HELPING THE OTHERS REALIZE THE ADVANTAGES OF PNL

You can even analyse the skewness and kurtosis of the interval PnL by using 3rd and 4th times of $Y_t$ respectively. Presumably you may conclude that for two sequence with identical expectation and variance, you can desire the one with optimistic skew or lessen kurtosis, but maybe not with regards to the confidence of the industry see, and so forth