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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

  1. Save a normal exchange-fee scenario and a higher stress-fee scenario. [backtest]
  2. Run freqtrade backtesting ... --fee 0.001 for each scenario without changing strategy parameters. [backtest]
  3. 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

Permissions

Limitations

Fee modeling does not fully simulate spread, slippage, queue position, or liquidity.

Pinned upstream source

https://github.com/freqtrade/freqtrade/blob/82e4c9604c51523f7e05c5a297167cf2b13a2129/docs/backtesting.md

Repository
freqtrade/freqtrade
File path
docs/backtesting.md
Pinned commit
82e4c9604c51523f7e05c5a297167cf2b13a2129
Source checked
2026-10-14 · Reviewed against the pinned upstream source

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License: GPLv3

Main topic

Build a reproducible crypto research workflow

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