In addition to that, whenever I use limit orders for backtesting purposes, I always place my order 1t above/below the actual exit point. If this extra 1t level is touched, then you know your actual exit was filled.
Example: I want exit my CL long trade @ 85.05 with a limit order. When backtesting or sim forward trading something, I always place my exit @ 85.06. If .06 is touched, even briefly, my .05 is guaranteed to have been filled. Reverse idea for shorts.
As the above post says, OEC has a nice replay plug in as well.
