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HI Tech,

Sorry it took so long to get back to you.

I asked the question about the brokerage calculation

Hi,

  The profit figure includes the fees, so the system did indeed make that profit.

  If you're calculating your figures based on the total profitable and total not profitable, then keep in mind that those figures are quoted as net too, not gross.  i.e. the Fee component is already included.

  For a proper comparison, run the test again without the fees component.  Though note too that additional transactions may be included, as extra cash might be available to take a position, where it wasn't possible before.

  I realise that my response above may be a little cryptic.  Please let me know if you would like a more details explanation, or feel that I've totally missed your point.

I have asked for more information, but what do you make of it?

Regards Stink