Strategy fill assumption sensitivity
How sensitive are strategy results to the midpoint fill assumption?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: No fill when price missing
- 82,823 USD
- Lowest item: Added slippage
- 31,152 USD
- Average
- 67,689 USD
- Number of items
- 4 items
Main chart: backtest P&L under different fill assumptions (USD), by fill assumption
Backtest P&L under different fill assumptions (USD) (Range)
Supporting chart: fees and failed quote share
Fees and failed quote share (Bar)
Detail: data rows, observation dates and missing-value status for strategy fill assumption sensitivity
Backtest P&L under different fill assumptions (USD) and Fees and failed quote share (Table)
Sample data rows
| Fill assumption | Backtest P&L under different fill assumptions (USD) | Fees and failed quote share | Data date (sample) |
|---|---|---|---|
| All midpoint | 76980 | 17.3 | 2026-10-16 |
| Conservative bid/ask | 79802 | 0 | 2026-10-16 |
| Added slippage | 31152 | 6.4 | 2026-10-16 |
| No fill when price missing | 82823 | 29.3 | 2026-10-16 |