Spread 50.00 * 50.04 * If you enter all your trades at market your slippage round trip in this situation will be -.04. * If you enter all your trades at Limit and are FIRST ALWAYS to be filled your slippage round trip in this situation will +.04 Your strategy is one such that you'll be entering limit orders and will be very close to first in the queue to be filled and "say" you find that your average slippage is +.04 (so you GAIN the spread). You run a backtest and it says that Average Trade Net Profit is .10. On the backtest say you enter at the close of every bar so you get the closing price. What I want to know is if your backtest yielded .10 and your strategy gains +.04 in slippage is your expected profit likely to be .14, or when you backtest is the backtest like "getting filled on the bid if buying / filled on ask if selling" so in that case your expected profit would be .10 because the .04 is already accounted for in the backtest? I hope that's clear Please do not respond saying you can't assume +.04 in slippage. I know that!