π Trend Following Backtest
Pick your parameters and see how the rules actually behaved, in seconds
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Trading costs
%
Charged on notional. 0.03 means 3 basis points.
bps
1 bp = 0.01%. Buys fill higher, sells fill lower.
Scales the dollar amounts only; returns are unaffected.
Fills default to the signal day's close. You cannot get that price live β next open is the realistic choice.