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For example, we bought 100 contracts with the Market order at the price 12.5 (BigPointValue = 10), and then closed the position with the Limit order at the price 12.7.
The profit, excluding slippage, is : (12.7 – 12.5)*10 100 contracts * BigPointValue = 0.2*100*10 = $200.
If the Slippage is specified $1 per Trade, then the net profit of this trade is $200 - $1 (from the entry, as it is the Market) – $0 (from the exit, as it is the Limit and cannot be filled worse) = $199. If the slippage is set at $0.1 per Contract, then the net profit of this trade will be $200 - $0.1*100 contracts (from the entry, as it is the Market) –$ 0*100 contracts (from the entry, as it is the Limit and cannot be filled worse) = $190.
