******************************************************************************** Trades report report produced on 03/01/2023 21:35 from 02/01/2023 21:35 to 03/01/2023 21:35 ******************************************************************************** ================================================================================================ Broker orders ================================================================================================ instrument_code strategy_name contract_date fill_datetime fill filled_price order_id 894 AUD caleb_strategy_v1 [20230300] 2023-01-03 15:00:02 [1] 0.67685 ============================================================================================================================================================ Delays ============================================================================================================================================================ instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit order_id 894 AUD caleb_strategy_v1 2022-12-30 2023-01-03 15:00:01.730 2023-01-03 15:00:02 399602 0.27 =============================================================================================================================================================================================================================== Slippage (ticks per lot) =============================================================================================================================================================================================================================== instrument_code strategy_name trade parent_reference_price parent_limit_price mid_price side_price offside_price limit_price filled_price delay bid_ask execution versus_limit versus_parent_limit total_trading order_id 894 AUD caleb_strategy_v1 [1] 0.68285 None 0.67685 0.6769 0.6768 0.6768 0.67685 0.006 -5e-05 5e-05 -5e-05 NaN 0 ================================================================================================================================================================ Slippage (normalised by annual vol, BP of annual SR) ================================================================================================================================================================ instrument_code strategy_name trade last_annual_vol delay_vol bid_ask_vol execution_vol versus_limit_vol versus_parent_limit_vol total_trading_vol order_id 894 AUD caleb_strategy_v1 [1] 0.092969 645.376 -5.37813 5.37813 -5.37813 NaN 0 =========================================================================================================================================================================== Slippage (In base currency) =========================================================================================================================================================================== instrument_code strategy_name trade value_of_price_point delay_cash bid_ask_cash execution_cash versus_limit_cash versus_parent_limit_cash total_trading_cash order_id 894 AUD caleb_strategy_v1 [1] 100000 600 -5 5 -5 NaN 0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v1 AUD 600.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v1 600.0 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v1 AUD -5.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v1 -5.0 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v1 AUD 5.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v1 5.0 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v1 AUD -5.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v1 -5.0 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v1 AUD 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v1 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v1 AUD 0.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v1 0.0 ******************************************************************************** END OF REPORT ********************************************************************************