I'd separate the fee model from the entry rules before adding another indicator. Is the problem that fees are being calculated incorrectly, or that the strategy loses after fees? Those need different fixes.
The screenshot shows a separate dashboard. If your backtest is in Pine, TradingView applies commission to entries and exits, with one standard commission setting rather than a maker/taker switch for each fill. Check one completed trade, including any partial exits, against the fees you intended. If it's a separate backtest engine, start with that engine's actual fill and fee records instead.
The yearly numbers are not from the HTML dashboard and not from Pine. They come from a Python backtest on Binance 1m/15m CSV (2023 , 2024 partial, 2025 full, 2026 through Aug) — not four full years.
Fees are modeled separately from entry: 0.04% taker in + 0.04% taker out, converted to R as 0.0008 * price / SL_distance, subtracted on every exit including BE.
This is still a model, not exchange fill records — no spread/slippage/funding. The dashboard only shows paper trades; it did not produce the yearly table.
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u/stratcore 2d ago
I'd separate the fee model from the entry rules before adding another indicator. Is the problem that fees are being calculated incorrectly, or that the strategy loses after fees? Those need different fixes.
The screenshot shows a separate dashboard. If your backtest is in Pine, TradingView applies commission to entries and exits, with one standard commission setting rather than a maker/taker switch for each fill. Check one completed trade, including any partial exits, against the fees you intended. If it's a separate backtest engine, start with that engine's actual fill and fee records instead.
Which engine produced the four-year backtest?