vs

FXTM vs FxPro

Same instrument, same window, both on our own accounts. Green is the better number on that axis — it lands on whichever side earned it.

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

Axis	FXTM	FxPro
Annual cost	$1 452🔬 our measurementderived · 27.08–25.09	$1 554🔬 our measurementderived · 27.08–25.09
Avg spread, 24 h	0.55 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	2.30 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	$6.00📄 stated by the brokerfee schedule · checked 25.09.26	$7.00📄 stated by the brokerfee schedule · checked 25.09.26
Swap per year	$72🔬 our measurementMT5 swap log · 27.08–25.09	$49🔬 our measurementMT5 swap log · 27.08–25.09
Rejected orders	1.6%🔬 our measurement4 768 orders · 27.08–25.09	0.4%🔬 our measurement4 823 orders · 27.08–25.09
Slippage on releases	2.1 pips🔬 our measurement204 release orders · 27.08–25.09	0.8 pips🔬 our measurement214 release orders · 27.08–25.09
Withdrawal fee	$3📄 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

FXTM 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

A row of green on one side is not a verdict. These eight axes measure different things with different price tags, and the only way to compare them is to put them in money.

On annual cost of ownership, FXTM is $102 a year cheaper at 10 lots a month — $1 452 at FXTM against $1 554 at FxPro. Inside those totals, FXTM pays $660 in spread and $720 in commission, while FxPro pays $665 and $840. Swap adds $72 and $49 respectively, and that line moves with how long positions stay open rather than with how often they are opened.

On execution the order reverses. FxPro rejected 0.4% of our orders against FXTM's 1.6%, and slipped 0.8 pips on release-timed orders against 2.1. Neither figure can be looked up anywhere: producing them means sending thousands of real orders and keeping the broker's own status for each one.

What it costs you depends on when your orders go in. A rejected order in a quiet hour costs a retry; a rejected order in the seconds after a rate decision, when the price has already moved, can cost more than a year of the spread difference above. The difference in slippage between these two accounts — 1.3 pips on a release order, roughly $13 per lot — is charged every time one is placed into that window.

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. That is why nothing here is bolded into a recommendation.

The eight axes, one at a time

The same eight axes as the table, unrolled into sentences, with the winner named on each. There is no overall score: inventing one would let us bury a loss inside an average.

Which companies these accounts actually sit with

Measurements describe an account; protections belong to a legal entity. 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.

Where an entity is confirmed, the broker's own page carries what that licence obliges the firm to do — the compensation ceiling, the leverage cap, the margin close-out and negative balance protection — quoted from the regulator's rule rather than summarised. Where we cannot establish the entity we say so rather than guessing, and the figures remain a record of the account itself.

How this pair was measured

One codebase, one window, one instrument, both accounts. Most contradictions between published broker comparisons dissolve the moment you check whether the two figures were taken in the same month on the same pair.

Here it is EUR/USD on both sides, 2026-08-27 to 2026-09-25 continuous, on the Advantage · MT5 account at FXTM 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.

Execution here rests on 4 768 orders at FXTM and 4 823 at FxPro of which 204 and 214 respectively were timed into the minutes around scheduled releases. The size of the sample is part of the claim — a tenth of a per cent on a few thousand orders is a signal; on a hundred it is noise.

It is one instrument: EUR/USD is the most liquid pair in the market, and a broker that looks tight here can be much wider on a cross or a metal, where its own margin is less exposed. And it is one window: a month of measurement is a month, not a permanent property of either firm. Hence the window printed beside every number rather than declared once in small print.

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

The two lines cross at about 1.8 lots a month. Below that volume the account with the smaller fixed cost wins; above it the one with the smaller per-lot cost does. Per lot traded, FXTM costs $11.50 against FxPro's $12.54, while the yearly swap differs by $23 in the other direction. That is the whole mechanism: one account is cheaper to use, the other is cheaper to keep.

Read it with two caveats: the spread is the one we measured on retail size, and spreads do not stay constant as size grows. And it is an average over all hours: a strategy that lives in the thin hours either side of midnight UTC pays a materially larger bill than this.

The rollover penalty, priced

A bill computed from an all-hours average understates the cost for anybody whose orders land in the rollover window. FXTM goes from 0.55 to 2.30 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 $420 a year on FXTM and $351 on FxPro — FXTM carries the heavier one. No broker publishes this number, and it can be larger than the whole difference between the two accounts on cost.

Treat it as a floor rather than a forecast. Monthly means hide the individual nights, and the individual nights are where the damage is done.

Where this pair sits in the population

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. FxPro leads the whole table on rejected orders; FxPro leads the whole table on slippage on releases.

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

If the only question is which account bills least, the front page answers it in one sort and this comparison is unnecessary.

The limits of this comparison

Nothing here recommends either broker. It is a measurement of two accounts in one window, written by a desk with a commercial interest in exactly one of them — FxPro pays us, FXTM does not. That is why the method is written out rather than summarised: a reader has to be able to find the places we could have cheated.

The axes here are the ones that can be measured identically on both sides. Withdrawals, support, platform behaviour under stress and dispute handling are not among them, and their absence is a limit on the comparison rather than a verdict on the brokers. “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