Slippage
The difference between the price a strategy expected and the price it actually got — from spread, market impact, and delay. Backtests that assume perfect fills overstate results by roughly the round-trip slippage times trade count, so high-turnover strategies are the most flattered. Honest backtesting either models slippage or discloses that it doesn't.
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Related terms
Bid-Ask SpreadThe gap between the highest price buyers will pay (bid) and the lowest…BacktestingSimulating a strategy's rules against historical market data to estima…Market OrderAn instruction to buy or sell immediately at the best available price.…
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-07-17, $10,000 starting capital, no margin, fees and slippage not modeled) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.