Commision on back testing

[Luke.B]

I have weekly results going back a couple of years.
i for the life of me cant work out commission that i would pay over those years.
Without going and breaking results down into event is there a way to workout rough commission on a weekly basis.

[Derek27]

I have weekly results going back a couple of years.
i for the life of me cant work out commission that i would pay over those years.
Without going and breaking results down into event is there a way to workout rough commission on a weekly basis.

Not from weekly profits. Commission is based on winning markets only and not your overall P/L, so a trader that wins/loses £600/£100 will pay far less comms than a trader that does £2000/£1500.

[Luke.B]

Yeah thanks. Was after a bit more of a generic formula some of you old pros use.
Im getting pretty close with.
Ratio of winning to losing weeks. Assuming that is the same for markets.
Transferring that to returns and multiplying comms.

[Derek27]

Yeah thanks. Was after a bit more of a generic formula some of you old pros use.
Im getting pretty close with.
Ratio of winning to losing weeks. Assuming that is the same for markets.
Transferring that to returns and multiplying comms.

If you want an average rate it would be: Commission / (Profits - Losses). But I doubt it would be very accurate as everybody's profits,losses and commission varies substantially week to week.

[Anbell]

I have weekly results going back a couple of years.
i for the life of me cant work out commission that i would pay over those years.
Without going and breaking results down into event is there a way to workout rough commission on a weekly basis.

If you do a pivot-table for results by event it is easy