I've tweaked my strategy and have been paper trading it again. I'm taking into account commissions but I don't know what I should do about slippage. The last time I paper traded was on a simulator that didn't account for slippage and it gave me much better fills which skewed my results. I'm using only 100 share size in stocks that have plenty of liquidity. Right now my results look promising: W/L 2.77 Win% 66% Avg win $36.59 Avg loss $13.22 The problem with this is I'm using my entries and exit's as fills at my exact prices. How would slippage effect this and is there a way to account for it in backtesting?