Hey, test with this, so you are always on the pessimistic and more real side:
Setting Slippage to a negative amount simulates asymmetric slippage that is always in adverse direction of the trade. Asymmetric slippage is illegal, but some trading platforms allow the broker to automatically apply asymmetric slippage for reducing the trader's profit.
I trade with FXCM and the slippage seems to be much greater on the negative side (hope they don't do this on purpose....).
