Please clarify this simple point. You take a position on an option or several options. You then have an exposure to the underlying price, implied vol and time decay (lets ignore interest rates). As those 3 factors go up and down your option price changes. So, to calculate your net PnL from the position, can you just add up how must money you made/lost on each of the 3? Is this equivalent to adding up net change in delta + gamma + vega + theta? I've seen the PnL of traders' books split up into rates + vol + theta + new deals and am trying to figure out if that's what they're doing. Thanks!
Your vegas, thetas, deltas and gammas also change constantly. So a more accurate (and easier) way of calculating p/l as you simulate positions and play "what if" games is to input the new variables (days remaining, underlying price, IV), calculate the new values of your options, add them all up and compare that (your total position value) to what it was when you put the position on.