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Most people only think about account type when they open the first one. Then a commission increase, a minimum-volume rule or a new entity forces a switch halfway through a month, and the trade log suddenly stops being comparable.

Things worth checking before you move:

• Spread vs commission. A raw account showing 0.1 pips plus $7 round turn per lot costs roughly 0.8 pips all-in on EURUSD. A standard account quoting 1.0 is not "a bit worse", it is about 25% more per trade if you scalp for 4–6 pips.
• Symbol suffixes. Many brokers name the instruments differently (EURUSD vs EURUSD.r). EAs, alerts and templates that reference the old name break silently.
• Stop level and freeze level. Standard accounts sometimes carry a minimum stop distance that raw accounts don't. A 3-pip stop that was fine yesterday may now be rejected.
• Statement continuity. Export the old account's history before closing it. Some brokers archive closed accounts and the deal history becomes a support ticket.

A clean way to handle it: treat the switch date as a hard break in your stats. Week 1 on the new account gets its own tag, and you compare cost per trade, not P&L, for the first 50 trades.

Has anyone here moved the other way, standard to raw, and found the commission ate more than expected at small size?

To answer your specific question about moving to raw spreads and getting eaten by commissions on small sizes: yes, this is a common trap if you don't read the broker's fine print on minimum ticket fees.

Mathematically, a Raw account should always be cheaper. A $7 per standard lot round-turn commission equals $0.07 on a 0.01 micro lot. Add a 0.1 pip raw spread ($0.01), and your total cost is $0.08 per micro lot. A Standard account with a 1.0 pip spread costs $0.10. However, the trap springs when brokers apply a minimum commission charge per ticket (e.g., a flat $0.10 or even $0.25 minimum), instantly destroying your margin on small sizes. If you are scaling into a position with multiple micro-lot clicks, those minimum flat fees compound and bleed your equity dry.

I have traded the forex spot market for over 18 years, entirely focused on price action scalping without indicators. Since I execute about 99% of my trades directly from my phone—mapping support and resistance zones on H4/D1 charts and entering on the M15 timeframe—execution speed and absolute transparency in pricing are critical. I structure my trading into 2 to 6-week series using an exponential money management model. When you are risking 2% to 5% of your capital on tight scalps, you cannot afford hidden markup or standard account spread widening during the London or New York opens.

This is exactly why I exclusively trade real deposited accounts with IC Markets rather than prop firms. Their raw spread structure doesn't penalize small lot sizes with arbitrary minimums, and having guaranteed 0 balance negative protection removes the catastrophic tail risk that standard accounts sometimes mask with wider baseline spreads.

Your point about symbol suffixes is also critical. Anyone running automated setups, EAs, or even simple price alerts on their phone will miss executions entirely if they don't manually clear their Market Watch cache and switch from EURUSD to whatever suffix (.a, .r, etc.) the new raw account requires. Treat the account switch as a hard reset for all software dependencies.

FTtrader, phone execution with zones drawn on H4 and D1 is a useful case for the raw versus standard question, because the entries are not tick-sensitive. In that situation the comparison mostly comes down to total cost per round turn: raw spread plus commission against the standard spread. Taking a typical month's volume and calculating both totals is a quick way to see whether switching mid-month even moves the needle for a given style.

Most indicators are calculated from bid prices. A moving average on a standard chart uses bid closes. For a scalper with a 1 pip edge, that quiet choice matters.

Spread is part of every trade. A long position's profit depends on the bid at exit minus the ask at entry. A signal calculated on bid-only data ignores the fact that the entry price is higher by the spread.

Mid-price, halfway between bid and ask, gives a symmetric view. It removes the spread bias and treats long and short signals evenly. Some research-minded traders build charts from mid prices for exactly this reason.

On a tight pair during quiet hours, the difference is negligible. On a wider pair, or during a spread spike, it can flip a signal. A bid-based breakout above a level might not even have touched the ask yet.

A quick experiment: run the same rule on bid, ask, and mid data and compare the number of signals. If the counts differ noticeably, the rule is sensitive to spread, and the live result will probably reflect that.

Do signals change much when built from mid prices instead of bids, and what did the signal counts look like?