Thank you for the info. That would suggest that the prices should be the same as those in the trade log for long entries and short exits. But if I look at a small sample from trade log the differences are between -0.1p and 0.3p. On the other hand it's true that for short entries and long exits the numbers are bigger and almost always negative. Anyway - my computed number was the same as in Zorro results purely by chance and the conclusion is that the only way to explore slippage in depth is by aligning the downloaded market data with trades.