Calculate the share of orders that were executed — a key measure of execution quality for limit-order strategies.
Not financial advice. Results are estimates based on the values you enter and simplified assumptions; real trades are affected by fees, slippage, gaps and other factors. Trading involves substantial risk of loss. Read the full disclaimer.
A low fill rate isn't automatically bad — it may be the price of not chasing. The danger is selection bias: if the orders you miss are the trades that would have moved furthest in your favour, a backtest that assumes every order fills overstates performance.
Measure the difference between expected and filled price in %, basis points and money.
Turn a bid-ask spread into money per trade, pips and monthly cost.
Calculate flat, percentage or per-share commissions with minimums and maximums, per trade and per year.
Count them as filled for the headline rate, but track them separately — the calculator shows the fully-filled rate too.
Market orders fill almost 100%; limit-order strategies often run 60–90% depending on how passive the limits are.