I have a strategy that reports 93 as the value of TotalSlippage for a strategy on EMD with 527 trades. I would have expected a total slippage of something like $10,000 since each tick corresponds to $10.00 and we would lose 1 tick at the entry and 1 at the exit.

var totalSlippage = SystemPerformance.AllTrades.TradesPerformance.Tota lSlippage

var entrySlippage = SystemPerformance.AllTrades[i].Entry.Slippage; var exitSlippage = SystemPerformance.AllTrades[i].Exit.Slippage;

The documentation says that execution slippage and total slippage are reported in ticks. Yet, these values are not an integer number of ticks, they seem to be a sum of tick

*sizes*. For EMD, the tick size is ten cents. It appears

**slippage is being reported as a multiple of the tick size**rather than as the number of ticks.

Trades: 527

Total Slippage: 93

Total Entry Slippage: 52.7

Total Exit Slippage: 40.3

Is this a correct observation? Can I expect that slippage is always reported as a multiple of tick sizes? So that if I wanted the actual number of ticks I would divide by the tick size. Or if I wanted the dollar value of slippage I could just multiply TotalSlippage by the point value?

Thanks,

## Comment