A slippage log that fits on one spreadsheet page
Posted: Sat Oct 31, 2026 9:18 pm
A good slippage log needs only a handful of columns. Timestamp in UTC, pair, direction, order type, size, requested price, executed price, spread at the time, and a note on conditions like news or rollover.
Slippage in pips is the difference between requested and executed, signed so that positive means favorable and negative means adverse. A column for that makes the totals easy.
Filling in the requested price is the tricky part. A quick approach is noting the quote on screen just before clicking, or using a script that logs the bid and ask at the moment an order is sent.
After a month, a pivot table by hour and by pair shows the pattern. A chart of the cumulative slippage reveals how much has been given up.
The log also helps with testing changes. After moving to a new VPS or broker, compare slippage before and after.
It takes discipline to keep updating, but the numbers eventually guide decisions better than impressions.
What columns are in your execution log, and which one turned out to be the most revealing?
Slippage in pips is the difference between requested and executed, signed so that positive means favorable and negative means adverse. A column for that makes the totals easy.
Filling in the requested price is the tricky part. A quick approach is noting the quote on screen just before clicking, or using a script that logs the bid and ask at the moment an order is sent.
After a month, a pivot table by hour and by pair shows the pattern. A chart of the cumulative slippage reveals how much has been given up.
The log also helps with testing changes. After moving to a new VPS or broker, compare slippage before and after.
It takes discipline to keep updating, but the numbers eventually guide decisions better than impressions.
What columns are in your execution log, and which one turned out to be the most revealing?