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Measured data

Exness Execution Speed — Measured With Real Orders — United Arab Emirates

Not a marketing claim: market orders were actually placed and closed on Exness’s MetaTrader 5 platform, and every fill was timed in-terminal. Measured 2026.07.02 16:38.

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100+ instruments  ·  Founded 2008

Two closed lines that came from the same idea can end with different results without anything unusual having happened. The difference is almost always in a field written on the lines themselves: how many lines the decision actually became, what size each one carries, which direction it was, and how many nights it stayed open. Those four are checked in that order, against your own records, before any question about the conditions of the moment is raised at all.

Why this is measured with trades

Execution quality is one of the account features Exness highlights, and it cannot be judged from quotes alone — only a real order shows the latency, the fill price and whether the platform rejects size. The probe opens and immediately closes positions of increasing size and records what actually happened.

Execution speed and fill quality vary with market conditions, liquidity and position size.

Measured round-trips by instrument and size

InstrumentLot sizeAvg executionSlowest fillAvg slippage (signed)Better / zero / worse fillsRejects
EUR/USD0.01151 ms187 ms-0.3 pts1 / 2 / 00
EUR/USD0.1151 ms172 ms-0.3 pts1 / 2 / 00
EUR/USD1146 ms172 ms-0.3 pts1 / 2 / 00
GBP/USD0.01141 ms156 ms+0.7 pts0 / 1 / 20
GBP/USD0.1130 ms140 ms+0.0 pts0 / 3 / 00
GBP/USD1135 ms156 ms+0.3 pts0 / 2 / 10
XAU/USD (Gold)0.01141 ms172 ms+0.0 pts0 / 3 / 00
XAU/USD (Gold)0.1151 ms172 ms+80.0 pts1 / 1 / 10
XAU/USD (Gold)1130 ms141 ms-72.3 pts2 / 1 / 00

Across 27 measured round-trips the average fill took 130–151 ms depending on instrument and size, with 0 rejected orders in total. Negative slippage means the fill was better than the quoted price at the moment the order was sent.

Slippage in points, signed: negative = filled better than quoted, positive = worse. ‘Rejects’ counts orders the platform refused at that size.

How this was measured

  • Real market orders (buy, then immediate close) placed in an Exness MetaTrader 5 terminal.
  • Latency timed in-terminal from order send to broker confirmation.
  • Sizes stepped 0.01 → 1.00 lot to expose size-dependent slippage.
  • Fills depend on market liquidity, account and conditions, and can differ.

Measured in-terminal on Exness’s own MetaTrader 5 pricing feed and symbol specifications, refreshed on a schedule. All figures are indicative and change with market conditions.

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Count the lines before comparing any number

The first check is not a number, it is a count. A position closed in one action leaves one line; a position closed in stages leaves several, each carrying a share of the size and its own share of the charges. Two decisions that felt identical can be one line against three, and the comparison is then between a whole and a fragment.

Lines that belong to one decision are found by grouping on the ticket rather than by eye. Times repeat inside a session and sizes repeat across a week, so a visual scan of the list produces convincing pairs that were never the same decision.

Until the counts on both sides of the comparison match, no other field carries meaning. This is the cheapest of the four checks and it removes the largest share of apparent mysteries.

Then the size each line carries

The size field comes second because everything below it scales with it. A gap here explains a proportional gap in the result and ends the enquiry on the spot: the same idea carried at two different sizes is two different exposures, and the record already says so.

The number to compare is the size written on the line, not the size that was intended. Whether the written size matches the plan is a separate question, and it is worked through on the lot size calculator page. Here the written figure is simply taken as given, because it is what the rest of the line was computed from.

Then the direction

The third check is which way the position faced. A charge booked per side applies to each line separately, so it is present on both, but the financing field does not behave symmetrically: the two directions of one instrument are not mirror images of each other, and two positions held for the same number of nights can carry opposite signs in that field.

Comparing a long line with a short line and calling them the same trade is the second most common reason two results refuse to line up. The direction field settles it in one glance, and it settles it before anyone has to think about prices.

Then the nights the position stayed open

Fourth: how long. Financing is applied for each night a position remains open, so a line closed the same session and a line carried across several nights differ by an amount that has nothing to do with the levels at either end of the trade.

The count does not have to be reconstructed from dates. It is already expressed in the financing field of each line, which is the whole point of that field existing separately from the result field. Reading the result column alone hides it and then makes it look inexplicable.

Only then the hour, and only as a pointer

The recorded open and close times are the last check, and they are a pointer rather than an answer. They establish that two lines happened under different conditions of the day; they do not say what those conditions were, and a pair of records is far too small a sample to say it.

That question moves to measured data — the table higher up this page, and the hour-by-hour figures — where the sample is large enough to describe a pattern instead of an anecdote. Two lines that agree on count, size, direction and nights and still differ have simply exhausted what a report can settle by itself.

The order the four checks are made in

  1. Group by ticket and count the lines each decision produced. Compare a whole decision with a whole decision, never a single line with a group.
  2. Compare the size written on each side of the comparison. A proportional gap here explains a proportional gap in the result and closes the question.
  3. Compare the direction. A long line and a short line are two trades, not one trade twice, and the financing field is usually where that shows first.
  4. Compare how many nights each position stayed open, reading the financing field on both lines rather than inferring it from the dates.
  5. Only when all four agree, look at the recorded times — and treat them as a pointer to measured conditions rather than as an explanation.

Each of these checks is made against fields already written on the lines. None of them needs a screenshot, a memory of the moment, or a second opinion.

What a difference in each field means

Field on the closed lineWhat a difference there meansWhere it is settled
Number of lines per decisionThe close was taken in stages, so one line is a fragmentGroup the lines on the ticket and total them
Size written on the lineResults scale with it and the gap needs no further causeThe size field on each line
DirectionTwo different trades rather than one trade twiceThe direction field, then the financing field
Nights heldFinancing was applied a different number of timesThe financing field on each line
Recorded open and close timeThe two happened under different conditions of the dayMeasured data, not the pair of records

The rows are in checking order. A difference found high in the table makes the rows below it unnecessary.

Frequently asked questions

Why did two of my own trades on the same instrument end differently?
Check four fields on the lines before anything else: how many lines each decision produced, the size written on each, the direction, and the number of nights held. In most comparisons one of those four differs, and the results then differ for a reason already written down.
How can I tell that a position was closed in stages?
By counting. One decision closed in stages is written as several lines, each with a share of the size and its own share of the charges. Grouping the lines on the ticket turns the fragments back into one record that can be compared.
Why does direction change the result when the distance was the same?
Because the financing field is not symmetrical between the two directions of an instrument, and a charge booked per side applies to each line separately. Two positions of equal size over an equal distance can therefore end on different totals.
Does the number of nights appear on the line itself?
Yes. Financing is applied for each night the position stays open and is written to its own field on the line, so the count never has to be reconstructed from the dates at either end.
What if all four fields match and the results still differ?
Then the report has said everything it can, and the remainder belongs to the conditions of the moment rather than to a field. Measured data covers that ground; two records are too small a sample to.
Is it enough to compare the result column?
No. Commission and financing sit in their own fields on the same line, so a comparison that reads only the result column is setting two partial totals against each other.

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