Your Backtest Made 20%. What Is Left After Real Slippage?
In this worked example, a 20% backtest return falls to 10% with 0.05% adverse slippage per side—and reaches zero at 0.10%.
Latest
How Much Profit Does a 0.1% Trading Fee Really Take?
A 0.1% fee sounds tiny until it is charged on both entry and exit. On a 10,000 USDT round trip, a 30 USDT gross profit can shrink to 10 USDT before slippage.
High Return, Bad Strategy? Drawdown and Sharpe in Plain English
High return does not automatically mean a good strategy. Learn how return, maximum drawdown, and Sharpe reveal different parts of risk and performance.
Quant Basics
Your Backtest Made 20%. What Is Left After Real Slippage?
In this worked example, a 20% backtest return falls to 10% with 0.05% adverse slippage per side—and reaches zero at 0.10%.
How Much Profit Does a 0.1% Trading Fee Really Take?
A 0.1% fee sounds tiny until it is charged on both entry and exit. On a 10,000 USDT round trip, a 30 USDT gross profit can shrink to 10 USDT before slippage.
High Return, Bad Strategy? Drawdown and Sharpe in Plain English
High return does not automatically mean a good strategy. Learn how return, maximum drawdown, and Sharpe reveal different parts of risk and performance.