PNL CAN BE FUN FOR ANYONE

You may also analyse the skewness and kurtosis with the time period PnL by having 3rd and 4th times of $Y_t$ respectively. Presumably you are going to conclude that for 2 series with similar expectation and variance, you may choose the 1 with positive skew or decrease kurtosis, but it's possible not depending on the confidence of the marketplace se