hello,
could you please explainwhy the realized pnl shown in the app after closing a trade is completely different from the formula while trading future contracts?
PnL:
Long : (exitprice-entryprice)*Qty
Short : (entryprice-exitprice)*Qty
there is a great varaition in the pnl shown in the app. Am I missing something in the equation or is it calculated on markprice?
thanks…
Your full request that used to query the PNL and the output and describe what do you think went wrong about the PNL number
Whenever I place a trade of long or short position via my python script of python-binance, when the position is closed the realized pnl shown in the order history is every time diffferent as compared to our anticipated pnl using formula of (entryprice-exitprice)*qty…
this is not the case while trading on the website binance.com, where excuting trade shows realized on the basis of the formula of (entryprice-exitprice)*qty…
please check for yourself and see the difference…
this happens consistently…and not once or twice…
thanks
1 Like
Give me a specific sample data you think has problem. Let’s better off discuss based on this endpoint - /fapi/v1/userTrades; This one gives you the PNL data which I think is legit. And don’t involve website, let’s focus on making the API data correct here