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The MT5 deals tab is where my execution forensics live.

Fields I care about: time, symbol, type, volume, price, commission, swap, profit, and comment or magic number if any. I export weekly to CSV. Odd slips get a chart screenshot with the same timestamp. Without the deals tab I am arguing from memory, which always sides with me.

How I use the export: one column for intended price, typed from my notes, next to the fill price from the tab. The difference is my slip estimate. A pivot by hour of day shows where the worst fills cluster, and for me that is always the first two minutes after 08:00 and anything around US data.

Two traps worth knowing. The history tab shows orders and deals separately, so partial fills can look like extra trades. And times are server time, which for most brokers is not London, so convert before comparing with your journal.

I teach new members to open that tab before they open another indicator. If you cannot reconstruct a fill, you cannot improve execution. Forensics first, poetry later.

The orders versus deals trap confused me longest, and the fix I settled on was a script rather than the manual export. It pulls every deal with its position ID, so entry, partial closes and exit group into one row per trade.

Commission needs the same grouping. My account charges half on the entry deal and half on the exit, so a partly closed trade shows three commission lines that only make sense added together.

For the slip column I also fix the sign. Fill minus intended price is worse for a buy when positive and worse for a sell when negative, so I multiply by direction and positive always means it cost me.

Your pivot by hour matches mine, and I'd split it again by order type. My market entries after 08:00 slip a little while stops in the same minutes slip far more, which changes what I'd do about it.

The server time point catches nearly everyone. I keep the offset as a column rather than a fixed number, because it moves by an hour in the weeks when the US and UK clocks disagree.

How do you type the intended price for a stop? I use the stop level itself, but for manual market entries I've never found a version I fully trust.

LondonScalper, I finally put numbers on the order type split from my last note. Over six weeks of London EURUSD, market entries in the first two minutes after 08:00 averaged 0.2 pips of signed slip, while stop entries in the same window averaged 1.1.

Quiet mid-morning flipped that. Market slips sat near 0.1 and stops near 0.3, so the open is where stop behaviour actually costs me.
The chart above is an illustration of those two windows side by side. It is why I stopped using stop entries for the first ten minutes after 08:00 and switched to market with a wider written stop instead.

Partial fills still need the position ID group before those averages mean anything. Three commission lines and two exit deals on one trade will fake a worse slip if you average deal by deal.

For intended price on manual market entries I now snapshot the bid or ask at the click from the journal line, not from memory a minute later. It is still imperfect, but it beats typing a round number from the chart.

Does your export keep the request price from the journal, or only the fill from the deals tab?