What is the proper slippage assumption for E mini sp backward testing? I've searched this forum on this topic, seems most people think the slippage should be 0.50, one tick when enter, and othoner tick when exit. Suppose you buy and sell one lot at the same time, both are filled, you net position is zero, what is your lost? Very likely to be 0.25. So, the slippage is 0.25, one tick only. This should also apply when hold a contract longer. When enter, you pay only half of the spread, and exit the same. So, slippage should be around 0.25. Am I right with this?