Look, this is a trade I took on MEX.

As you can see price dipped below my stop, yet I didn't get stopped out.

How? On MEX I always use index stops (as you should).
I wrote about this in my tips & tricks thread.

MEX is ridiculous when it comes to liquidations, so you gotta protect yourself. https://twitter.com/ByzGeneral/status/1142456826014982144
Bybit on the other hand, usually doesn't have this bullshit.
That's one of the reasons why I prefer trading there.

Here's my affiliate link if you want to sign up:
https://partner.bybit.com/b/ByzantineGeneral
You can follow @ByzGeneral.
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