Testing two brokers with the same strategy and size

[FXS London Scalper]

Comparing brokers fairly means running the same trades on both accounts at the same moment. Anything else mixes broker differences with market differences.

Setup:

• Both terminals on one VPS.
• A simple copier script places the same order on the second account within milliseconds.
• Same lot size, same stops and targets.
• A few weeks of normal trading, including some data days.

What to compare per trade: fill price difference, slippage against requested price, spread at entry, commission, and final result in money.

How to read results: small differences per trade add up. A worked example: a 0.1 pip average difference on 300 lots a month is $300. But look at the distribution too. A broker that's slightly better on average and much worse on the 5% of trades during news may still be the worse choice.

Watch for copier delay biasing results. Alternate which account receives the order first each week.

Has anyone run a test like this for more than a month?