I checked the performance report for strategies I'd been running. It's for period from 4.12.2016 to 19.1.2017. There is over 1200 trades. It says that avg trade slippage is 4.9p, +9.5p positive and -0.3p negative. The transaction costs are -4581$ for spread and +8104$ for slippage. I would say this has to be wrong but I don't know how to check. The event log has been overwritten and in the new one I don't see any weird values. Can it be caused by some of the previously discussed bugs? E.g. price outliers? Or Zorro/MT bridge mixing trades belonging to different assets?
