Now, that we have actual prices in trade, can you add a 'slippage study report' that shows slippage by sim and/or by groups of sim by order type and in total, based on the actual trading days:
a) Open
b) Hi
c) Low
d) Close

IB has a report somewhat like this, but this will be helpful.

Results: Total score: 21, # of Votes: 6, Average: 3.5
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Requested by: Tomyani
On date: 07/30/15
Category: Portfolio

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