Reading the trade history: why the report and your arithmetic disagree — United Arab Emirates
A closed trade produces one number in the history and, quite often, a different number in the trader head. The gap is almost never an error — it is a line that was not counted: the second half of the spread, a commission charged per side, an overnight financing entry, or simply the platform clock running on a different time zone. This page takes the statement apart line by line. CFDs carry a high risk of losing money.
Open Exness Account →The result of a closed trade is not one number but four stacked on top of each other: the distance the price travelled, the spread paid on entry and exit, any commission charged per side, and financing for every night the position stayed open. Mental arithmetic normally counts the first and forgets the rest, which is why a small winner reads as a small loser and a flat trade reads as a charge. Reconciling a statement is the habit of matching each of those four lines to something you can look up, until the leftover difference is the market and nothing else.
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Conditions that show up as lines in the report
- Raw spreads from 0.0 pips on the Raw Spread and Zero accounts
- Negative balance protection — losses are limited to the funds you deposit
- Swap-free (Islamic) accounts available
- MT4, MT5, the Exness Terminal web platform and the Exness Trade app
Tools for checking a line
Rebuild one trade
Enter volume, entry and exit and see the result broken into spread, commission and financing.
Work back from risk
Turn a sum you are prepared to lose and a stop distance into the volume that matches it.
The overnight line
Measured financing per lot per night, including the day of the week that carries a triple charge.
Fill versus request
Measured latency and signed slippage — how far fills land from the level that was clicked.
Server clock
Sessions and the daily cut-off by server hour, which is the timestamp the history uses.
To check a specific figure: rebuild the result of a trade from volume and price, work back from risk to volume, look up the overnight financing entry for the instrument, compare the fill against measured execution readings, and translate a server timestamp into your own hour.
What reconciling actually proves
A statement that reconciles to the last cent is worth more than a profitable week, because it turns every later result into evidence rather than an impression. Once the four lines behind a trade are understood — price, spread, commission and financing — the remaining differences are the market, and those are the ones worth studying. Independent trader feedback is collected on Trustpilot. CFDs carry a high risk of losing money — confirm the latest terms before depositing.
Open Exness Account →Four lines behind every closed trade
Price movement is the only line most traders track. It is the difference between the entry and exit levels multiplied by the size of the position, and on its own it will almost never match the number the history reports.
The spread is charged twice in effect — once when entering at one side of the quote and once when leaving at the other. On a short trade held for minutes it can be the largest single line in the whole result.
Commission, where the account type has one, is usually quoted per side and per lot, so a round turn carries it twice. Financing is a separate entry applied at the daily rollover and repeated for every night the position survives, with one day of the week carrying a triple charge.
Where the clock creates a phantom difference
The history stamps every deal in server time, not in the time zone of the device. A trade that felt like a Tuesday evening can be recorded on a Wednesday, and any comparison against a personal note taken in local time will disagree by exactly that offset.
The daily rollover follows the same clock. A position that looks like it was held inside a single day can still collect a financing entry, simply because it spanned the cut-off on the server rather than midnight at home.
Report filters use the same server dates. Exporting a period and then wondering why a trade is missing at the boundary is usually the offset again, not a lost record.
Differences that are real and worth studying
A fill away from the requested level is slippage, and it can go either way. It is a property of the moment the order reached the market, and it is measurable: readings from real orders are published on this site.
A partial close splits one position into several history rows, each with its own price and its own share of the costs. Adding the rows back together is the only way to see what the original position actually returned.
Balance and equity answer different questions. Balance counts closed trades only; equity adds the floating result of everything still open. Comparing one against the other and calling the gap an error is the most common reconciliation mistake there is.
Reconciling a single trade end to end
- Open the deal in the history and write down five fields: volume, entry price, exit price, the commission entry and the financing entry.
- Convert the price distance into money using the contract size for that instrument, not a rule of thumb borrowed from another market.
- Subtract commission for both sides where the account type charges it, then subtract or add every financing entry the position collected.
- Compare the total against the reported result. A remaining gap that is small and one-directional is usually slippage on entry or exit.
- Check the timestamps in server time before blaming a missing row; a trade at a date boundary sits on the other side of the filter.
- Repeat on one trade a week rather than on a whole month at once — the point is to learn which line surprises you, and that shows up fastest one deal at a time.
Instrument specifications, commission and financing entries can change; the values that apply to a specific deal are the ones recorded on that deal.
Line in the report, what it is, where to verify it
| Line | What it represents | Where to check it |
|---|---|---|
| Price distance | Entry against exit, multiplied by position size | Rebuild it in the profit calculator with the same volume |
| Spread | The gap between buy and sell quotes, paid on entry and on exit | Measured spread readings by hour are published on this site |
| Commission | Charged per side and per lot on account types that use it | The deal row itself, and the account type description |
| Financing | Applied at rollover for each night the position is held | Measured overnight rates per lot, including the triple-charge day |
| Slippage | Difference between the requested and the filled level | Measured execution readings from real orders |
| Partial close rows | One position reported as several deals | Sum the rows before comparing anything |
| Balance against equity | Closed results against closed plus floating | Compare like with like: closed trades only, or the account snapshot |
A reading guide rather than a statement about any individual account. Figures shown are indicative and measured on the platform.
Frequently asked questions
The trade closed in profit but the balance barely moved. What was missing?
Why does the history show a different date than the one I remember?
A position was open for a few hours and still collected a financing charge. How?
One trade appears as three rows. Is that a duplicate?
The fill price is not the price that was clicked. Is that normal?
Why do balance and equity disagree at the end of the day?
What is the fastest way to find which line I keep forgetting?
Reviews
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