IC Markets vs Tickmill on USDJPY: cost and fill notes

[LondonScalper]

IC Markets vs Tickmill on USDJPY: cost and fill notes.

USDJPY has its own open personality and Tokyo/London handoff quirks. Venue comparison needs session tags -- a blended daily average hides whether one book is worse exactly when you trade.

Fields
Spread at click, slip, rejects, and hold-time cost impact at your typical scalp duration. Round-number minutes get a separate filter in my sheet.

Again: logs over lore. If you only have anecdotes, say so -- anecdotes are still data if labelled honestly.

Anyone running side-by-side yen logs care to share patterns (not recruiting links)?

Tokyo open versus London open deserve separate lines in the sheet. A venue that is fine at 08:00 London can feel different at 00:00 if you ever swing that window. Tag the session or the comparison is mush.

I am interested in how others on this desk handle the same problem without turning it into folklore. Concrete rules and log fields beat slogans. If you have a version of "IC Markets vs Tickmill on USDJPY: cost and fill notes" that survived contact with live sessions, what does the rule look like on a sticky note -- and what did you try that failed?