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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: 0.016R. edge survives costs
Avg R/Trade
+0.10 → +0.08
Total R
+8.3 → +6.9
Profit Factor
1.129 → 1.105
Win Rate
22.99% → 22.99%
Final Balance ($1,000 start)
$1,057 → $1,042
Strategy B
Avg cost per trade: 0.013R. edge survives costs
Avg R/Trade
+0.72 → +0.71
Total R
+34.1 → +33.5
Profit Factor
1.928 → 1.9
Win Rate
19.15% → 19.15%
Final Balance ($1,000 start)
$1,350 → $1,342
Read: both strategies survive this cost estimate with a positive net edge. Strategy A's total return is reduced by 16.8% after costs, Strategy B's by 1.7%. Whichever strategy has the thinner gross avg R/trade (here, Strategy A) 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.