Well, at the same time, statistics on slippage on stop orders per transaction (not round).
System number 1
201 transaction, $20 or 2.37 Tick
System No. 2
106 transactions, $30 or 4.14 Tick
System №3
38 transactions, $7 or 0.76 Tick
System №4
79 transactions, $35 or 4.03 Tick
System No. 5
market orders
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Total
424 transactions, $24 or 2,98 Tick
Remind, it's not a circle. The circle must be multiplied by two. That is, 24 * 2 = 48. A plus, about, $7 to the broker's commission = $55 per circle.
If we also add to the transitions from expired contracts to new ones, then when testing a futures portfolio for systems with stop orders, need to lay, least $70 per circle for costs
