Errors aftrt real life slippage

The new feature "after real life slippage will be useful… when the erroes will be distinguished. those I looked at were incorrect e. g. conicollector 40 : 5US of 25 is not 7% but 20%! Similar with Russel 2 k emini 6 of 42 is not 2%. ( or am I mistaken?) greetings to all I know Heinrich

Actually the math is right. It’s the English that is deceptive.

We calculate: the average of (slippage as percent of profit) per trade.


average slippage / average profit.

In other words we look at each trade that we have AutoTrading data for. We say: “Okay, let’s look at trade #1. What was the average slippage for that trade? And what was the profit?” We then have one number: slippage as percent of profit.

Then we go to trade #2. We ask: “What was the average slippage there? What was the profit?” We then have another number: slippage as percent of trade #2 profit.

We continue, and finally, we average the “slippage as percent of trade profit” number across all known trades. This, mathematically speaking, is not the same as aggregate average slippage over aggregate average profit.

Hope this helps.

If, on the other hand, your brain is about to explode, then please accept my apologies.


Hi Mathew, I am still thinking about your furmula… What do you do if the Profit of one trade is zero? divide through zero?

Greetings Heinrich