Thanks for the replies guys. Yes I am calculating the spread twice once for the entry and and once for exit. Interactive Brokers and pretty much all futures brokers don’t charge a spread, you pay a fixed commission per trade. So for my position sizing its much much cheaper to pay the commission of about 5 EUR per contract (mini DAX). However, the one aspect that is unknown is the amount of slippage per trade which will of course add to costs. Ive heard from other friends that ES for example you can expect 1 or 2 ticks slippage which is negligible.

Another question… because trading futures means that orders have to be paired on an exchange via the PRT platform and the connection to IB, I would guess that internet speed and/or proximity of the PRT server to the exchange will make a difference. Does anyone have experience with order execution on PRT and IB? How is it? Any issues with speed?