PnL values

Measure	Description	Required hierarchies	Formula
DTD PnL	Daily PnL in the display currency. Aggregates DTD PnL Native (FX-converted via the Ccy level) and DTD PnL AddOn.		$\text{DTD PnL}=\text{DTD PnL Native}\cdot\text{FX}_\text{Ccy}+\text{DTD PnL AddOn}$
DTD PnL Native	Daily PnL in native currency. Sum of the `Daily` field from the PnL store.	Currencies	$\text{DTD PnL Native}=\sum\text{Daily}$
MTD PnL	Month-to-date PnL in the display currency. MTD PnL Native is FX-converted using the Ccy level.		$\text{MTD PnL}=\text{MTD PnL Native}\cdot\text{FX}_\text{Ccy}$
MTD PnL Native	Month-to-date PnL in native currency. Sum of the `Monthly` field from the PnL store.	Currencies	$\text{MTD PnL Native}=\sum\text{Monthly}$
YTD PnL	Year-to-date PnL in the display currency. YTD PnL Native is FX-converted using the Ccy level.		$\text{YTD PnL}=\text{YTD PnL Native}\cdot\text{FX}_\text{Ccy}$
YTD PnL Native	Year-to-date PnL in native currency. Sum of the `Yearly` field from the PnL store.	Currencies	$\text{YTD PnL Native}=\sum\text{Yearly}$
LTD PnL	Lifetime PnL in the display currency. LTD PnL Native is FX-converted using the Ccy level.		$\text{LTD PnL}=\text{LTD PnL Native}\cdot\text{FX}_\text{Ccy}$
LTD PnL Native	Lifetime PnL in native currency. Sum of the `Lifetime` field from the PnL store.	Currencies	$\text{LTD PnL Native}=\sum\text{Lifetime}$

​PnL values