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Apply Commissions to PnL and PnL Percentage. #1279

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Merged
merged 2 commits into from
Jun 6, 2025
Merged

Apply Commissions to PnL and PnL Percentage. #1279

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c163803
Apply Commissions to PnL.
abhirathmahipal May 28, 2025
cecb18e
Account for Commissions in Trade.pl_pct.
abhirathmahipal Jun 5, 2025
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13 changes: 10 additions & 3 deletions backtesting/backtesting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -671,15 +671,22 @@ def is_short(self):

@property
def pl(self):
"""Trade profit (positive) or loss (negative) in cash units."""
"""
Trade profit (positive) or loss (negative) in cash units.
Commissions are reflected only after the Trade is closed.
"""
price = self.__exit_price or self.__broker.last_price
return self.__size * (price - self.__entry_price)
return (self.__size * (price - self.__entry_price)) - self._commissions

@property
def pl_pct(self):
"""Trade profit (positive) or loss (negative) in percent."""
price = self.__exit_price or self.__broker.last_price
return copysign(1, self.__size) * (price / self.__entry_price - 1)
gross_pl_pct = copysign(1, self.__size) * (price / self.__entry_price - 1)

# Total commission across the entire trade size to individual units
commission_pct = self._commissions / (abs(self.__size) * self.__entry_price)
return gross_pl_pct - commission_pct

@property
def value(self):
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