Set the costs to none
The result roughly quadruples. That gap is the whole argument: a backtester that skips fees reports a strategy that does not exist.
Live demo
The engine, running in your browser
Pick a market, change any parameter, and the backtest re-runs in this tab on the same deterministic kernel the command line uses. Nothing is sent anywhere, the page replays a committed year of real Binance data locally.
loading the tape…
Equity hover to read a date
Drawdown hover to read a date
Your saved runs
Open the full report for this run Trade list, cost breakdown and run settings, generated by the same function the CLI calls. The link carries the configuration, so it opens on this run and can be shared.
Two things worth trying
Where the result comes from
Hunt for a better period
Across a 5×5 grid of them, thirteen of nineteen lose money, and none finishes with more winners than losers.
Read the profit factor
A 36% win rate is what trend following looks like: many small losses paying for a few large wins. The win rate is not the number to read.