Keep every cost in its own row
Record the evidence and unit behind each input before comparing a backtest. A fee, reference-to-fill price difference and funding settlement have different bases and timing.
| Line | Record | Common audit question |
|---|---|---|
| Fees | Each fill, executed notional, rate, account tier and source date | Did you include both sides at the contract's fee basis? |
| Spread | Reference price, bid/ask and timestamp | Is the same spread already included in the fill price? |
| Slippage | Modeled fill versus reference, with order assumptions | Is this additional adverse movement or duplicated spread? |
| Funding | Eligible settlement time, rate unit, sign and price basis | Was the position open under the venue's rule at settlement? |
Compare whole-run scenarios
- Freeze the strategy, dataset, instrument and measurement convention.
- Enter sourced baseline assumptions and disclose what remains unknown.
- Set a higher-cost case before reviewing the outcome.
- Replay the complete strategy and compare net result, drawdown, trades and exposure.
The download includes fill and settlement ledgers, a scenario grid, reconciliation table and review checklist. It contains no preset fee or funding rates.