Back to catalog / Crypto quant workflows
Stress-test how fees affect backtest results
Vary the backtest fee explicitly to measure its impact per round trip and across the strategy.
Goal
Check whether net strategy performance depends on unrealistically low trading costs.
Steps
- Save a normal exchange-fee scenario and a higher stress-fee scenario. [backtest]
- Run
freqtrade backtesting ... --fee 0.001for each scenario without changing strategy parameters. [backtest] - Compare net profit, drawdown, and trade count; record each fee alongside its config. [backtest]
How to verify
Results show the net impact of fees with identical data in both scenarios.
Troubleshooting
Fees are ratios (0.001 = 0.1%) and apply on both entry and exit; avoid double-counting.
Permissions
Prerequisites
- Python 3.11+, Freqtrade installed, a pinned strategy, and a local user-data directory.
Permissions
- Use public market data and local history; treat every trading decision as research and never connect a live account.
Limitations
Fee modeling does not fully simulate spread, slippage, queue position, or liquidity.
Pinned upstream source
- Repository
- freqtrade/freqtrade
- File path
- docs/backtesting.md
- Pinned commit
82e4c9604c51523f7e05c5a297167cf2b13a2129- Source checked
- 2026-10-14 · Reviewed against the pinned upstream source
Repository metrics
These values describe the upstream repository, not popularity or likes for an individual skill or playbook.
- Stars
- Not collected
- Forks
- Not collected
- Observed at
- Not collected
No metrics snapshot is available yet.
License: GPLv3
Main topic
Build a reproducible crypto research workflow