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It's often said that brokers slip stops and never slip targets in your favour. Your own fills can answer that, and the check takes an evening.

Setup: stops and targets placed as server-side orders. Export the deal history and compare each order price with the actual fill, split by exit type.

What to compute per symbol:

• Stop exits: average slippage, share with negative slippage, share with positive slippage, worst fill.
• Target exits: the same four numbers.
• Repeat with news minutes removed.

Before blaming the broker, know the structural part. A stop becomes a market order when triggered, usually during a fast move against you, so it can fill worse than the stop price. A take profit is a limit order and cannot fill worse than its price, only at it or occasionally better. Some asymmetry is therefore expected at any honest broker.

What would look suspicious: stops slipping in calm markets, positive slippage never appearing on stops, or targets regularly filling short of the price.

For planning, put a stop-slippage allowance into your costs. A worked example: if stops average 0.2 pips worse on EURUSD and your stop is 5 pips, that's 4% of risk on every losing trade.

Comparing several brokers at the same moments would show more than one account. What numbers do you get?