Backtest honesty for EURUSD M1: modeling spread and slippage

[LondonScalper]

Backtest honesty for EURUSD M1: modelling spread and slippage.

An M1 EURUSD backtest that uses a fixed optimistic spread is fiction. I want variable spread by session, slippage stress on entries, and rejection of trades when spread exceeds a cap -- because that is how I trade live. Curve-fit entries die when costs wake up.

Minimum honesty
1. Session-aware costs.
2. Slippage scenarios, not zero.
3. Out-of-sample and walk-forward, not one magic decade.
4. Compare to a simple baseline (e.g. time-of-day filter only).

If the edge vanishes with realistic costs, it was never an edge.

How do you stress costs in M1 tests without making the model pure guesswork?

Publish assumptions with any equity curve you share: spread model, slip, and whether news trades were filtered. Curves without cost footnotes are entertainment. Honesty shrinks the curve and grows the chance you will trust live results.

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 "Backtest honesty for EURUSD M1: modeling spread and slippage" that survived contact with live sessions, what does the rule look like on a sticky note -- and what did you try that failed?