Finance, Cryptocurrency, Trading, Algorithmic Trading, Blockchain.
buy price: ((10 * 1.00) + (5 * 1.03)) / (10 + 5) = 1.01 Average sell price: (8 * 1.05)/8 = 1.05 Realized PnL: (average buy price — average buy price) * quantity = (1.05 — 1.01) * 8 = 0.32 Theoretical exit price: 0.99 Current market price: 1.02 Unrealized PnL: (theoretical exit price — current