Slippage drives me nuts really despite I know it is part of my daytrading system despite trading most liquid products out there My rule of thumb for the performance expectation is about 10% goes to commissions about 10 - 15% goes to slippage Now you have -25% (if everything else goes well) just cost of trading. Awful
In the past, I have run both the paper-trading and live-trading accounts at the same time with the same systems. Though the individual trades produced slightly different results, they averaged out about the same. Sometimes in my favor, sometimes not. The systems traded both long and short, and were trades that took a position early in the day and closed out all positions at the close. Stocks only Market orders Not demo account