Charge fees on each leg's notional
Entry notional is quantity multiplied by entry price, and exit notional is the same quantity multiplied by exit price. Each leg's fee is its own notional multiplied by the applicable decimal fee rate. A price change means the two fee amounts can differ even when their rates match. The all-maker scenario uses the maker rate on both legs, the two mixed scenarios swap maker and taker roles between entry and exit, and the all-taker scenario uses the taker rate throughout.
Compare like-for-like execution assumptions
For a long round trip, gross trading profit is quantity multiplied by (exit price − entry price). Subtract the two modeled fees to compare net outcomes. Keeping quantity and prices fixed isolates the fee difference; it does not prove that a limit order would have obtained the same fill as an immediately executable order. An unfilled entry, partial execution or delayed exit can matter more than a modest commission saving. Use your actual applicable fee schedule instead of assuming an advertised minimum rate.
Keep execution quality visible
Maker status generally depends on whether an order adds liquidity when it executes, rather than whether you selected a button labeled limit. An order that immediately crosses available liquidity may receive taker treatment. This calculator does not inspect venue matching rules, fee-token discounts or rebates credited in another asset. Funding, borrowing costs and market impact are separate inputs to a broader trade review. Compare the modeled savings with fill benchmarks from completed trades before treating maker-only execution as an improvement to an actual strategy.