Home Engine Performance Slippage Regime FV-Fast ER RT

Slippage Analysis

Signal price vs IB fill — entry, exit, and stop-loss

Slippage by System
SystemTrades Avg Entry SlipAvg Exit Slip Entry Cost $Exit Cost $Total Cost $ % of Gross P&L
FV-Fast 52 +3.1 pips -28.6 pips $-6,558 $-26,256 $-32,906 9104.6%
Elasticity-Reversalno trades
Range Trading 2 +0.0 pips -0.3 pips $+0 $-57 $-57 0.8%
ALL54 $-6,558 $-26,313 $-32,963
Model Signal P&L vs Executed P&L
SystemTrades Model P&L $Executed P&L $ Difference $Model Trades Logged
FV-Fast 52 $+0 $+361 $+361 0 trades
Elasticity-Reversal 0 $-89 $+0 $+89 5 trades
Range Trading 2 $+0 $-7,499 $-7,499 0 trades
Recent Trades — Signal vs Fill
DateSystemPairDir Entry SignalEntry FillEntry Slip Exit SignalExit FillExit Slip Total SlipP&L $Reason
2026-07-20T18:03 fv-fast-highfreq-1m-12pair GBPUSD ▼ S 1.34313 1.34316 -0.00003 1.34333 1.34336 +0.00004 +0.00001 $-149 z_revert_z-0.01_held15min
2026-07-20T16:57 fv-fast-highfreq-1m-12pair USDZAR ▼ S 16.53477 16.52466 +0.01011 16.51022 16.51350 +0.00328 +0.01339 $+676 z_revert_z-0.54_held15min
2026-07-20T16:04 fv-fast-highfreq-1m-12pair USDCAD ▼ S 1.40641 1.40636 +0.00005 1.40585 1.40577 -0.00008 -0.00003 $+420 z_revert_z-0.12_held42min
2026-07-20T16:03 fv-fast-highfreq-1m-12pair GBPUSD ▲ L 1.34299 1.34319 +0.00020 1.34150 1.34180 -0.00030 -0.00010 $-1,035 z_revert_z-0.17_held62min
2026-07-20T16:03 fv-fast-highfreq-1m-12pair EURUSD ▼ S 1.14104 1.14102 +0.00002 1.14128 1.14134 +0.00006 +0.00008 $-280 z_revert_z-0.15_held28min
2026-07-20T14:03 fv-fast-highfreq-1m-12pair USDCHF ▼ S 0.80890 0.80888 +0.00001 0.80941 0.80949 +0.00008 +0.00009 $-754 z_revert_z+0.03_held108min
2026-07-20T13:19 fv-fast-highfreq-1m-12pair USDCAD ▼ S 1.40505 1.40513 -0.00008 1.40425 1.40426 +0.00001 -0.00007 $+620 z_revert_z+0.56_held15min
2026-07-20T12:49 fv-fast-highfreq-1m-12pair USDCAD ▼ S 1.40518 1.40506 +0.00012 1.40437 1.40436 -0.00001 +0.00011 $+498 z_revert_z+0.97_held17min
2026-07-20T12:05 fv-fast-highfreq-1m-12pair USDCAD ▼ S 1.40346 1.40342 +0.00004 1.40307 1.40307 +0.00001 +0.00005 $+249 z_revert_z-0.61_held15min
2026-07-20T12:03 fv-fast-highfreq-1m-12pair EURUSD ▲ L 1.14348 1.14344 -0.00004 1.14272 1.14279 -0.00007 -0.00011 $-565 z_revert_z+0.18_held18min
2026-07-20T11:59 fv-fast-highfreq-1m-12pair USDZAR ▼ S 16.46150 16.46290 -0.00140 16.46170 16.46193 +0.00023 -0.00117 $+59 z_revert_z+0.91_held15min
2026-07-20T11:32 fv-fast-highfreq-1m-12pair USDZAR ▼ S 16.47622 16.48126 -0.00503 16.45670 16.44299 -0.01371 -0.01874 $+2,327 z_revert_z+0.66_held51min
