Broker execution scoreboard
Broker execution scoreboard
Measured broker execution
Based on 1 real fills across 1 connected account, FTMO shows execution data still accumulating. 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.
Not enough slippage data to split fills yet.
Data completeness: latency 0% · spread 100% 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 |
|---|---|---|---|---|---|---|
| GBPUSD | N/A — insufficient evidence | — | N/A — insufficient evidence | N/A — insufficient evidence | N/A — insufficient evidence | 1 |
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.
Not enough comparable data yet: FTMO has 1 measured fills, below our reliability threshold. The raw measurements on this page are still real — treat them as indicative.
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.