Demo fills are too good, and the proof is in the timestamps
Posted: Sat Oct 31, 2026 7:56 pm
Check the deal history on a demo account and a live account for the same strategy. The difference is often visible without any calculation.
On demo, fills tend to arrive within a fraction of a second, at exactly the clicked price, with almost no variation. On live, there's a spread of delays, occasional slippage and the odd rejection.
Reasons vary. Demo servers aren't connected to real liquidity, so they don't face the same constraints. They also don't have the same load, since they don't handle the flow of real orders.
For anything speed-sensitive, that makes demo a flattering mirror. A scalping strategy that depends on getting filled at a precise level looks sturdier than it is.
One quick exercise: export the fill times from both accounts and compare the distributions. The demo curve will usually be narrow and fast. The live one will have a long tail.
That tail is the real cost of trading, and it's invisible until real money is involved.
Do your demo and live fills look similar, or very different?
On demo, fills tend to arrive within a fraction of a second, at exactly the clicked price, with almost no variation. On live, there's a spread of delays, occasional slippage and the odd rejection.
Reasons vary. Demo servers aren't connected to real liquidity, so they don't face the same constraints. They also don't have the same load, since they don't handle the flow of real orders.
For anything speed-sensitive, that makes demo a flattering mirror. A scalping strategy that depends on getting filled at a precise level looks sturdier than it is.
One quick exercise: export the fill times from both accounts and compare the distributions. The demo curve will usually be narrow and fast. The live one will have a long tail.
That tail is the real cost of trading, and it's invisible until real money is involved.
Do your demo and live fills look similar, or very different?