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Trading Costs: Gross vs. Net
Every result shown elsewhere on this site is GROSS — zero spread, zero commission, zero slippage. This page applies a realistic broker cost model to every trade. Assumptions, from Nasdaq 100 (US Tech 100)'s cost basis (Vantage FX Raw ECN — spread-only on indices, 2026 published rate ranges): spread $1.1/index pt, commission $0/index pt round-turn, and an estimated $1/index pt slippage — BOS/CHoCH entries and stop-outs both fire exactly when price is moving fast through a level, which is when slippage is worst; this is a working estimate, not a broker-quoted figure, and could be worse in a fast market. Total assumed round-trip cost: $2.1/index pt, converted to an R-multiple deduction using each trade's own risk (|entry − stop|) — the same normalization R itself already uses, so it applies consistently regardless of position size.
Strategy A
Avg cost per trade: 0.036R. edge survives costs
Avg R/Trade
+0.09 → +0.05
Total R
+103.9 → +61.7
Profit Factor
1.172 → 1.098
Win Rate
34.02% → 33.42%
Final Balance ($1,000 start)
$2,283 → $1,498
Strategy B
Avg cost per trade: 0.035R. edge survives costs
Avg R/Trade
+0.04 → +0.01
Total R
+34.1 → +5.7
Profit Factor
1.06 → 1.01
Win Rate
24.3% → 24.18%
Final Balance ($1,000 start)
$1,090 → $821
Read: both strategies survive this cost estimate with a positive net edge. Strategy A's total return is reduced by 40.6% after costs, Strategy B's by 83.2%. Whichever strategy has the thinner gross avg R/trade (here, Strategy B) has the least margin to absorb execution costs before its edge becomes marginal — if real slippage runs meaningfully higher than assumed here, that strategy is the one to re-examine first.