Prop Execution Average: Weight Each Fill by Its Actual Quantity
One order can fill at several prices and quantities. Use the confirmed quantity of each unique execution before averaging. A simple average of prices can give a different answer when the fills have unequal sizes.
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Start from the original fill rows
In a fictional buy ledger, one unit fills at 100 and three units at 102. Total executed quantity is 4 and gross consideration is 406 quote units. The weighted execution price is 406/4 =101.5.
An unweighted mean of 100 and 102 is 101, which assigns equal weight to unequal fills. Repeated export rows must also be deduplicated by the actual execution identity before calculating consideration. An order acknowledgement is not another execution row.
Keep charges separate from the execution-price statistic
If the complete supplied purchase fee is 1.2 quote units, total supplied outlay is 407.2 and outlay per purchased unit is 101.8. That fee-inclusive amount and 101.5 weighted execution price answer different questions. Do not relabel one as the other.
Against a fictional pre-recorded benchmark of 100.5, the gross execution difference is 1 per unit or 4 in total. The fee is still a separate 1.2 movement; subtracting it again from an already-inclusive metric would count it twice. No exit is supplied, so this is not a completed-trade profit.
| Record | Calculation | Result |
|---|---|---|
| Gross consideration | 1 ×100 +3 ×102 | 406 |
| Weighted execution price | 406/4 | 101.5 |
| Fee-inclusive unit outlay | (406+1.2)/4 | 101.8 |
| Difference versus 100.5 benchmark | (101.5−100.5) ×4 | 4 before separate fee |
Retain the account currency explicitly
The related resource preserves this site’s weighted-fill audit. A Canadian report needs an actual valuation if its quote unit differs from CAD. Do not infer the platform’s currency or available product from the reader’s location.
The optional sponsored HashHedge link leads to current programme details. This page reconstructs no customer order and promises no fill quality. The educational method remains useful before comparing actual account observations with the provider’s current evaluation rules.
Sources and rule dates
- HashHedge: challenge types
Checked 2026-10-23. Selected published description only. Worked numbers and event records are fictional; no actual provider account, search result, live price, eligibility or payment is established. - HashHedge: daily loss calculation
Checked 2026-10-23. Selected published description only. Worked numbers and event records are fictional; no actual provider account, search result, live price, eligibility or payment is established. - HashHedge: terms and conditions
Checked 2026-10-23. Selected published description only. Worked numbers and event records are fictional; no actual provider account, search result, live price, eligibility or payment is established.