DislikedThat seems to be the value I see as well. I'm more curious on the stop market slippage, but it will take much longer to build a significant dataset, along with the fact that the std dev of slippage will likely be much, much larger. Time will tell...Ignored
I suspect the slippage for stop order is higher compare to limit order because MB's LP can reject your order if the price moving fast therefore sending back your order request again and again until it is accepted by LP.
I do not have much slippage data on stop order but speaking from experience i think the negative slippage should be slightly higher than 0.2-0.3 pip.
I had a negative slippage about 30pips on stop order but the max positive slippage on limit order was about 10pips only.