Slippage should be symmetric. Check whether it is.

[Shadow Trader]

Plenty of brokers claim that slippage works both ways, positive and negative. Easy to say. Easy to test too, and the results are sometimes ugly.

Take a few hundred market orders and log the requested price against the executed price. Split them into positive slippage, zero slippage, and negative slippage. A fair setup shows roughly balanced size and frequency on both sides, especially in fast conditions.

A suspicious setup shows negative slippage averaging 0.8 pips and positive slippage averaging 0.1, with positive fills being rare. That pattern implies asymmetry somewhere in the chain, whether from the price feed, a fill delay, or a policy that passes on bad fills but not good ones.

There's a subtle twist: some brokers do pass positive slippage on market orders but cancel it on pending orders, or the reverse. Test both order types separately, since the behavior often differs.

The sample size matters. Thirty trades prove nothing. Three hundred starts to say something. Over a thousand and the pattern is hard to argue with.

Anyone with a spreadsheet and some patience can do this audit in a weekend. It's more useful than another indicator test.

Did the slippage on an account here ever turn out to be one-sided, and how did the broker respond when asked?