all stop losses do is create an order when a certain condition is met (e.g. last trade price is below X) there's no guarantee it will be created immediately, e

all stop losses do is create an order when a certain condition is met (e.g. last trade price is below X) there's no guarantee it will be created immediately, execute at all, and if it creates a market order you might very well not like the price it does end up executing at