2026-07-20T10:03 fv-fast-highfreq-1m-12pair USDCHF ▼ S 0.80789 0.80784 +0.00005 0.80814 0.80813 -0.00001 +0.00004 $-359 z_revert_z+0.15_held43min
2026-07-20T10:03 fv-fast-highfreq-1m-12pair USDCAD ▼ S 1.40307 1.40301 +0.00006 1.40307 1.40311 +0.00004 +0.00010 $-71 z_revert_z+0.18_held22min
2026-07-20T08:15 fv-fast-highfreq-1m-12pair USDCAD ▼ S 1.40152 1.40147 +0.00005 1.40169 1.40171 +0.00002 +0.00007 $-171 z_revert_z+0.48_held15min
2026-07-20T08:13 fv-fast-highfreq-1m-12pair USDMXN ▼ S 17.49774 17.49775 -0.00001 17.49555 17.49640 +0.00085 +0.00084 $+77 z_revert_z-0.75_held15min
2026-07-20T08:02 fv-fast-highfreq-1m-12pair AUDUSD ▼ S 0.70032 0.70025 +0.00008 0.70029 0.70026 -0.00003 +0.00005 $-19 z_revert_z+0.34_held26min
2026-07-20T07:50 fv-fast-highfreq-1m-12pair USDPLN ▼ S 3.79253 3.79211 +0.00042 3.78985 3.78985 +0.00000 +0.00042 $+598 z_revert_z+0.88_held19min
2026-07-20T07:33 fv-fast-highfreq-1m-12pair USDMXN ▼ S 17.53150 17.52990 +0.00160 17.50398 17.49935 -0.00463 -0.00302 $+1,746 z_revert_z+0.94_held47min
2026-07-20T06:03 fv-fast-highfreq-1m-12pair NZDUSD ▲ L 0.58520 0.58521 +0.00002 0.58513 0.58518 -0.00005 -0.00003 $-53 z_revert_z-0.24_held31min
2026-07-17T18:03 fv-fast-highfreq-1m-12pair USDZAR ▼ S 16.52859 16.52700 +0.00159 16.52777 16.53290 +0.00513 +0.00672 $-357 z_revert_z-0.25_held27min
2026-07-17T18:03 fv-fast-highfreq-1m-12pair GBPUSD ▼ S 1.34552 1.34554 -0.00002 1.34527 1.34528 +0.00001 -0.00001 $+193 z_revert_z+0.00_held64min
2026-07-17T17:06 fv-fast-highfreq-1m-12pair USDZAR ▼ S 16.52876 16.52900 -0.00024 16.51810 16.51920 +0.00110 +0.00086 $+593 z_revert_z+0.98_held29min
2026-07-17T16:04 fv-fast-highfreq-1m-12pair NZDUSD ▼ S 0.58447 0.58437 +0.00010 0.58439 0.58434 -0.00005 +0.00005 $+38 z_revert_z-0.11_held65min
2026-07-17T16:04 fv-fast-highfreq-1m-12pair USDCHF ▲ L 0.80668 0.80675 +0.00007 0.80729 0.80731 -0.00001 +0.00006 $+694 z_revert_z-0.09_held65min
2026-07-17T16:03 fv-fast-highfreq-1m-12pair USDCAD ▼ S 1.40132 1.40137 -0.00005 1.40169 1.40155 -0.00013 -0.00018 $-128 z_revert_z+0.04_held28min
2026-07-17T16:03 fv-fast-highfreq-1m-12pair GBPUSD ▲ L 1.34427 1.34450 +0.00023 1.34390 1.34391 -0.00001 +0.00022 $-439 z_revert_z+0.12_held15min
2026-07-17T15:46 fv-fast-highfreq-1m-12pair EURUSD ▲ L 1.14411 1.14415 +0.00004 1.14407 1.14403 +0.00004 +0.00008 $-105 z_revert_z-0.78_held15min
2026-07-17T15:15 fv-fast-highfreq-1m-12pair USDNOK ▼ S 9.65770 9.65753 +0.00017 9.65056 9.65056 +0.00000 +0.00017 $+723 z_revert_z+0.94_held18min
2026-07-17T14:17 fv-fast-highfreq-1m-12pair USDCHF ▼ S 0.80761 0.80765 -0.00004 0.80729 0.80726 -0.00003 -0.00006 $+483 z_revert_z-0.49_held15min
Trade Router v2 | 2026-09-11 05:34 UTC