About
The Cost Density Net RR Calculator is a quantitative finance tool designed to help traders and developers analyze how execution costs erode strategy performance. By integrating fixed commissions and spreads into a single 'Cost Density' metric, it reveals the hyperbolic relationship between stop-loss size and net profitability. This skill is essential for identifying the 'profitability event horizon,' determining minimum viable win rates for specific setups, and avoiding high-friction zones where costs overwhelm signal quality, particularly in scalping and intraday strategies.
