On average, how much of your PnL do commissions represent? Please mention how long you stay in position. In my case, around 10%. I keep a position on average for 1 day.
i trade index futures. commish for this year is roughly 22% of gross trading profits. 17% last year. i lease an IOM on the CME for 1800 a month which brings down CME commish alot. 3/4ths of my volume is CME 1/4th is on LIffe and Eurex where i pay customer rates. i'm in trades no longer than a few minutes. usually less than a minute.