Forex portfolio exposure and scenario calculator

See which currencies your FX positions leave you long or short. Add both legs of each pair, check planned stop-loss budgets separately, then apply a consistent currency scenario. Example values are illustrative specifications, not live prices.

Every position requires a positive SL distance; positions without a stop are not supported by this planned-risk model. Enter synchronized prices. Each quote-to-account rate means account-currency units for one quote-currency unit. Additional costs are round trip per lot in the account currency. Decimal inputs use a dot.

FX positions — scroll horizontally to edit every specification
BaseQuoteDirectionLotsUnits / lotBase-to-quote priceQuote-to-account rateSL distance (pips)Pip sizeExtra costs / lotAction
Currency scenario

Calculate once to list the currencies. Enter each currency’s percentage change in account-currency value, then calculate again. The account currency stays at 0%. A +1% EUR input on a USD account means one euro is worth 1% more USD.

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Processing stays in your browser. No account or upload is required. Results depend on your inputs and are educational calculations rather than investment advice.

What the numbers mean

A long EUR/USD position has a positive EUR leg and a negative USD leg. With one 100,000-unit lot at 1.10, the model records +100,000 EUR and −110,000 USD. A short position reverses both signs. These FX-equivalent legs describe directional exposure; they are not a reconstruction of your broker’s cash ledger.

Base units = direction × lots × contract units.
Quote units = −base units × pair price.
Base-to-account rate = pair price × quote-to-account rate.

Planned SL budget = lots × (SL pips × pip size × contract units × quote-to-account rate + additional round-trip costs per lot).

Gross pair notional counts one absolute leg per position. It is an exposure measure, not a possible loss. The sum of standalone SL budgets assumes each entered stop and cost specification; it is not a worst-case portfolio loss or a probability. Gaps, correlated moves, fees, financing and liquidation can change actual outcomes.

How coherent currency scenarios work

Every currency has one account-currency value. If REUR and RJPY are those rates, EUR/JPY = REUR ÷ RJPY. Applying separate currency shocks changes both rates, so the cross becomes REUR × (1 + sEUR) ÷ [RJPY × (1 + sJPY)]. A +1% EUR and +2% JPY scenario therefore weakens EUR against JPY.

Gross scenario P/L is the change in the account-currency value of the signed currency legs: Σ units × initial account rate × shock. The after-cost figure deducts the entered round-trip cost budget once. Zero shocks give zero gross market P/L and a negative after-cost figure when costs are positive. Rates inferred from different rows must agree within one part per million; use synchronized inputs and sufficient decimal precision. This is a static sensitivity model with fixed units and no rebalancing, correlations or probabilities.

Check an example by hand

One EUR/USD long lot at 1.10, USD account, 20-pip SL, pip size 0.0001 and 7 USD costs per lot has 110,000 USD gross pair notional and a 207 USD planned SL budget. If EUR rises 1% against USD, gross market P/L is 1,100 USD and the after-cost result is 1,093 USD. The notional and the SL budget answer different questions.

Related calculations

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Method and tool reviewed 26 October 2026. Editorial methodology · About the author

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Jarosław Wasiński

Editor-in-chief, ForexMechanics.com • Macro & FX analyst

Independent analyst and practitioner with over 20 years of experience in financial markets. Actively involved in Forex since 2007, with a focus on fundamental analysis, OTC market structure, and disciplined capital risk management.

  • Creator and editor-in-chief of MyBank.pl, providing reliable financial education since 2004.
  • Author of hundreds of in-depth market commentaries, structural analyses, and educational materials for traders and investors.
  • Advocate for market transparency, promoting education grounded in hard data and institutional reports (BIS, ESMA, CFTC).

All content is educational and informational only – it does not constitute investment advice or a recommendation. Remember: leveraged trading (Forex/CFD) carries a high risk of rapid capital loss.