Slippage
--
Entry
--
Exit
--
Entry
--
Exit
--
Fills
--
Market vs Limit
Limit
GTC chase entry · market exit
Entry Drift--
Exit Drift--
Total Drift--
Latency--
Legs Won--
VS
Market
market in & out
Entry Drift--
Exit Drift--
Total Drift--
Latency--
Legs Won--
Last Trade
Per-Trade Execution
| Trade | Direction | Leg | Time | Signal | Fill Price | Drift ($) | Drift (%) | Filled | Reprices | Latency |
|---|
Execution Equity
Cumulative PnL on matched signals — perfect signal fills vs both execution styles, all at our order size
Execution Harmony
Drift from signal per trade — above zero beat the signal, below zero paid drift. Dashed band = ±0.02% threshold.