The daily volumn is huge, hundred of thousands of contracts traded daily. Getting a good fill is never a problem. When the system generates a 'BUY' or a 'SELL' signal and you place the order, you can always get your price. I have been trading the T-Bonds since 1983, and can never remember a time when I did not get the fill I was aiming for. Therefore when you read the reports from the system, these are the results you can expect to get in real time trading.
Please read the following from the CFTC risk warning.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance trading results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
Past performance is not necessary indicative of Future Results.
Trading Futures and Options involves substantial risk. It is not suitable for all investors.