Market volatility:
In fast-moving markets, prices can change rapidly, causing orders to be executed at the next available price, which may differ from the set price.

Market gaps:
During periods of low liquidity, such as over weekends or during major news events, the market may "gap" from one price to another, bypassing your stop-loss or take-profit levels.

Liquidity:
If there are not enough buyers or sellers at the exact price you've set, your order will be filled at the next available price.

Order execution type:
Market orders, stop loss orders, take profit orders are executed at the next available price once triggered. This means they may be filled at a price different from the one set or expected, especially during periods of high volatility or low liquidity. In contrast, limit orders (like buy limit and sell limit) are filled only if the exact price is reached. This difference in order execution can also affect the final price.