QUESTION
Why do my copy trading results differ from the provider's?
SHORT ANSWER
Because you filled at different prices. The provider executes first and you execute after, so the same trade list produces a different equity curve. This is structural rather than evidence of dishonesty, and it always favours the provider.
Four things separate their result from yours. Latency between their execution and yours. Your broker's spread instead of theirs. Slippage on entry and exit, which is worse on fast instruments. And rounding, if your account is small enough that the minimum lot applies.
The direction is not random. The provider's fill is the better one by construction, because the copier cannot act until after they have acted. Over many trades that consistent small disadvantage accumulates into a visible gap.
The gap is largest exactly where it is least welcome — on short-term strategies taking small targets, where a fraction of a move is the entire margin. A provider holding positions for days will show results close to yours; a scalper will not.
When the difference is a real problem
A few percent divergence over months is normal. A consistently large gap suggests either a genuinely unsuitable broker — wide spreads, poor execution — or a strategy too sensitive to execution to be copied at all.
The test worth applying before subscribing: ask the service for subscriber-side results rather than provider-side. Almost none will supply them, and the reason is that the numbers are different.
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Educational information only, not financial advice. Trading leveraged products carries substantial risk of loss. Last updated 2026-08-11.