Currently OO subtracts entry slippage from the gross premium when it decides if the premium satisfies the min/max premium setting.

Here is a quick example: https://optionomega.com/share/KM7YqoeefwINNIeejNEf

Without entry slippage there are 2 trades, June 2 and June 3.

If you place anything in the entry slippage the June 2 trade disappears.

In real life, I make my decisions on the actual premium being offered (in this case the $3), I don't subtract the "possible" slippage to decide whether I should be entering a trade.

Here is the original discussion in discord: https://discord.com/channels/882705067210317915/1380200392570306671

It doesn't make any sense to subtract the entry slippage from the gross premium when deciding whether to enter the trade. Therefore I request that the OO backtester stop taking into account entry slippage when comparing premium to the min/max premium setting.