Improving Transparency for Trade Provider Performance Metrics

Challenges arise particularly with high-frequency strategies using tight entries, stop-losses, and take-profit levels.

Due to external factors beyond system control—such as broker liquidity, spread differences, slippage, latency, volatility, and timezones—the same trade idea can lead to different execution outcomes across users (TP, SL, break-even, or no execution).

While provider-based statistics may be structurally correct, they are not reliably reproducible at scale across multiple brokers and real market conditions.

Proposed Improvement

Introduce an additional performance layer based on aggregated real-account execution data, calculated:

• per Trade Provider

• per strategy

Displayed alongside existing statistics, this would clearly distinguish between:

• Theoretical / Provider Performance

• Real-Account Average Performance

This approach cannot eliminate execution variance, but it provides the most realistic and transparent representation of expected outcomes, especially for high-frequency strategies.