Demo and live accounts on the same broker: why fills can differ

[FXS London Scalper]

Traders often notice that a strategy behaves well on a demo account but worse on live, even with the same broker. Several reasons are possible, and not all of them suggest anything improper.

Demo accounts may fill orders at the quoted price without simulating liquidity, while live orders interact with real liquidity and may slip. Demo servers may use a slightly different price feed. Order sizes that are easy on demo may be large relative to available liquidity on live, especially during news.

A method to measure the difference is to run both accounts at the same time with the same EA and log requested and filled prices. Comparing average slippage over a few hundred trades gives a concrete number.

If live slippage is consistently negative while demo shows none, that difference belongs in any backtest assumptions.

Asking the broker about their execution model and liquidity providers can also clarify what to expect.

Have you measured the gap between your demo and live fills?