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RISK · STOP SLIPPAGE

Stop-Loss Slippage: A Worked Crypto Example With Fees Included

A stop fills at the market after it triggers. In fast moves, that fill is worse than the trigger, and the extra loss belongs in your sizing.

By ChartsPod Editorial Team · Reviewed by ChartsPod Research
Published · Updated · 5 min read

Short answer

Stop slippage is the gap between the stop trigger and the average fill. Example: ETH long 2.5 ETH at $3,000, stop $2,940 (planned loss $150 + fees ≈ $7.4). In a fast drop, the stop fills at an average $2,925: an extra $37.50 loss, about 24% more than planned. Measure your typical stop slippage, add it to the loss per unit when sizing, and avoid stops at crowded round numbers.

Worked example

StepValue
Position2.5 ETH at $3,000
Stop trigger$2,940
Planned loss$150 + ≈ $7.4 fees
Actual avg fill$2,925
Extra loss$37.50
Size with $15 slippage allowance≈ 2.0 ETH for same total
Loss at stop ($)Loss at stop ($): Planned 157.4 $; Actual with slippage 194.9 $; Resized with allowance 157.0 $.LOSS AT STOP ($)Planned$157.4Actual with slippage$194.9Resized with allowance$157.0
Resizing restores the planned loss. Original ChartsPod editorial graphic.

Measuring your slippage

Stop slippage logStop slippage log: Trigger price and fill price per stop; Market and time of day; Bar range at the time; Median and worst slippage; Use worst-case for volatile sessions.STOP SLIPPAGE LOGTrigger price and fill price per stopMarket and time of dayBar range at the timeMedian and worst slippageUse worst-case for volatile sessions
Your own numbers beat guesses. Original ChartsPod editorial graphic.

Trigger vs fill mechanics: Stop-Loss Trigger vs Fill Price: Plan for Slippage in Fast Markets.

Conclusion

Related: Stop-Loss Trigger vs Fill Price: Plan for Slippage in Fast Markets, Stop-Distance Position Sizing: A Worked Crypto Example With Fees Included.

Plan the same calculation with ChartsPod's position planner.

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Stop slippage is the gap between the stop trigger and the average fill.

See Stop-Loss Slippage on live data in the free ChartsPod terminal.

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Questions readers ask

What is stop slippage?

The difference between trigger and fill price.

How do I plan for it?

Add an allowance to loss per unit when sizing.

When is it worst?

Fast moves, thin books and news events.

Sources and methodology

Arithmetic uses standard sizing formulas. Fee rates (0.05% taker, 0.02% maker), slippage and funding values are illustrative; check your venue's schedule. Liquidation figures are simplified approximations; exchanges calculate them with their own maintenance-margin rules (see Bybit's documentation).

  1. Bybit: Liquidation process — mark price and margin modes.
  2. ChartsPod: product overview, pricing and FAQ — free terminal, venues, modules, no order placement; checked 17 Oct 2026.

This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.

CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.