I do test with no slippage and 4 slippage again. Here is the tradelist.
They have the same entry price. But the exit price with slippage is always 4 ticks bigger than the exit price with no slippage.
The ticks is 0.2.
Attachment TradelistExportnoslippage2.xlsx added
Attachment TradelistExport4slippage2.xlsx added
When in short marketpostion, the slippage calculation seems to be correct.
The exit price with slippage is always higher than the exit price without slippage.
Backtest engine is Multicharts.
Subject changed from Slippage Bug to !!![Wrong report] Slippage Bug