Slippage
Slippage is the difference between the price you expected and the price you actually got. Market and stop orders can slip; limit orders cannot, but they may not fill.
It grows with your order size and with how thin the order book is, and it is worst in fast moves when many stops fire at once. A practical rule: allow 5 to 10% of your stop distance for slippage when you size a trade.
Learn more: what slippage is and types of orders.