Does your strategy survive the costs?
Spread, commission and swap are the strategy killers nobody models. A system that wins 60% of the time with 5-pip targets can be deeply negative after costs, while the raw backtest looks great.
How do you account for costs?
- the cost assumptions in your testing
- how costs changed a strategy you liked
- the pair or time frame where costs dominate
The trading costs guide gives the real cost model.
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