Question 1

Exchange Presets

Accepted Answer

StratBase.ai includes pre-configured commission rates for major exchanges: | Preset | Maker | Taker | Type | |--------|-------|-------|------| | **Binance Spot** | 0.10% | 0.10% | Crypto | | **Binance Futures** | 0.02% | 0.04% | Crypto | | **Bybit Spot** | 0.10% | 0.10% | Crypto | | **Bybit Perpetual** | 0.02% | 0.055% | Crypto | | **NYSE** | $0.005/share | $0.005/share | Stocks | | **NASDAQ** | $0.005/share | $0.005/share | Stocks | | **Forex** | 0.003% | 0.003% | Forex | | **Custom** | User-de

Question 2

Percentage-Based (Crypto, Forex)

Accepted Answer

Commission = Trade Value × Commission Rate Example: Buy $10,000 BTC at 0.10% = $10 commission per side.

Question 3

Per-Share (Stocks)

Accepted Answer

Commission = Number of Shares × Per-Share Fee Example: Buy 100 shares at $0.005/share = $0.50 commission per side.

Question 4

US Stocks Cost Model

Accepted Answer

US stocks use a realistic multi-component cost model: | Component | Description | |-----------|-------------| | **Broker commission** | $0 (zero-commission via Alpaca/IEX) | | **SEC fee** | Regulatory fee on sell orders (~$22.90 per $1M) | | **FINRA TAF** | Trading Activity Fee (~$0.000119 per share) | | **Slippage** | Per-ticker estimate based on typical spread | | **Short borrow rate** | Annual rate for short positions (varies by ticker) | | **Margin interest** | Annual rate on leveraged posit

Question 5

Slippage

Accepted Answer

Slippage accounts for the difference between expected and actual execution price. In backtesting, a slippage value simulates realistic execution: | Setting | Description | |---------|-------------| | Slippage % | Applied to each trade entry and exit | Example: 0.05% slippage on a $100 entry → actual entry at $100.05 (long) or $99.95 (short). > **Tip:** Typical slippage values: 0.01-0.05% for liquid crypto, 0.05-0.1% for smaller altcoins, 0.01% for major forex pairs, nearly 0% for large-cap stock

Question 6

Leverage

Accepted Answer

Leverage multiplies your position size relative to the capital allocated. | Setting | Description | |---------|-------------| | Leverage | 1× to 125× |

Question 7

How Leverage Affects Results

Accepted Answer

- **Position size** = Allocated Capital × Leverage - **Returns** are amplified proportionally - **Losses** are amplified proportionally - **Liquidation risk** increases with higher leverage

Question 8

Leverage Examples

Accepted Answer

| Capital | Leverage | Position | Price +5% | P&L | |---------|---------|----------|-----------|-----| | $1,000 | 1× | $1,000 | +5% | +$50 | | $1,000 | 5× | $5,000 | +5% | +$250 | | $1,000 | 10× | $10,000 | +5% | +$500 | | $1,000 | 20× | $20,000 | +5% | +$1,000 |

Question 9

Leverage Availability

Accepted Answer

| Market | Max Leverage | |--------|-------------| | Crypto Spot | 1× (no leverage) | | Crypto Futures | Up to 125× | | Forex | Up to 100× | | US Stocks | Up to 4× | > **Tip:** Higher leverage amplifies both profits and losses. A 10× leveraged position needs only a 10% adverse move for a 100% loss (liquidation). Start with low leverage (2-5×) until your strategy is proven.

Question 10

Impact on Backtest Results

Accepted Answer

Costs significantly affect strategy performance: | Strategy | No Costs | With Costs | |----------|----------|-----------| | 100 trades, 1% avg profit | +100% | +80% (after 0.1% commission each side) | | 500 trades, 0.3% avg profit | +150% | +0% (commissions eat all profit) | High-frequency strategies (many trades, small profits) are most affected by costs. Always run backtests with realistic commissions.

Question 11

FAQ

Accepted Answer

**Q: Should I always include commissions?** A: Yes. Backtests without commissions give unrealistically optimistic results. Even small commissions compound over many trades. **Q: What commission should I use for a custom exchange?** A: Check the exchange's fee schedule. Most crypto exchanges charge 0.04-0.10% per side for spot trading. **Q: Does leverage affect commission calculations?** A: Yes. Commission is calculated on the full position size (after leverage), not just the allocated capital.

Question 12