Thanks — the change in trade count deserves a closer look. I wouldn't infer a fee-aware entry filter from that count alone: this comparison doesn't establish where the two trade sequences first diverge. The asymmetry is worth investigating, but I wouldn't assign it to a particular mechanism without tracing those differences.

Here we changed a flat fee rate, not a per-fill maker/taker model. That would be a useful next experiment, but whether it narrows the live/backtest gap still needs measuring.

Would you start by recalculating costs on a fixed set of fills, or by rerunning the strategy with the new cost model? The first isolates the accounting effect; the second also captures changes in trading behaviour.