How do you account for slippage in CFD risk calcs?

Been trading CFDs for a few months now, mostly on $GER40 and $SPX500. I'm getting better at identifying setups, but my actual PnL often deviates from what my risk calculator predicts, and it's almost always worse. I size based on a fixed percentage of account equity and my stop loss, but slippage, especially on quicker moves or around news, eats into that. It's not massive, but over enough trades, it adds up to a noticeable drag. Are you guys just building in a buffer to your stop loss? Or do you have some other method for accounting for the inevitable slippage when defining your max risk per trade?