Check out the screen shots. 1 trade for 40 ticks = $400. If you subtract the commission for one contract, the right answer should be 394.50.
It looks like you're subtracting an extra side and I'm subtracting an extra contract's worth of commissions. However, same base class strategy, same day and the RTY calculations are correct - they match up with yours.
So I have no idea why we're both right sometimes and we're both wrong sometimes. I don't think I've noticed whether or not a time exists where one of us is right and the other one of us is wrong.
Do you think it would be much easier for everyone if you made the commission available for us to just get, instead of having to rely on what you're doing. (I'm doing what I did in the script below, getting the commission from you and multiplying times 2 and sometimes it works and sometimes it doesn't.)
1st attachment - My results for RTY
2nd attachment - My results for CL
3rd attachment - what I'm entering for commissions
4th attachment - Your results.
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