The edge that was really a 0.4 pip cost error

[Amanhasnoname]

Mini case. A scalping system produces 1,400 trades over three months with an average gross result of +0.9 pip per trade. The test assumed 0.5 pip round-trip cost, so net expectancy shows +0.4 pip and the curve looks lovely. Go live, and the real all-in cost, spread plus commission plus a little slippage, comes out at 0.9 pip. Net expectancy: zero. The entire edge was 0.4 pip of cost misjudgement.

This is the most common way scalping tests die, and it is not an exotic failure. Gross edge per trade is tiny, so any error in cost is the same size as the edge itself.

The habit worth building: compute breakeven cost. That is the round-trip cost at which net expectancy reaches zero. Compare it with a realistic live range, not the optimistic one. If breakeven sits within 0.3 pip of what is actually paid, the system has no real edge, only a margin of hope. If breakeven is 1.5 pips above realistic cost, there is room for bad days, wider spreads and slow fills.

Report that number next to profit factor every time.

What is the breakeven cost on the system you trust most, and how far is it from your real cost?