Hey quant community I have my trading algo setup offline with some hsitorical data so that I can run my models through some optimization algorithms. I am only working with the GDAX brokerage so I worked in the GDAX fee model by subtracting 0.25% of my cumulative % return each time I would excecute a trade. My problem is that the results I get from my algorithm running locally are wildly different from when I run my algo with the same settings on quantconnect. This doesn't happen when I don't take into account fee's so their must be something wrong with my fee modeling. Can anyone help?