Wrong commission calculation in FXPortfolio??

#include <profile.c>
#include <custom.c>

#define INITCAPITAL 10000
#define ASSETLIST "AssetsGP-org"
#define RISK 0.5

static int tradeCount; 
static int tradeLots;
static var tradeComm;
static var tradeRoll;
static var tradeSpread;

function tradeCounterTrend()
{
	TimeFrame = frameSync(4);
	vars Prices = series(price());
	vars Cycles = series(BandPass(Prices,30,2));
	vars Signals = series(FisherN(Cycles,500));
	var Threshold = optimize(1,0.8,1.2,0.1);

	LifeTime = 4*optimize(100,50,150,10);
	Trail = Stop = optimize(10,4,20,2)*ATR(100);
	MaxLong = MaxShort = -1;
	
	var Regime = FractalDimension(Prices,100);
	var RegimeThreshold = optimize(1.5,1.3,1.7,0.1);
	if(Regime > RegimeThreshold)
	{
		if(crossUnder(Signals,-Threshold))
			enterLong(); 
		else if(crossOver(Signals,Threshold))
			enterShort();
	} 
}

function tradeTrend()
{
	TimeFrame = 1;
	vars Prices = series(price());
	vars Trends = series(Laguerre(Prices,optimize(0.05,0.02,0.15,0.01)));
	
	Stop = optimize(10,4,20,2)*ATR(100);
	Trail = 0;
	LifeTime = 0;
	MaxLong = MaxShort = -1;
	
	var MMI_Period = optimize(300,100,400,100);
	vars MMI_Raws = series(MMI(Prices,MMI_Period));
	vars MMI_Avgs = series(SMA(MMI_Raws,MMI_Period));
	
	if(falling(MMI_Avgs)) {
		if(valley(Trends))
			enterLong();
		else if(peak(Trends))
			enterShort();
	}
}

function run()
{
	set(PARAMETERS); //From Training
	set(FACTORS); //For OptimalF
	set(TESTNOW+PLOTNOW);
	set(PRELOAD); //reduce load for fetching data from MT4 server
	set(NOLOCK); //speed up API access
	
   StartDate = ymd(wdate(NOW) - 356*10); //Instead calculate StartDate -> 356*10 = 10 years
   EndDate = Now; 

	BarPeriod = 60;	// 1 hour bars
	LookBack = 4*500;	// needed for FisherN()
	
	//Set capital - either from tsv file or from slider
	SaveMode = SV_ALGOVARS+SV_ALGOVARS2+SV_TRADES+SV_BACKUP+SV_HTML; //Not save slider -> reset via tsv

	if(INITCAPITAL)
		Capital = slider(1,INITCAPITAL,0,20000,"Capital",""); //Set capital from tsv file
	else
		Capital = slider(1,10000,0,20000,"Capital",""); //If not set or test/train mode
	
	if(Train) Detrend = TRADES;
	NumWFOCycles = 12; // activate WFO
	if(Train) NumCores = -2;		// multicore training (Zorro S only)
	//ReTrainDays = 1; //From WFO test cycles -> 44 weeks * 7 days = 308 days
	
	if(ReTrain) {
		UpdateDays = -1;	// update price data from the server 
		SelectWFO = -1;	// select the last cycle for re-optimization
		reset(FACTORS);
		NumCores = -4; 
	}
	
// portfolio loop
	assetList(ASSETLIST);
	//for(listed_assets) {
	while(asset(loop("EUR/USD","XAU/USD"))) {
		asset(Asset);
		
		//To fix problems with rollover values (far too high!!) 
		//So set Roll to zero & instead defined Interest variable
		RollLong = RollShort = 0;
		Interest = 0.015 * 356; //calculated in percent per 10K -> 1%
		//RollLong = priceClose()*(1-1/100)*0.03;
		//Commission = RollLong = RollShort = Spread = 0;
		
		if(is(FIRSTINITRUN) && !Test)
			assetHistory(Asset,1);

		while(algo(loop("TRND","CNTR")))
		{
			Margin = RISK * OptimalF * Capital * sqrt(1 + ProfitTotal/Capital);

			if(Algo == "TRND") 
				tradeTrend();
			else if(Algo == "CNTR") 
				tradeCounterTrend();
		}	
	}	
	if(is(EXITRUN)){
		for(closed_trades) {
			tradeCount++;
			tradeLots += TradeLots;
			tradeComm += abs(TradeCommission)*TradeLots;
			tradeRoll += abs(TradeRoll);
			tradeSpread += abs(TradeSpread);
			
		}
		printf("\nNumber=%d,Lots=%d\nSpread=%.2f,Comm=%.2f,Roll=%.2f",tradeCount,tradeLots/100,tradeSpread,tradeComm/10,tradeRoll);
	}
}