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Break-even and friction: why most trades lose

Every trade must beat its fee plus measured slippage before it earns anything. Apex measured how many of its own trades cleared that bar — and how many did not.

The bar

A trade is not profitable when the price moves in your favour. It is profitable when the price moves in your favour by more than the round-trip fee plus the slippage between the price you saw and the price you got. Apex calls that number break-even and measures it per instrument, per day — never as a constant.

On a typical MEXC perpetual with a 0.08 % taker fee, break-even is 0.18 %: 0.16 % of fees plus 0.02 % of measured slippage. On fee-free contracts it is still 0.02 % — nothing is free to trade.

What Apex found in its own record

Across 465 trades in the first 57 days, 74.5 % moved less than break-even in the trader's favour. The engine's win rate fell from 48.7 % before costs to 12.8 % after them. The median price move was below the bar. That is not a bug in one rule; it is the shape of short-horizon trading, and it was the same shape in the founder's manual trades.

The fix was not a better signal

Apex added a floor: an entry is not allowed unless the instrument's recent range is wide enough to clear break-even at all. Six instruments had their floors raised. Nothing about the signals changed; the engine simply stopped taking trades that could not win even when right.

A reading mistake worth recording

Fee-free instruments do not write a fee field to the trade log. For a while Apex read the missing field as "fee forgotten" and subtracted a fee twice, which made Brent look like a losing instrument. The log is never rewritten; the correction was made at read time and documented.

See also: methodology · the half-split test.

All numbers on this page were published in Apex’s own record at the time; they describe the past under stated conditions and promise nothing about the future. All articles · The Apex day

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