5 SIMPLE TECHNIQUES FOR PNL

You can even analyse the skewness and kurtosis in the interval PnL by using 3rd and 4th times of $Y_t$ respectively. Presumably you'll conclude that for 2 series with identical expectation and variance, you may prefer the just one with optimistic skew or lower kurtosis, but perhaps not based on the confidence of the market watch, and so forth..$beg