Slippage Cost Calculator
Calculate the hidden cost of slippage on your trading.
Estimate monthly and annual slippage impact based on trade frequency and position size.
Slippage Impact
Slippage is the difference between the expected execution price and the actual fill price. It occurs due to market volatility, order size, and liquidity.
Slippage Cost per Trade = Average Position Size × Slippage %
Monthly Slippage = Slippage per Trade × Trades per Month
Typical slippage by market:
- Large-cap stocks: 0.01–0.05%
- Small-cap stocks: 0.05–0.20%
- Major forex pairs: 0.01–0.03%
- Futures (liquid): 0.01–0.05%
- Crypto: 0.05–0.50%
Factors that increase slippage:
- Low liquidity / thin order books
- High volatility (news events, open/close)
- Large position sizes relative to volume
- Market orders vs. limit orders
- Adverse selection in correlated markets
Reducing slippage:
- Use limit orders where possible
- Trade liquid instruments during active hours
- Break large orders into smaller pieces
- Avoid trading around major news releases