Glossary / Market structure

Commission

Definition

The fee your broker charges per trade or per contract.

Why it matters

For high-frequency strategies commissions can consume the entire edge, so log them per trade rather than estimating monthly.

Example

$2.50 per round turn per contract on 8 contracts a day, 20 days a month, is $400 of monthly cost your strategy must clear before it makes anything.

How to track it in a journal

TradeStack calculates the core performance numbers — win rate, average win and loss, profit factor, expectancy, drawdown and consistency — automatically from imported trades, so commission stops being something you estimate and becomes something you read.

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