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%.
EdgePilot Team
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.
每次只收 0.1%，手续费到底能吃掉多少利润？
手续费吃掉多少利润，取决于累计成交额、双边实际费率和毛利润厚度。用一组可复现公式算清总费用、净利润与盈亏平衡点。
回测赚 20%，加入真实滑点后还剩多少？
同样的滑点，对低频策略可能只是少赚一点，对高换手策略却可能吃掉整段回测利润。用敏感性测试算清盈亏平衡滑点。
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.
高收益就是好策略？用大白话看懂最大回撤和夏普比率
账户跌30%，要涨42.9%才能回本。用大白话看懂收益率、最大回撤和夏普比率，别再只看漂亮的历史测试截图。