@sthlyijen
A strategy can look profitable before trading costs are counted.
But real performance has to include the cost of trading.
That means looking at things like:
• Trading fees
• Funding payments
• Slippage
• Spread
• Execution quality
In Testnet, some of these costs may not behave exactly like Mainnet.
So even if the strategy looks good now, I won’t treat the result as final real-money performance.
The cleaner question is:
After costs are included, does the strategy still have an edge?
這也是為什麼 Testnet 成績不能直接等同 Mainnet。
真正上線後,
手續費、Funding、滑價與成交品質,
都要一起算進去。
https://sasadaily.com/dsj?lang=en