Calculated the latest statistics on slippage in American futures since the beginning of the year. Let me remind you, that only the execution of stop orders is considered. Sometimes it happened to play market orders and limit orders, but I didn’t take it all into account — stop orders only. General impression, basically, developed — my goal was to determine how much to roughly expose the costs of a futures portfolio when testing on historical data — now I see that the generally accepted established standard is quite suitable, such as, на futures truth — 75 dollars per circle is quite normal. I generally, exhibiting 100 dollars per circle, since you still need to take into account the transitions from one month's contract to another, what often have to be done. I think, I will not continue to keep statistics, as, basically, and so everything is already clear.
System no. 1 It was 296 transactions, slippage $18.49
System # 2 was 156 transactions, slippage $28,59
System No. 3 was 64 transactions, slippage $10,44
System # 4 had 117 transactions, slippage $30,56
Total, in general, all systems were 633 transactions, slippage $22,40
It was not all round, but for a separate transaction. To count on a circle, must be multiplied by two 22,40 * 2 = $44,80
Also, counted for individual futures. Deals, truth, separately for each futures, Little, but the general impression can be made::