Total Commission and Slippage

Here you can find detailed information on the commission and slippage key figures in the Performance Report.

Total Commission

This sum is an important, but often overlooked key figure. It shows you how much money you spent only for the trading activities. Usually, this sum has to be set in relation to the system profit . The ratio should lie far on the profitable side.

Total Slippage

Usually, the slippage is seen as an uncertainty factor. Between signal generation, order entry and order filling there is a time in which the price moves, possibly against you.

To see the effects of such price movements in the backtest, the slippage is subtracted from the profit or is added to the loss. The sum shows you how much smaller the realized profit would be in comparison to the maximum in the backtest.