Understand scalping costs and net results

Capture the complete cost basis

A round trip includes entry and the complete exit. Check broker commission, exchange fees and other transaction charges. Calculate per contract and multiply by the actual quantity. Monthly platform costs belong in a separate operating-cost calculation.

How a positive sequence turns negative

Our synthetic example contains 20 round trips of one contract each, averaging USD 6 before fees. That produces USD 120. At USD 4 in fees per round trip, USD 40 remains; at USD 6, the result is zero.

If the USD 6 was calculated from actual fills, the slippage relative to planned prices is already reflected in that result. Do not subtract it twice. An additional slippage assumption is needed when modeling planned prices.

Compare planned and actual execution

Keep order time, reference price, fill price, quantity and fees. Compare similar times of day and order types. A higher cost burden after a news event is an observation to investigate; its explanation must fit the recorded execution.

Check the net effect before changing a rule

Calculate average results after costs and the break-even win rate. Then check whether taking fewer trades would actually have removed weaker opportunities. A list of winners selected afterward does not demonstrate a better scalping method.