Normally I will set the following code in my codes:
...
set_commission(commission.PerShare(cost = 0.0050, min_trade_cost = 0.0))
set_slippage(slippage.FixedSlippage(spread=0))
...
I thought the total return should lower than not considerung the slippage and commissions. But in fact it is the opposite.
Strange!