The advise functions have this optional flag to generate balanced signals and so far it has worked well for me, but it doesn't seem to account for commission. Probably only the actual trade PnL without the fees. I imported the Signals csv in R to check the balance. Without commission, it is balanced roughly 50% positive 50% negative, but with commission, the ratio of positive trades is much lower as you would expect due to commission and this doesn't seem to get compensated. TrainMode is set to TRADES.

Is there a way to account for this?