The # of trades and rebalances really affect total return, however, its impossible to see what part of it is due to large commissioning or the timing of trades. Is it possible to view total Backtest Commissions without writing lengthy code , I would expect that near the total return it will show also the commission % of it (thats include transaction fees, slippage and short selling interest fees etc)
The default commission model is $0.03/share: https://www.quantopian.com/help#ide-commission
You can calculate the number of shares bought/ sold by your algo, then multiple by the commission, and record the custom variable to watch the fluctuation.
Another option is to set the commission to zero and compare the backtest returns with commissions turned on/off.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.