Transaction fees in backtests

You can check the estimated transaction fees involved in backtests. All the fees to be charged will be frozen at the time of placing an order (frozen funds will affect your buying power) and will be deducted from your account at each transaction, except for the interest fees for margin trading and short selling, which will be deducted after the market closes on that day.

For users with universal accounts in Hong Kong, the transaction fees are consistent with the live trading fees. You can check the fee schedules through the following links: Fee Schedule Query

For users who have not opened a trading account yet or users in Hong Kong who don't have a universal account, the following fee schedules will apply in backtests:

Table 1: Estimated Transaction Fees with Securities Accounts

If you have a trading account with multiple brokers, the fee schedule will be based on the broker with the highest assets.


Table 2: Estimated Transaction Fees with Futures Account

*Futures trading fees in backtests are consistent with live trading fees, but settlement fees are not included.