Huge spread on SL

Hello,

I am using a demo account. Whenever I trade BTCUSD, and my SL or advanced TP (partials) is hit it tries to fill in my order immediately, so it almost always results in a huge loss of profit (on TP) and additionally huge loss (on SL).
It closes the trade on prices that are not even inside the current candlestick, or the previous one.

Is there any way to improve this? Maybe an option to slowly fill in my order on the SL and not all at once for example.