vs

FBS vs FxPro

One instrument and one window, measured on accounts we hold ourselves. Green marks the better number on that row, not the better broker.

EUR/USD · 27.08–25.09 · profile 10 lots a month

Axis	FBS	FxPro
Annual cost	$1 928🔬 our measurementderived · 27.08–25.09	$1 554🔬 our measurementderived · 27.08–25.09
Avg spread, 24 h	1.55 pips🔬 our measurement1 s bid/ask · 27.08–25.09	0.55 pips🔬 our measurement1 s bid/ask · 27.08–25.09
Spread 21:00–24:00 UTC	3.20 pips🔬 our measurement1 s bid/ask · 27.08–25.09	2.02 pips🔬 our measurement1 s bid/ask · 27.08–25.09
Commission per lot	$0.00📄 stated by the brokerfee schedule · checked 25.09.26	$7.00📄 stated by the brokerfee schedule · checked 25.09.26
Swap per year	$68🔬 our measurementMT5 swap log · 27.08–25.09	$49🔬 our measurementMT5 swap log · 27.08–25.09
Rejected orders	no dataaccount restricted 14.09 · sample too small	0.4%🔬 our measurement4 823 orders · 27.08–25.09
Slippage on releases	no dataaccount restricted 14.09 · sample too small	0.8 pips🔬 our measurement214 release orders · 27.08–25.09
Withdrawal fee	$2📄 stated by the brokerfee schedule · checked 25.09.26	$0📄 stated by the brokerfee schedule · checked 25.09.26
Withdrawal time	no datanot measured in this release	no datanot measured in this release
Support response	no datanot measured · see methodology	no datanot measured · see methodology

FBS is measured here and named in full. It is not linked — we have no commercial relationship with it, and we are not going to pretend otherwise by sending you there.

Putting the two columns into dollars

Colour makes the table quick to scan and easy to over-read. The axes are not commensurable — one of them is a bill in dollars, another is a fraction of a pip on a news order — so counting green cells proves nothing.

On annual cost of ownership, FxPro is $374 a year cheaper at 10 lots a month — $1 928 at FBS against $1 554 at FxPro. Inside those totals, FBS pays $1 860 in spread and $0 in commission, while FxPro pays $665 and $840. Swap adds $68 and $49 respectively, and that line moves with how long positions stay open rather than with how often they are opened.

Execution cannot be compared on this pair yet: FBS has no publishable execution sample, and the reason is printed on the axis. We would rather leave the comparison incomplete than fill it with a broker's own claim about its fills.

Neither account is “better”. A high-volume day trader who is flat overnight should weight the commission and the rollover spread; somebody holding positions through news should weight slippage and rejects, where the cheaper account here is not necessarily the stronger one. Both columns are printed in the same type size because the weighting is yours to apply.

Axis by axis

Eight axes, each with what it is for and which account is ahead on it. The list is deliberately flat — no weighting, no composite score — because the weights depend on how you trade, and a site paid by one of the two names here has no business choosing them.

The entities behind these two accounts

The figures above belong to an account, the protections below to a company. Those are different objects, and the difference is the most consequential thing on a page like this: two clients of the same brand, onboarded through different entities, can have identical platforms, identical spreads and materially different protection if the firm fails.

For a confirmed entity, the broker's page quotes the regulator on four things: the compensation ceiling, the leverage cap, when positions are closed out, and whether a loss can exceed the deposit. Where it is not confirmed, that section says so, and the figures here stand on their own as a record of the account we opened.

How this pair was measured

Both accounts were sampled by the same code, in the same window, on the same instrument. That sentence is doing more work than it looks: almost every discrepancy between broker comparisons published online comes from comparing figures taken at different times, on different instruments, or on different account types at the same broker.

Here it is EUR/USD on both sides, 2026-08-27 to 2026-09-25 continuous, on the Standard · MT5 account at FBS against the Raw+ · MT5 account at FxPro — both opened through the ordinary retail sign-up, both running on the broker's own MetaTrader 5 build on hardware that does not sleep.

Only one side of this pairing has a publishable execution sample, so the execution axes are not compared. The side that is missing says why on the axis itself, and the cost axes — which come from the quote stream rather than from order probes — are compared in full.

The narrowness is deliberate but real: one pair, one month, one account type each. Spreads on less liquid instruments diverge much further between brokers than they do on EUR/USD, and nothing here predicts the next window. That is why the window is printed at every figure instead of being mentioned once in a methodology nobody opens.

The same comparison at six volumes

Each account costs something per lot and something per year, which makes the annual bill a straight line - and two straight lines cross exactly once. Our headline profile — 10 lots a month — is one point on it, and a reader who trades a tenth or ten times that is reading the wrong point. Here is the same arithmetic at six volumes, with our profile marked.

Spread × $10 per pip per lot, plus commission per lot, plus a year of swap · 27.08–25.09 · the swap line does not scale with volume, which is what makes the lines cross at all

There is no crossover inside any realistic volume: FxPro is cheaper per lot traded ($12.54 against $15.50) and the difference in annual swap, $19, is not enough to reverse it. The ranking between these two is stable across volumes, which is unusual in this table.

Two cautions about reading this table. It assumes the measured spread holds at your volume, which is reasonable for retail size and stops being reasonable well before institutional size. It also assumes your hours look like the window average. Anything trading through the roll pays more than this table shows, on both accounts.

What the thin hours cost, in money

Every account in this table widens in the hours either side of midnight UTC, and the headline bill assumes you trade in the window average. FBS goes from 1.55 to 3.20 pips in that window; FxPro from 0.55 to 2.02. Below is the same annual sum with a share of the volume moved into those hours.

Spread blended between the window mean and the rollover mean in the stated proportion · commission and swap unchanged · 10 lots a month

At a fifth of the volume in the thin hours, the penalty is $396 a year on FBS and $351 on FxPro — FBS carries the heavier one. It is also the component most sensitive to automation: a strategy that does not know what time it is pays it in full.

This is a blend, not a simulation: your remaining volume is assumed to look like our average, and a single bad night around a release can cost more than the whole annual penalty above.

Both of them against the rest of the table

This pairing is a slice of a larger table, and a slice can hide the fact that both of its members are beaten elsewhere. So here are the same two accounts placed against every account we measure, axis by axis. FBS leads the whole table on commission per lot; FxPro leads the whole table on withdrawal fee.

Placings inside one source class · 27.08–25.09 · the full ranking is on the brokers page

The whole table is ten accounts, and the sort order on the front page is annual cost - so a reader who only wants the cheapest bill does not need this page at all.

The limits of this comparison

This page ranks two accounts on measured axes. It does not tell you which firm to use, and it is written by people who are paid when readers choose FxPro — which is the reason the losses are printed at the same size as the wins. Knowing that is part of reading it: the method is written out at length because the incentive runs one way and the only defence is making the figures checkable.

Plenty that matters is missing: how fast money comes out, what support does at three in the morning, how the platform behaves in a real panic, and how either firm handles a disputed fill. Some of that we have not measured; some of it cannot be measured from a retail account at all. “Which broker is better” is a much larger claim than anything on this page, and it is not one a measurement can settle.

Questions about this pairing