How to backtest fees and exchange commissions properly

Short summary

  • fees in backtester settings should be the total of maker + taker fees in your exchange
  • fees in the strategy properties must be half of that amount

Example:

If your maker is 0.08 and your taker 0.1, in abosultno settings set the fees to 0.18 and in the properties tab set it to 0.9 (half).

Why? strategy properties are applied twice by tradingview, once for deal entry and once for deal close.

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