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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 Gold (XAU/USD)'s cost basis (Vantage FX Raw ECN — spread-only on metals, 2026 published rate ranges): spread $0.185/oz, commission $0/oz round-turn, and an estimated $0.15/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: $0.335/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: 0.021R. edge survives costs
Avg R/Trade
+0.08 → +0.06
Total R
+6.6 → +4.8
Profit Factor
1.11 → 1.079
Win Rate
22.5% → 22.5%
Final Balance ($1,000 start)
$1,037 → $1,019
Strategy B
Avg cost per trade: 0.025R. edge survives costs
Avg R/Trade
+1.85 → +1.82
Total R
+62.9 → +62.0
Profit Factor
3.419 → 3.318
Win Rate
23.53% → 23.53%
Final Balance ($1,000 start)
$1,695 → $1,680
Read: both strategies survive this cost estimate with a positive net edge. Strategy A's total return is reduced by 26.4% after costs, Strategy B's by 1.4%. 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.