Trading Costs

Understand how trading fees, slippage and perpetual funding affect the profit left after costs.

A disappointed black EdgePilot Octobot watches a 30 USDT gross profit shrink to 10 USDT after two 0.1% trading fees.

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.

黑色 EdgePilot 八爪鱼看着 30 USDT 毛利润在双边 0.1% 手续费后只剩 10 USDT。

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。

焦虑的黑色 EdgePilot 八爪鱼对比回测盈利 20% 和加入真实滑点后实盘只剩 8%。

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。