TCA
Microsecond TCA Analytics
Transaction Cost Analysis down to the tick. Decompose every fill into latency, spread, and market-impact components.
<50μs
Resolution
Independent Execution Analytics
Uncover MT5 Black-Box Executions. Audit Every Microsecond of Slippage.
Independent 3rd-party execution quality analysis engine. Compare your MT5 fills against real institutional NBBO data — without changing your workflow.
READ-ONLY · NO TRADING ACCESS
- 99.9%
- Clean tick coverage
- 2.1M
- Ticks / audit
- <50μs
- Timestamp precision
Requested
1.08423
Filled
1.08446
Execution Lifecycle
- Signal Generated 0.00ms
- Order Sent → Broker 12.4ms
- Broker Latency 84.0ms
- Liquidity Match 96.3ms
- Fill Confirmed 98.7ms
Execution Grade
C+ · SUBOPTIMAL
−$41.20
Core Engine
Institutional-grade forensics for retail execution
Four pillars that turn opaque MT5 fills into a defensible, quantified audit trail.
DATA
99.9% Clean Institutional Tick Data
Benchmark your fills against aggregated NBBO from 14 tier-1 liquidity venues — the ground truth your broker won't show you.
14
Venues
SANDBOX
EA Overfitting & Stress Test Sandbox
Replay your Expert Advisors against out-of-sample regimes and slippage-adjusted conditions to expose curve-fitting.
10Y
Replay depth
NEUTRAL
100% Neutral & Zero-Risk Protocol
Read-only investor credentials only. We never place orders, touch funds, or interfere with your platform. Fully independent.
RO
Access level
Benchmark Data
Your fills vs. the real institutional NBBO
Every executed order is reconstructed against the consolidated best bid & offer at the exact microsecond of your fill. No more taking your broker's word for it.
- $41.20
- Avg. hidden cost / lot
- 68%
- Fills worse than NBBO
- 14
- Tier-1 liquidity venues
- 0
- Trades ever placed by us
Slippage Ledger · Last 5 fills
SYNCED
Symbol
Broker
NBBO
Slip
Grade
EUR/USD
1.08446
1.08423
-2.3
C+
XAU/USD
2318.42
2318.35
-0.7
A-
US30
39412.0
39408.5
-3.5
C
GBP/JPY
198.214
198.209
-0.5
A-
BTC/USD
64118.2
64090.0
-28.2
D
Zero-Risk Protocol
Independent means independent.
TradeAudit is a neutral third party. We are not affiliated with any broker or MetaQuotes, and we have no way to influence your account — only to measure it.
Read-Only by Design
We connect exclusively via the MT5 investor password. Placing orders or moving funds is technically impossible.
AES-256 Encryption
Credentials are encrypted at rest and in transit. Analysis runs in isolated, ephemeral audit containers.
Zero Fund Custody
We never touch your capital. TradeAudit is an analytics layer, not a broker, PAMM, or fund manager.
Revoke Anytime
Rotate your investor password to instantly and permanently sever all access. No lock-in, ever.