プロップファームのペイアウトとブローカーの流動性

It's almost as if the market knows when real money is on the line, isn't it? One could argue that the 'simulation' is doing a bit too good a job simulating ideal conditions.

It's a valid point about execution discrepancies. Many prop firms utilize different liquidity providers for demo/challenge accounts versus live funding, which can certainly impact spreads and slippage on higher volume pairs, especially during volatile periods or news events.

It's almost as if the universe decides to introduce 'friction' only when real money is on the line. I'd be interested to know if anyone's successfully pinned down a specific firm/broker combo that doesn't seem to have these 'creative' differences between demo and live.