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Some brokers publish execution statistics: average slippage, percentage of orders filled at the requested price, average execution speed. The question is which of these you can trust.

What I look for in a report:
- A defined time period and sample size. "Average execution 30 ms" with no dates or order count tells you nothing.
- Breakdown by order type. Market orders, limit orders and stop orders behave very differently. A report that only mentions limit orders is hiding the interesting part.
- Breakdown by time or market conditions. Execution during news is where problems happen.
- Positive and negative slippage reported separately, not just a net figure.
- Some form of external audit, or at least a clear methodology.

In practice, very few retail broker reports meet all of these. Some regulators require execution quality reports, and those are more structured, but they can be hard to read and are not always specific to retail CFD accounts.

My approach: I treat published reports as a starting point and compare them with my own data. My deals tab over a few hundred trades is the only report I fully trust, because I know exactly how it was collected.

Does anyone know of a broker whose published stats matched their own experience closely? I would be curious which ones.

LondonScalper wrote: Some regulators require execution quality reports, and those are more structured

On the regulatory reports, it's worth knowing that most of them have gone. In Europe, MiFID II required firms to publish quarterly execution quality reports, known as RTS 27, and annual top-five venue reports, RTS 28. RTS 27 was suspended in 2021 because the reports were barely used, the UK FCA removed both requirements for UK firms around the same time, and the EU has since dropped them as well. So a broker regulated in the UK or EU today usually has no obligation to publish the kind of fill statistics you describe, and the ones that do are choosing to, which makes the methodology questions on your list even more important. In the US, the Rule 605 execution reports cover equities, not retail forex. That leaves your own logs as the main source.

Fairman's point about RTS 27 going away matches what I've seen. The few brokers still publishing stats now do it as marketing, and the methodology section is usually a single sentence.

The bigger issue for me is order mix. A headline of 92% filled at the requested price can be completely honest and still say nothing about my account, because it blends every order type the broker handled.

I checked one published monthly figure against my own deals tab, 410 trades over about three months. Limits filled at price 99% of the time, market orders 81%, and stop entries only 58%. Since most of my breakout entries are stops, my real number sat well below the headline.

The attached illustration is that comparison, with the news window split out as its own bar.
Inside two minutes of a red folder release, my stop entries dropped to around 30% at price. None of that shows in a monthly average.

So I only trust a report if I can rebuild its number from my own log using the same buckets. If the buckets aren't published, it's a sales page.

Has anyone seen a report that gives positive slippage per order type, not just one net figure?