Costs belong in the strategy, not in a footnote

People model commissions as a subtraction at the end. That's fine for a slow strategy and wrong for a fast one, because cost per trade interacts with trade frequency in a way that changes which strategy you should even prefer. Concretely: two strategies with identical gross returns but different trade counts are not equally good, and the ranking can flip entirely once costs are included. I've seen people optimize toward higher frequency because gross improved, without noticing net went the other way. Put the cost inside the evaluation. It's a design constraint, not an accounting adjustment.