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Entity differences matter more than logo similarity.

I keep notes comparing the IC Markets entity I actually opened, with spreads and server behaviour from my log, against marketing that mixes regions. I do not claim a universal ranking between the Australian entity and the others. I claim only what my account shows, and I re-check after any account migration. Conditions, swap, and even symbol names can differ enough to break templates.

Things worth checking on your own agreement: which regulator is named, maximum leverage for your residency, whether negative balance protection applies, and the commission schedule for the raw account type. I have seen people compare spreads from a forum screenshot taken on a different entity and conclude their own broker was cheating them.

The other practical issue is symbol naming. One entity used a suffix on gold that broke my saved templates and an EA's symbol check. Small thing, but it cost me a morning.

Practical rule: trade the entity on the agreement, measure that path, and ignore brand-level folklore that blurs subsidiaries. If you move entities, start your cost log from zero again.

Entity on the agreement is what I measure, not the brand on the homepage. Spreads, swap, and even gold symbol suffixes have differed enough across subsidiaries that a template built on one path broke on another.

I restart the cost log from zero after any migration. Comparing a forum screenshot from a different region to my own deals tab is how I used to invent a cheating story that was really an entity mismatch.

Negative balance protection and leverage caps by residency sit on the same checklist as commission for the raw account type. Marketing blurbs that mix regions stay off the sheet.

The Australian entity on my card is the only path I score. Soft folklore about sister desks does not change a stop reject count I can export.

Which regulator and account type are named on your agreement, and did you rebuild the cost sample after the last move? That rebuild step is the one most people skip.

LondonScalper, the step I would add to restarting the cost log is deciding how big the new sample must be. After my last migration, the first five sessions showed a median all in cost of 0.58 pips on EURUSD between 07:00 and 10:00 London, which looked like a bargain.

By ten sessions the median was 0.69, and by twenty it settled at 0.76. The first week simply had no Tier 1 data, so early numbers flattered the new account.
That drift is plotted in the illustration. I now refuse to compare entities until twenty London sessions with at least two big releases are in the sample.

Server time is the other thing that moved. The new server ran on a different offset, which shifted the daily candle, changed my daily ATR readings and pushed an EA session filter an hour out of place.

I fixed it by converting everything to London time in the EA instead of trusting server hours. Rollover and swap timing changed as well, so overnight holds got a fresh check.

How many sessions do you wait before you trust the new cost numbers enough to compare them with the old account? Twenty is my floor, not a magic number.