Average spread is not the spread at the entry time

[Amanhasnoname]

Brokers love to quote average spreads, usually from a flattering calculation. The average hides how spreads behave at specific moments, and scalpers trade at specific moments.

An average of 0.6 pips on EURUSD might hide 0.2 pips during London and 2.5 pips during rollover. If trades cluster in the busy window, actual costs are lower than the average. If trades happen during thin hours, costs are higher.

Tracking actual spread at the moment of every entry gives the real figure. A spreadsheet with the pair, the time, and the spread at the order is enough. After a month, the cost distribution is clearer than any marketing number.

It also shows which hours cost the most for the strategy being used. Sometimes a strategy that looks marginal turns profitable simply by dropping trades in the most expensive windows, and no change to the signal is needed.

Some platforms store spread per bar, and exporting that data helps. The real work is matching the spread to trade times and not relying on a single daily average.

What was the actual average cost per trade after measuring spreads at real entry times?