Fees scale with how often you trade, not with how well. We measured this the expensive way: a 1-minute strategy where the round-trip cost was ~70% of the entire stop distance — fees alone were 54% of the total loss, before any question of whether the entries had an edge.
| Position size (USDT) | |
| Round-trip cost | % (taker both sides + slippage) |
| Trades per day | |
| Average gross profit per trade | % |
The lesson is not "never trade". It is that below some holding period the fee IS the strategy: the shorter the trade, the larger the share of your edge the exchange takes before you find out whether you had one.
Independent analysis of publicly available Binance copy-trading data. Not affiliated with Binance. Not financial advice. All figures come from Binance's public API at crawl time.