I'm currently practicing every day with my futures demo platform since making the move from stocks. I'm doing much better than I thought I would but the fills are always at the last price instead of the bid or ask. This makes it very difficult to tell how my trades would do because I put in stops and limit orders. My questions is, if I have a good strategies for entry and risk management and I have equal reward/risk ratios with 3-4 times as many winning trades as losing trades, how much is the spread going to hurt my performance? Would you professional emini traders say the fills hurts performance badly on the ES? These strategies are some of the same ones that were succesful for me with stocks and they seem to be working on the ES. I just don't know how the fills are going to turn out when I trade real money soon. These are short term trades, with about 1.5-2 points average profit and loss on the ES.