Document cost bps as one-way per-trade, not round-trip
The simulator charges (cost_bps + slippage_bps) on each fill, so a full round trip is charged twice. Correct the cost-model doc, the reversal_5d report, and the report generator to state the rate is one-way per-trade (~20 bps round trip for 5+5), rather than mislabeling it round-trip. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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@@ -41,6 +41,13 @@ execution_price_i = open_price_i
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rates are added linearly. The CLI options `--cost-bps` and `--slippage-bps`
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both default to `0.0`.
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Both rates are **one-way, per-trade**: the combined `(cost_bps + slippage_bps)`
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is charged on the traded notional of *each* fill, buy and sell alike. A full
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round trip (enter then exit a position) is therefore charged twice — e.g.
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`5 + 5` bps becomes ~20 bps over a complete round trip, not 10. Quote any
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round-trip figure by doubling, or convert a round-trip budget to a per-trade
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rate by halving before passing it in.
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Example:
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```text
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