / Initial Margin

Note: Total PNL is the sum of Unrealized PNL and Realized PNL. The return rate is the ratio of the user’s Total PNL to the Initial Margin.

 

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