Portfolio Backtesting -Trading costs in Currencies

What trading costs are assumed when the Portfolio Backtester is
run with strategies that point to currency products - on MCFX for
example.
Within the Portfolio Backtester there seems to be no field to
allow for trading costs/slippage as there is in the "properties " section
when you overlay a strategy or signal in MC. The slippage
factor seems to be ignored and since the backtester uses
data for only bid or ask then the wrong side is used in the simulation
for at least half of the transaction, in other words the currency
spread does not seem to be part of the portfolio simulation which
may substantially falsify results depending on the frequency of the
trades.
Is there something that I'm missing here ? Because settings that I
can see are money management % exposure stop losses and margin costs
but not trading expenses. Is there any way that the spread cost can
be estimated into the simulation? Or is it already done behind the scenes
without it being sprecified ?

Thanks - continue8

Hello continue8,

In order to access the commissions rules in Portfolio backtester - Right click on the strategy in Portfolio tree->Show Properties->Properties tab.

Since MultiCharts 8.5 slippage in backtesting is no longer applied to limit and stop limit orders by default. But since MultiCharts 8.8 that is possible to turn on the slippage support for all order types.
In the registry editor please go to HKEY_CURRENT_USER\Software\TS Support\MultiCharts64\StrategyProp
Change the value of "UseSlippageForAllTypes" key to 1.
1 = slippage for all orders
0 = slippage for market and stop orders only

MultiCharts and Portfolio Backtester treat all instruments just as a data series, there is nothing going on in the background. If you want to have the forex spread taken into account you need to configure a strategy using both ask and bid series and placing the orders on the respective price series.