Free Trial
Start Free Trial
What Is Slippage

Slippage is the gap
between expected and filled.

The price you clicked is not always the price you got. Volatility, thin liquidity, news and latency all open a gap. Here is what slippage really is, what causes it, and how to log it on every trade.

Track real fills See the causes
4
Main causes
+ / -
Direction varies
7-day
Free trial
The definition

The price you wanted, minus the price you got.

Slippage is the difference between your expected fill price and the price the broker actually executed at.

Slippage is the gap between the price you intended to trade at and the price your order was actually filled at. It can be positive, when the fill is better than expected, or negative, when the fill is worse. Most retail traders experience it negative on average because the conditions that cause slippage - speed, news, thin books - work against the side trying to enter.

Slippage is not the same as spread. Spread is the gap between bid and ask, which is the cost of trading even on a still market. Slippage is what the market does to that price while your order is in flight. You can have low spread and high slippage on the same trade, especially around a news release.

A trading journal that records the real fill price is the only way to know how much slippage your style of trading actually costs. Scalpers and news traders care most; swing traders barely notice it.

Where it comes from

Four causes, one outcome.

Different mechanisms, but they all widen the gap between click and fill.

Cause What happens When it hurts
Volatility Price moves faster than the broker can match your order. Fast trending markets, breakouts.
Thin liquidity There is not enough size at the requested price; the rest fills at worse prices. Asian session, exotic pairs, larger size.
News & gaps Price gaps over your level; your order fills at the next available price. NFP, CPI, central bank decisions, weekend gaps.
Latency Round trip from your platform to the broker takes too long; price has moved on. Scalping, slow connections, distant servers.
Why it matters

Slippage eats edge.

A strategy whose backtest pips include the fill price you wanted is not the strategy you traded.

It changes your real R

If the entry is 2 pips worse, the trade started already 2 pips down. Your real R-multiple is below the planned R.

It compounds in scalping

A small per-trade slippage matters less on a swing trade and more on a scalp. The smaller the target, the more slippage matters.

It quietly worsens drawdown

The losing trades get worse fills than the winners on average. Drawdown is the bucket where the slippage builds up.

It varies by symbol

Major pairs get tighter fills than exotics; indices fill clean compared to single-stock CFDs. A per-symbol view tells you where slippage costs the most.

It is brokers-specific

Two brokers offering the same instrument can produce very different slippage profiles. Measure yours rather than assuming.

It belongs in the journal

The only way to know how much slippage costs you is to record the planned vs filled price on every trade. A journal that pulls real fills does this for you.

Related guides

Keep going.

Slippage sits next to a handful of other costs every serious trader needs to know cold.

What is spread?

The standing gap between bid and ask, even before the market moves.

Read →

What is a pip?

The unit slippage gets measured in for most forex trades.

Read →

What is a stop loss?

How stops can slip on a fast market and how that affects real R.

Read →

What is R-multiple?

The unit slippage shows up in when you measure outcomes per trade.

Read →

Scalping journal

Where slippage matters most. The journal built for high fill counts.

Read →

Forex trading journal

Real fills captured automatically, with planned vs filled price on every trade.

Read →
FAQ

Common questions.

Everything you might want to know about slippage.

What is slippage in trading?

Slippage is the difference between the price you expected to be filled at and the price the order actually executed at. It can work for you or against you, but in fast or thin markets it usually goes against you.

What causes slippage?

The main causes are volatility (price moves faster than the broker can match the order), thin liquidity at the requested price, news events that gap the market, and latency between your platform and the broker's execution server.

Is slippage always bad?

Not always. Slippage can be positive (a better fill than expected) or negative (a worse fill). Over many trades it tends to net negative for retail traders because the same market conditions that cause it usually hurt entries more than they help.

How do I track slippage on every trade?

Compare the price you wanted to enter at with the price the order actually filled at. Tracker Fx records the exact fill price from the broker so the slippage on every trade is visible, not assumed.

Is there a free trial?

Yes. Tracker Fx includes a 7-day free trial with full access to all journaling and analytics features. Card required, cancel anytime.

Stop guessing slippage.
Capture the real fill.

Connect cTrader, MetaTrader, OANDA or Bybit and Tracker Fx records the exact fill price on every trade, so the gap between your click and your fill stops being invisible.

7-day free trial. Card required, cancel anytime.