Exness Profit Calculator — Estimate, Then Reconcile (Uganda)
An estimate and an account history rarely agree to the cent, and the reasons are short and specific: the price actually filled is not always the price typed in, the spread at the moment of entry is not the measured average, the nights the position stayed open may be one more or one less than the plan assumed, and a position closed in parts is several results rather than one. Pro mode isolates each of those lines — gross, spread, commission, swap, net — so the difference can be pointed at instead of guessed.
A profit calculator answers what a trade should have returned: pick the instrument, direction and volume, then enter the open and close prices. It uses contract specifications measured on a live Exness Standard account, so the money value is realistic. The useful part comes afterwards, when that figure is held next to the one in the account history and the gap has to be explained. Pro mode shows the net result after spread, commission and overnight swap, with return on margin and the break-even exit price; Simple gives the quick gross figure.
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Gross and net results are computed from spreads and contract specifications measured on a live Exness Standard account (2026-07-28). Figures are indicative — the fill actually received and the spread at that moment will differ.
Why does a 10-pip win on 0.01 lot not arrive as a 10-pip win?
On EUR/USD one pip on 0.01 lot is worth about $0.10, so a 10-pip move the right way is roughly $1.00 gross. The balance never sees that number: crossing the measured 0.8-pip spread costs about $0.08 on the way in, leaving about $0.92 before any commission or overnight swap is applied.
Figures are indicative, from spreads and contract specifications measured on a live Exness Standard account (2026-07-28). The same closed result read in shillings follows the day exchange rate, which is why a statement checked a week later rarely repeats the number.
Frequently asked questions
Which of the two figures should be compared with the account history?
The account is funded in dollars — what does the result look like in shillings?
Why does a trade closed at its entry price still lose money?
How many nights should be entered for a closed trade?
How is a position closed in parts calculated?
Does the calculator know the price that was actually filled?
Can a losing trade show a positive return on margin?
Why does one closed trade look different in shillings on different days?
How is a position built up in several entries reconciled?
Do two opposite positions on the same instrument cancel their costs?
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Mismatches reported by traders are what these tools get fixed against.
The four lines that make up the gap
Start at the gross figure, which is nothing more than the price difference times the contract size times the volume. Everything below it is subtraction, and each line has its own cause. The spread line is paid once, on entry, and is the reason a trade closed at exactly its entry price still costs money.
Commission depends on the account type in use rather than on the market, so it is constant per lot and easy to check against a statement. Swap is the awkward one: it is applied per night at rollover, which means the count follows server time rather than the calendar day the trade felt like. The measured swap table gives the nightly amount per instrument.
Net pips and the break-even exit price close the loop. Break-even is where price has to reach for the ticket to be worth nothing rather than something negative; anything short of it is a smaller loss, not a small profit.
Where the estimate and the statement part company
The fill comes first. The entry typed into the calculator is the intended price; the history records what was actually received, and in fast conditions those are not the same number. Holding the two side by side is the single most useful habit this page supports.
The rollover count comes second. A ticket that felt like a one-day trade may have crossed one rollover or none, and one that survived the triple-swap day carries three nightly amounts instead of one. Entering the nights the history shows, rather than the nights the trade felt like, usually closes most of the gap on its own.
Partial closes come third. Scaling out turns one ticket into several results at different prices, each with its own share of the swap and the commission, and the sum is what the balance actually moved by. Running the calculator once per exit and adding the results reproduces a statement far better than one run at an average price.
Keeping a record worth reconciling
Copy ticket exists for this. A plan pasted somewhere durable before the order goes in — intended entry, stop, target, volume, nights — becomes the thing the history is checked against later. Without it the reconciliation turns into memory against a statement, and memory loses.
A short log is enough: intended entry, actual fill, exit, volume, nights held, and the net figure the calculator produced. After a few dozen tickets the pattern in the gaps says more than any single trade — whether slippage on entry, uncounted nights or partial exits is the recurring cause.
Where the closed result is finally read in shillings, note the rate used beside it. The same USD figure converts differently a week apart, and a record that mixes the two can make a flat month look like a good one or the reverse.
When several tickets are really one trade
Scaling into a position turns one idea into several tickets at different prices, and the calculator prices one ticket at a time. Reconciling a scaled-in entry means either running it once per ticket and adding the results, or working from the volume-weighted average entry — the sum of price times volume divided by the total volume — and running it once.
The weighted average is quicker but it hides one thing: the spread was paid on every ticket, not once. Three entries of 0.02 lot cost three crossings of the spread, and a single run at the average price only accounts for one. On short trades that difference is most of the gap.
Opposite positions on the same instrument are the other case. Two tickets facing each other stop the balance from moving, but each still carries its own swap for every night it is held, and the two nightly amounts do not cancel — the measured table shows the long and short side separately for exactly this reason.
Reconciling one closed trade
- Open the ticket in the account history and take the actual fill and exit prices, not the intended ones.
- Read how many nights the position was really open at rollover, triple-swap day included.
- Enter the commission that applies to the account type in use, per lot round-turn.
- Run Pro mode and compare its net figure against the balance change on the statement.
- If the position was closed in parts, run it once per exit and add the results before comparing.
A residual difference usually points at the fill rather than at the arithmetic — the spread at that moment is not the measured average.
Where a difference usually comes from
| What the gap looks like | Most likely cause | Where to check it |
|---|---|---|
| Short by roughly the spread | The spread is paid on entry and was not deducted | The spread cost line in Pro mode |
| Short by a round amount per lot | Commission for the account type in use | The commission field |
| Grows the longer the trade ran | Nights counted at rollover, triple-swap day included | The nights held field and the swap line |
| Entry price does not match the plan | The fill received differs from the intended price | The account history, not the calculator |
| Several small results instead of one | The position was closed in parts | Run once per exit and add the results |
Spreads and contract specifications measured on a live Exness Standard account (2026-07-28); figures are indicative.