THE SMART TRICK OF PNL THAT NO ONE IS DISCUSSING

$ In the "do the job scenario" you liquidate the portfolio at $t_1$ realising its PnL (let me simplify the notation a little)I am specifically interested in how the "cross-effects"* amongst delta and gamma are managed and would like to see a straightforward numerical instance if which is feasible. Many thanks in advance!At the conclusion of the wor