The document at this post provides plenty of food for thought... http://www.elitetrader.com/vb/showthread.php?s=&postid=1108710#post1108710
Here is another screenshot of an execution report. Up about 3 points in an hour and a half. The last 3 lot trade was an execution error, it should have been a close out, not a reversal hence the quick 1 lot to go flat..