Statement: — (—) • Buttonwood Investments • Last refreshed: —
Edit the Live Price column inline — MTM and account totals recalc instantly. Yellow border = modified. Bump % stress-tests directional moves on visible (filtered) rows. Import prices CSV updates many at once:
id,price 1,103.50 2,103.55 ...Use Export prices CSV to get a starting template with current prices.
{
"schemaVersion": 1,
"meta": { "statementDate": "2026-05-14", "source": "StoneX dstm108351.pdf" },
"cash": {
"E": { "ending": 12273247.44, "priorNetLiq": 12063211.25 },
"I": { "ending": 1253816.38, "priorNetLiq": 1267129.36 }
},
"positions": [
[1, "E", "Crude", "CL", "Jun-26", "L", 51, 92.82156, 101.02, "F"],
[136, "E", "Crude options", "CL_OPT", "May-26", "S", 100, 1.07, 0.01, "O", 4900, "P"]
]
}
Use Export current data to get a template you can edit (or have me regenerate from a new statement PDF).
Enter a hypothetical trade. If the contract matches one already in your book (same product + month + strike), the Live Price column auto-fills from the live feed and ticks with the market. For new contracts not in the book, enter the live price manually (or paste it from your terminal).
| Product | Month | Strike | Type | Side | Qty (lots) | Entry / Premium | Live Price | Mult | Notional ($) | MTM ($) | $ per 1.0 move | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Totals across all rows: | — | — | — | ||||||||||
| # | Time | Action | Account | Contract | Side | Qty | Price | Realized P&L |
|---|
Session-only log. Reloading the page or loading a new statement clears it (sessions are short — trades belong in your StoneX statement of record). Realized P&L from closes is summed here; positions on the main table reflect the post-close state.
Sums long − short across all positions per product. Net direction = what the fund is actually exposed to once offsetting contracts cancel out.
Enter a per-product price shock. The dashboard recomputes MTM under that shock and shows the fund-level P&L impact plus a per-family breakdown.
Black-Scholes Greeks for the options book. Underlying price comes from the futures position; volatility and risk-free rate from the inputs below.
How your book has moved over time. Charts use every historical statement you've loaded — load more days to fill in the past month / year. Today's session trades are reflected immediately.
| Date | Source | Net Liq | Energy OTE | Index OTE | Positions |
|---|
Combined book + per account, $ at each statement snapshot.
From each statement's YTD realized P&L summary. Stacks Energy + Index.
Net Liq day-over-day change.
Total MTM by family, current snapshot.
15 biggest winners and losers right now.
Each dot is an open or close booked this session, plotted at fill price.