- PnL: how much money you have made or lost on this product since you were last flat.
- Average Open Price: Average price at which you opened (bought if you are long, sold if you are short) since you were last flat, minus fees.
PnL = Sum(current mark price - fill price) * fill size * (-1 if sell, 1 if buy) - fill fee for all the fills since you were last flat.
Average Open Price
This is the weighted average of the price of your opening fills since you were last flat.
Opening Fills = all fills that were opening (buying if you are currently long, selling if you are currently short) since you were last flat.
Opening Size = Sum(fill size) for all Recent Opening Fills.
Average Open Price = Sum(fill price * fill size) for all Recent Opening Fills / Opening Size