How do you find your PnL history on an exchange?

Accessing PnL History via Exchange Dashboard

1. Log into your exchange account using valid credentials and two-factor authentication if enabled.

2. Navigate to the trading section or portfolio tab, where most platforms consolidate performance metrics.

3. Look for a dedicated menu labeled “History”, “Account Statement”, or “Performance” — these often house realized and unrealized PnL data.

4. Some exchanges display PnL directly on the main dashboard under a widget titled “Today’s PnL” or “Total PnL” with a toggle to view historical breakdowns.

5. Clicking into that widget usually opens a time-filtered table showing entry price, exit price, position size, fee deductions, and net gain or loss per trade.

Filtering and Exporting PnL Records

1. Use date-range selectors to isolate PnL activity for specific intervals — daily, weekly, monthly, or custom periods.

2. Apply filters by asset pair, order type (market/limit), or status (filled/canceled) to narrow results meaningfully.

3. Check for an export button, typically represented by a downward arrow or CSV icon, allowing download of raw PnL entries in spreadsheet format.

4. Exported files generally include timestamps, transaction IDs, base/quote currencies, executed prices, fees in both base and quote, and final PnL expressed in the account’s default settlement currency.

5. Verify whether the exported data reflects gross PnL before fees or net PnL after all exchange charges, funding costs, and slippage adjustments.

Understanding Realized vs. Unrealized PnL Displays

1. Realized PnL appears only after closing a position — it is immutable and recorded in trade history with final settlement details.

2. Unrealized PnL updates continuously while open positions remain active and is usually shown beside margin balances or in real-time position panels.

3. Some interfaces separate these values visually — realized in green or red text, unrealized in gray or italicized font — to prevent misinterpretation.

4. Margin-based accounts may show cumulative unrealized PnL across all open contracts, including cross-margin allocations and isolated leverage settings.

5. Spot traders see realized PnL primarily from buy-sell cycles, whereas futures users encounter additional layers like funding rate impact and mark-price divergence effects.

Common Issues Affecting PnL Accuracy

1. Timezone mismatches between exchange server clocks and user device settings can shift timestamps and distort daily aggregation logic.

2. Fee tiers tied to VIP levels or volume commitments may apply retroactively, causing recalculations that alter previously displayed PnL figures.

3. Staking rewards, airdrop credits, or token swaps processed outside standard order flow might not appear in PnL history unless explicitly tagged as income events.

4. Liquidated positions sometimes show negative PnL entries without corresponding fill details, especially when partial fills occur across multiple price levels.

5. API-driven trading tools may record PnL differently than web interfaces due to asynchronous sync delays or caching behavior in client-side rendering.

Frequently Asked Questions

Q: Does PnL history include losses from failed stop-loss triggers?A: Yes — if the stop-loss order was accepted by the matching engine and partially or fully executed, it appears as a regular trade with associated PnL. Failed triggers due to insufficient liquidity or price gaps do not generate entries.

Q: Can I view PnL history for trades made through sub-accounts?A: Most centralized exchanges allow PnL filtering by sub-account ID, but consolidated reporting requires administrator-level access and may exclude internal transfers between sub-accounts.

Q: Why does my PnL differ between the mobile app and desktop interface?A: Mobile clients sometimes cache older snapshots or omit minor fee components like network gas reimbursements applied post-trade, leading to temporary discrepancies until full sync completes.

Q: Are arbitrage trades flagged separately in PnL records?A: No — exchanges treat arbitrage orders identically to any other market or limit instruction; classification depends solely on user-labeled tags or external analytics tools, not native exchange metadata.