If the strategy only involves selling than 0.5% is enough but if it's a buying may be 1.5 to 2% slippage is required
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@arumugampk if you mean return on capital deployed then it depends on the base capital you are trading with on a higher base even 20-25% annual return in good but on a smaller capital you may not get that kick in a 20% return.
I also think higher expectancy is needed to psychologically stay with the algo also it helps to come out of DD phase faster
@arumugampk I think expectancy on a portfolio level of 0.5 is good and above 1 is exceptional.