What slippage is normal? Stats on my 4621 trades

[MarkDragon]

Unless there is a structural bias in the traded instrument slippage should have a basic symmetry on entry and exits.

Slippage ratios of 5:1 to 8:1 between entries and exits is not normal.

More information is needed, such as a volatility measure before entries and exits.

Asymertical slippage is a usual thing for momentum driven sclaping strategies like mine. I am entering the market when it moves and exiting when it is getting flat.

 

[Sig]

The stats were collected on a Pepperstone Razor account.

In the meantime yesterday I’ve tried out the following combination: an FXCM standard account + TradeMUX trading platform. FXCM underlines a great pool of competing liquidity providers, TradeMUX talks about trades processing time of 100 nanoseconds.

So here are the stats:

Looks cool to me so far... 40,19% less round turn slippage - really cool...


I’ll collect more stats - let’s look at the figures during the week…

Again, awesome data. Thanks!