Apply one shared price shock to every open position and see the combined scenario P&L, exposure and closing cost.
Result
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Math. Position P&L = side × units × mark × shock. Closing cost = shocked notional × cost rate. Net exposure = long notional − short notional.
Start with one declared scenario
The sample rows apply a fictional 5% decline to two long positions. They demonstrate unit arithmetic only; the shared-driver label is a sensitivity assumption, not a measured correlation.
Net scenario P&L = price P&L − estimated fees − estimated funding or carry
Confirm contract units and quote currency first. The CSV example uses a multiplier of 1 for both fictional linear calculations. Real contract multipliers, fees, carry, fills and margin rules vary.
The fictional example uses three positions and one shared 10% downside scenario. Inputs are invented and for arithmetic demonstration only. It does not calculate correlations, liquidation, a worst case or live venue costs.