Fill ratio: a journal column worth adding
Posted: Sat Oct 31, 2026 7:39 pm
Most trading journals track entries, exits, size and result. A column rarely included is the fill ratio, or how often the intended order actually filled as planned.
It can be simple: intended price, actual price, intended size, actual size, and whether the order was rejected or delayed. Over time those numbers show patterns that remain invisible otherwise. A strategy that looks great on paper might lose half its edge to missed or slipped fills.
It's also a way to catch broker problems early. A drop in fill quality, an increase in rejections, or a creeping rise in average slippage all show up in the data well before they show up in the equity curve.
Adding the column takes a minute per trade. Filling it in for old trades isn't possible, which is the best argument for starting now.
Does anyone track fill quality, and what does a typical week look like?
It can be simple: intended price, actual price, intended size, actual size, and whether the order was rejected or delayed. Over time those numbers show patterns that remain invisible otherwise. A strategy that looks great on paper might lose half its edge to missed or slipped fills.
It's also a way to catch broker problems early. A drop in fill quality, an increase in rejections, or a creeping rise in average slippage all show up in the data well before they show up in the equity curve.
Adding the column takes a minute per trade. Filling it in for old trades isn't possible, which is the best argument for starting now.
Does anyone track fill quality, and what does a typical week look like?