Why it happens
Prices can move between signal and execution, especially in fast markets or when available liquidity is limited. Market orders prioritise execution rather than guaranteeing a particular price.
Why it matters for automation
Small execution differences can accumulate in high-frequency or short-target strategies. A backtest that assumes ideal fills may therefore look better than live trading.
Why copy accounts can differ
Followers may receive trades milliseconds or seconds after the source account, potentially at different prices. Broker, server location, spread and account conditions can also contribute.
Judge the economic effect
Slippage is not automatically evidence of a bad system. The important question is whether real execution costs materially erode the strategy's expected edge.