diff --git a/backtesting/_stats.py b/backtesting/_stats.py
index f2bb4f7c..f3010153 100644
--- a/backtesting/_stats.py
+++ b/backtesting/_stats.py
@@ -38,6 +38,7 @@ def compute_stats(
         ohlc_data: pd.DataFrame,
         strategy_instance: 'Strategy',
         risk_free_rate: float = 0,
+        order_fees:float = 0,
 ) -> pd.Series:
     assert -1 < risk_free_rate < 1
 
@@ -68,6 +69,7 @@ def compute_stats(
             'Tag': [t.tag for t in trades],
         })
         trades_df['Duration'] = trades_df['ExitTime'] - trades_df['EntryTime']
+    total_fees = len(trades) * order_fees
     del trades
 
     pl = trades_df['PnL']
@@ -90,7 +92,11 @@ def _round_timedelta(value, _period=_data_period(index)):
         have_position[t.EntryBar:t.ExitBar + 1] = 1
 
     s.loc['Exposure Time [%]'] = have_position.mean() * 100  # In "n bars" time, not index time
-    s.loc['Equity Final [$]'] = equity[-1]
+    if total_fees != 0:
+        s.loc['Equity Final [$] (without fees)'] = equity[-1]
+        s.loc['Equity Final [$]'] = equity[-1] - total_fees
+    else:
+        s.loc['Equity Final [$]'] = equity[-1]
     s.loc['Equity Peak [$]'] = equity.max()
     s.loc['Return [%]'] = (equity[-1] - equity[0]) / equity[0] * 100
     c = ohlc_data.Close.values
diff --git a/backtesting/backtesting.py b/backtesting/backtesting.py
index 9c168703..2a2d5e9a 100644
--- a/backtesting/backtesting.py
+++ b/backtesting/backtesting.py
@@ -1030,7 +1030,8 @@ def __init__(self,
                  margin: float = 1.,
                  trade_on_close=False,
                  hedging=False,
-                 exclusive_orders=False
+                 exclusive_orders=False,
+                 order_fees : float = 0
                  ):
         """
         Initialize a backtest. Requires data and a strategy to test.
@@ -1133,6 +1134,7 @@ def __init__(self,
         )
         self._strategy = strategy
         self._results: Optional[pd.Series] = None
+        self.order_fees = order_fees
 
     def run(self, **kwargs) -> pd.Series:
         """
@@ -1238,6 +1240,7 @@ def run(self, **kwargs) -> pd.Series:
                 ohlc_data=self._data,
                 risk_free_rate=0.0,
                 strategy_instance=strategy,
+                order_fees=self.order_fees
             )
 
         return self._results