Spread and commission
Model your broker's costs so the backtest isn't more optimistic than reality.
Updated October 24, 2026
Where to set them
When creating the session: “Spread (pips)” and “Commission per lot, round turn (USD)”. If you leave them empty, no costs are modeled.
How they're applied
- Candles are bid prices. A buy enters at the ask (bid + spread) and a sell closes at the ask, just like on a live account.
- The commission is charged when the trade closes and is already deducted from the trade's net P&L and pips. R measures price movement only: the commission doesn't change the distance to the stop.
- Each trade keeps a snapshot of the costs at the moment it filled, so changing the session later doesn't affect trades that already filled.
Which values to use
Use your broker's typical spread for the session you trade and the commission per lot for your account type. When in doubt, err on the high side: a system that only wins when there are no costs isn't a profitable system.
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