I am trying to figure out Deriv’s real cost per trade, not just the numbers on the website. I took notes on EURUSD and XAUUSD across London and New York, counting spread, commission, and average slippage, then compared that with what I see on the broker pages in this community.
If you trade Deriv, can you share your per lot math for your account type and pair, plus time of day? Also curious about any pattern in swaps and any platform quirks that change cost, like partial fills or delays.
Do your own records match the figures you see here, or are they off?
EURUSD averages 0.8 pip commission included during london.
XAUUSD widens a lot at rollover test again.
Use a clean worksheet and log real fills for one week per session. For each trade record time, pair, spread at entry and exit, commission, slippage, and swap. Your true cost per lot is spread plus commission plus slippage minus any rebate. Run the numbers by session since London and rollover behave very different. Avoid demo. Place small live trades with fixed size so you can compare days. Then compare your weekly average to what you see on broker pages here.
On my side, the spread lines up on quiet hours but the cost jumps at rollover.
Try noting a few short sessions, like London open and New York close, then check if the pattern repeats next week.
I see small differences on EURUSD, bigger gaps on gold. Week start and rollover are the worst. My math only matches the page when I skip those windows.
Did this last month with a small live account.
I tracked thirty trades on EURUSD and XAUUSD. Average true cost on EURUSD came out to 0.9 pip including commission and typical slippage during London. Gold was all over the place around rollover and during CPI. The numbers on the broker page were close on calm days, but my slippage pushed the real cost up on fast moves.
Log it for your pair and time. The pattern shows fast.