Broker execution scoreboard
Broker execution scoreboard
Measured broker execution
Based on 634 real fills across 2 connected accounts, Blueberry Markets shows a median XAUUSD slippage of 1.0 points and a median fill latency of 169ms. Everything below is measured from broker-reported order history and tick data — here's the full methodology. It is not a paid review; there are no affiliate links.
Where your executed price landed vs the price requested.
~$8.07/lot fees + negative swap per lot · 100% currency coverage
Monthly medians on the broker’s most-traded symbols — medians, so one news spike doesn’t repaint a month. Points are symbol-specific: switch symbols with the chips, don’t compare across them.
median slippage · 0 = filled at the requested price, below 0 = price improvement
median fill latency (broker-side, order received → filled)
Points; negative = price improvement, positive = worse fill.
Data completeness: latency 95% · spread 50% of fills (missing values come from brokers without ms timestamps or tick history).
| Symbol | Median slippage | ≈ per 1 lot | p95 slippage | Median latency | Avg spread | Fills |
|---|---|---|---|---|---|---|
| XAUUSD | 1.0 pts | ≈$1.00 | 71.0 pts | 169 ms | 16.3 pts | 634 |
Measured from real fills: requested vs executed price from order history, latency from broker millisecond timestamps, spread from the broker’s closest pre-fill tick. Unsupported metrics remain N/A and expose their observation, account and coverage counts on hover. History is broker-reported.
Across the trailing 180-day cohort, Blueberry Markets has a relative score of 51/100 against other measured brokers on the same symbols, based on 3 of 3 measured components, ranking #5 of 9. It is a cohort comparison, not an absolute quality grade.
From real fills on connected accounts: slippage compares each order's requested vs executed price in symbol points; latency is the broker's own order-received to order-filled millisecond timestamps; spread uses the closest pre-fill tick in the broker's history. Every displayed metric needs 30 observations from one account.
On the scheduled refresh cadence — hosted accounts sync every 3 hours during weekday daytime, less often overnight and weekends. Each new fill is included after the next refresh. The monthly charts use medians, so one news spike doesn't repaint a month.
Want your own fills in these numbers? Connect an account read-only— your broker's stats sharpen with every fill, and you get the full trade journal on top.
median spread from the closest pre-fill tick