Regarding the Issue of Incorrect Overnight Fee (Swap) Calculation in MT5 Backtesting
What you say makes sense, but it is worth considering a few nuances:
- The tester could be rounding off values that are too small when the swap is defined as a percentage. With figures such as 0.0146%, it is possible that they are truncated to zero in the simulation.
- MetaQuotes may have done this on purpose. Many brokers do not apply percentage swaps on historical data, but instead publish fixed values in money or points that change over time. Perhaps the tester reflects this logic more than a "perfect" percentage simulation.
- It is also possible that the backtesting engine uses a simplified calculation method for percentage swaps in order to avoid inconsistencies between symbols and servers from different brokers.
What you say makes sense, but it is worth considering a few nuances:
- The tester could be rounding off values that are too small when the swap is defined as a percentage. With figures such as 0.0146%, it is possible that they are truncated to zero in the simulation.
- MetaQuotes may have done this on purpose. Many brokers do not apply percentage swaps on historical data, but instead publish fixed values in money or points that change over time. Perhaps the tester reflects this logic more than a "perfect" percentage simulation.
- It is also possible that the backtesting engine uses a simplified calculation method for percentage swaps in order to avoid inconsistencies between symbols and servers from different brokers.
In the link you provided, there is no channel to reflect any problems with the MT5 software itself.
There is no specific section for "bugs" in the Service Desk.
The official channel is the one I gave you, but MetaQuotes actually prefers bugs to be reported in the forum, which is why there is no dedicated category in the tickets.
Moreover, I believe I already gave you an answer, which I think was quite accurate, about what I believe is happening.
Therefore, I don’t really think there is anything to report.
There is no specific section for "bugs" in the Service Desk.
The official channel is the one I gave you, but MetaQuotes actually prefers bugs to be reported in the forum, which is why there is no dedicated category in the tickets.
Moreover, I believe I already gave you an answer, which I think was quite accurate, about what I believe is happening.
Therefore, I don’t really think there is anything to report.
I have discovered that during MT5 backtesting, when a symbol's swap type is set to "in percentage terms," the swap fee is calculated as zero. This is likely because the value is too small and the program rounds it down to zero. Taking ******* US100 as an example: the current price per lot is approximately 23,600 USD, and the actual swap fee should be around 3.45 USD per day, which equals 0.0146%. This percentage is so small that the program incorrectly treats it as zero.
However, based on backtest results, whether swap fees are included significantly impacts performance evaluation. Although swap calculation works correctly when the swap type is set to "in money" or "in points," these methods do not adjust dynamically based on the symbol’s historical price. This leads to inaccuracies when applying today’s swap rates to past trading data.
For instance, using US100 again:
-
The price in 2025 is around 20,000 USD
-
The price in 2016 was only about 4,000 USD
If the same fixed monetary swap value (e.g., 3.45 USD) is applied across all periods, the effective cost of swaps becomes four times higher in earlier years—which is not financially accurate.
The optimal solution is to use percentage-based swap calculation ("in percentage terms"), as it adjusts dynamically with price changes. However, this method currently fails in backtesting due to the rounding issue.
I would like to report this bug to MetaQuotes as soon as possible. Besides posting on the forum, are there any other official channels for submitting bug reports?
Don't waste your time. MQ knows very well the bugs and limitations of their platform (they are features for them), they will not change anything unless it's critical.
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I have discovered that during MT5 backtesting, when a symbol's swap type is set to "in percentage terms," the swap fee is calculated as zero. This is likely because the value is too small and the program rounds it down to zero. Taking ******* US100 as an example: the current price per lot is approximately 23,600 USD, and the actual swap fee should be around 3.45 USD per day, which equals 0.0146%. This percentage is so small that the program incorrectly treats it as zero.
However, based on backtest results, whether swap fees are included significantly impacts performance evaluation. Although swap calculation works correctly when the swap type is set to "in money" or "in points," these methods do not adjust dynamically based on the symbol’s historical price. This leads to inaccuracies when applying today’s swap rates to past trading data.
For instance, using US100 again:
The price in 2025 is around 20,000 USD
The price in 2016 was only about 4,000 USD
If the same fixed monetary swap value (e.g., 3.45 USD) is applied across all periods, the effective cost of swaps becomes four times higher in earlier years—which is not financially accurate.
The optimal solution is to use percentage-based swap calculation ("in percentage terms"), as it adjusts dynamically with price changes. However, this method currently fails in backtesting due to the rounding issue.
I would like to report this bug to MetaQuotes as soon as possible. Besides posting on the forum, are there any other official channels for submitting bug reports?