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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 Silver (XAG/USD)'s cost basis (Vantage FX Raw ECN — spread-only on metals, 2026 published rate ranges): spread $0.03/oz, commission $0/oz round-turn, and an estimated $0.02/oz 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: $0.05/oz, 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: 0.287R. edge does NOT survive costs
Avg R/Trade
-0.05 → -0.34
Total R
-60.3 → -398.5
Profit Factor
0.91 → 0.57
Win Rate
28.46% → 24.3%
Final Balance ($1,000 start)
$462 → $16
Strategy B
Avg cost per trade: 0.304R. edge does NOT survive costs
Avg R/Trade
+0.01 → -0.29
Total R
+12.6 → -234.6
Profit Factor
1.022 → 0.703
Win Rate
22.41% → 21.06%
Final Balance ($1,000 start)
$898 → $75
Read: at least one strategy does NOT survive this cost estimate — its apparent edge is an artifact of ignoring execution costs. Strategy A's total return is reduced by -560.5% after costs, Strategy B's by 1964.7%. 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.