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

Gaps in the market:
During times of low liquidity, such as over weekends or during significant 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 type:
Market orders, stop loss orders, take profit orders are executed at the next available price, while 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.