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futures slippage model - does it reflect actual trading conditions?

I think that the current slippage model could lead to some unexpected results.

As an example, the attached back test tries to but 81 corn futures back on 2003 but gets only 10 filled. volume on that day was over 3000 in Quantopian data, so I would assume this trade would have been filled. Of course, this is just an example but this happens on many other days.
Corn is considered a liquid future and should handle these small volumes with no hassle. Current daily volume in Corn is more than 200K.

I understand I can set the slippage to zero in my back testing, but that would not help as even a great good algo would not be chosen for capital allocation when tested by Quantopian with full slippage model.

I am sure this applies to other futures and effectively restricts the actual tradeable futures universe quite a bit.

Can someone from Quantopian please explain how such futures will be considered for capital allocation later on?

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 592bde72e417416e5ca58676
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