******************************************************************************** Trades report produced on 26/08/2025 21:39 from 25/08/2025 21:39 to 26/08/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18435 BUND caleb_strategy_v3 [20250900] 2025-08-26 19:45:28.941 [0] NaN 18438 BUND caleb_strategy_v3 [20250900] 2025-08-26 19:45:28.978 [0] NaN 18439 BUND caleb_strategy_v3 [20250900] 2025-08-26 07:20:37.000 [-1] 129.38 18436 DAX caleb_strategy_v3 [20250900] 2025-08-26 07:10:29.000 [1] 24125.00 18447 DOW caleb_strategy_v3 [20250900] 2025-08-26 19:45:29.052 [0] NaN 18444 DOW caleb_strategy_v3 [20250900] 2025-08-26 14:00:55.000 [1] 45355.00 18451 DOW caleb_strategy_v3 [20250900] 2025-08-26 14:31:25.000 [1] 45344.00 18437 EUROSTX caleb_strategy_v3 [20250900] 2025-08-26 07:10:30.000 [1] 5397.00 18450 FEEDCOW caleb_strategy_v3 [20260100] 2025-08-26 14:31:24.000 [1] 354.00 18440 GASOIL caleb_strategy_v3 [20251200] 2025-08-26 08:00:48.000 [1] 654.00 18442 GAS_US_mini caleb_strategy_v3 [20251000] 2025-08-26 13:10:00.000 [1] 2.82 18441 GOLD_micro caleb_strategy_v3 [20251000] 2025-08-26 13:09:11.000 [-1] 3391.50 18443 NASDAQ_micro caleb_strategy_v3 [20250900] 2025-08-26 14:00:27.000 [-1] 23500.00 18452 SOYBEAN caleb_strategy_v3 [20251100] 2025-08-26 14:31:29.000 [1] 1047.25 18449 SOYMEAL caleb_strategy_v3 [20260100] 2025-08-26 14:31:23.000 [-1] 295.30 18445 SP500_micro caleb_strategy_v3 [20250900] 2025-08-26 14:00:56.000 [-1] 6455.75 18448 VIX caleb_strategy_v3 [20251100] 2025-08-26 19:45:29.089 [0] NaN 18453 VIX caleb_strategy_v3 [20251100] 2025-08-26 14:32:19.000 [-1] 20.10 18446 VIX caleb_strategy_v3 [20251100] 2025-08-26 19:45:29.015 [0] NaN ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18436 DAX caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 08:10:29.770000 2025-08-26 07:10:29 115829.77 NaN 18437 EUROSTX caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 08:10:30.730000 2025-08-26 07:10:30 115830.73 NaN 18440 GASOIL caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 09:00:47.038000 2025-08-26 08:00:48 118847.038 NaN 18441 GOLD_micro caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 14:00:05.746000 2025-08-26 13:09:11 136805.746 NaN 18442 GAS_US_mini caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 14:09:12.148000 2025-08-26 13:10:00 137352.148 NaN 18443 NASDAQ_micro caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:00:27.606000 2025-08-26 14:00:27 140427.606 NaN 18445 SP500_micro caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:00:56.566000 2025-08-26 14:00:56 140456.566 NaN 18449 SOYMEAL caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:31:23.346000 2025-08-26 14:31:23 142283.346 NaN 18450 FEEDCOW caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:31:24.658000 2025-08-26 14:31:24 142284.658 NaN 18452 SOYBEAN caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:31:26.570000 2025-08-26 14:31:29 142286.57 NaN 18435 BUND caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 08:00:28.682000 2025-08-26 19:45:28.941000 115228.682 42300.259 18438 BUND caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 08:10:34.271000 2025-08-26 19:45:28.978000 115834.271 41694.707 18439 BUND caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 08:20:37.561000 2025-08-26 07:20:37 116437.561 NaN 18451 DOW caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:31:25.289000 2025-08-26 14:31:25 142285.289 NaN 18444 DOW caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:00:28.838000 2025-08-26 14:00:55 140428.838 NaN 18447 DOW caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:11:18.330000 2025-08-26 19:45:29.052000 141078.33 16450.722 18448 VIX caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:21:18.841000 2025-08-26 19:45:29.089000 141678.841 15850.248 18453 VIX caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:31:29.667000 2025-08-26 14:32:19 142289.667 NaN 18446 VIX caleb_strategy_v3 2025-08-25 00:00:00 2025-08-26 15:00:58.086000 2025-08-26 19:45:29.015000 140458.086 17070.929 =============================================================================================================================================================================================================================== 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 18436 DAX caleb_strategy_v3 [1] 24328.0 None 24193.0 24194.0 24192.0 24192.0 24125.0 135.0 -1.0 69.0 67.0 NaN 68.0 18437 EUROSTX caleb_strategy_v3 [1] 5450.0 None 5414.5 5415.0 5414.0 5414.0 5397.0 35.5 -0.5 18.0 17.0 NaN 17.5 18440 GASOIL caleb_strategy_v3 [1] 661.5 None 655.375 655.5 655.25 655.25 654.0 6.125 -0.125 1.5 1.25 NaN 1.375 18441 GOLD_micro caleb_strategy_v3 [-1] 3387.3 None 3397.6 3397.5 3397.7 3397.7 3391.5 10.3 -0.1 -6.0 -6.2 NaN -6.1 18442 GAS_US_mini caleb_strategy_v3 [1] 2.815 None 2.8225 2.825 2.82 2.82 2.82 -0.0075 -0.0025 0.005 0.0 NaN 0.0025 18443 NASDAQ_micro caleb_strategy_v3 [-1] 23552.25 None 23450.25 23450.0 23450.5 23450.5 23500.0 -102.0 -0.25 50.0 49.5 NaN 49.75 18445 SP500_micro caleb_strategy_v3 [-1] 6467.75 None 6450.375 6450.25 6450.5 6450.5 6455.75 -17.375 -0.125 5.5 5.25 NaN 5.375 18449 SOYMEAL caleb_strategy_v3 [-1] 293.1 None 294.75 294.7 294.8 NaN 295.3 1.65 -0.05 0.6 NaN NaN 0.55 18450 FEEDCOW caleb_strategy_v3 [1] 352.875 None 354.125 354.2 354.05 354.05 354.0 -1.25 -0.075 0.2 0.05 NaN 0.125 18452 SOYBEAN caleb_strategy_v3 [1] 1047.75 None 1047.125 1047.25 1047.0 1047.0 1047.25 0.625 -0.125 0.0 -0.25 NaN -0.125 18435 BUND caleb_strategy_v3 [-1] 129.2 None 129.445 129.44 129.45 129.45 NaN 0.245 -0.005 NaN NaN NaN NaN 18438 BUND caleb_strategy_v3 [-1] 129.2 None 64.695 129.39 0.0 0.0 NaN -64.505 64.695 NaN NaN NaN NaN 18439 BUND caleb_strategy_v3 [-1] 129.2 None 129.285 129.28 129.29 129.29 129.38 0.085 -0.005 0.1 0.09 NaN 0.095 18451 DOW caleb_strategy_v3 [1] 45425.0 None 45366.0 45367.0 45365.0 45365.0 45344.0 59.0 -1.0 23.0 21.0 NaN 22.0 18444 DOW caleb_strategy_v3 [1] 45425.0 None 45333.5 45334.0 45333.0 45333.0 45355.0 91.5 -0.5 -21.0 -22.0 NaN -21.5 18447 DOW caleb_strategy_v3 [1] 45425.0 None 22677.5 45355.0 0.0 0.0 NaN 22747.5 -22677.5 NaN NaN NaN NaN 18448 VIX caleb_strategy_v3 [-1] 20.05 None 10.075 20.15 0.0 0.0 NaN -9.975 10.075 NaN NaN NaN NaN 18453 VIX caleb_strategy_v3 [-1] 20.05 None 20.125 20.1 20.15 20.15 20.1 0.075 -0.025 -0.0 -0.05 NaN -0.025 18446 VIX caleb_strategy_v3 [-1] 20.05 None 20.175 20.15 20.2 20.2 NaN 0.125 -0.025 NaN NaN NaN NaN =================================================================================================================================================================== 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 18436 DAX caleb_strategy_v3 [1] 2909.512118 463.995318 -3.437002 237.153162 230.279158 NaN 233.71616 18437 EUROSTX caleb_strategy_v3 [1] 747.760283 474.751078 -6.686635 240.718856 227.345586 NaN 234.032221 18440 GASOIL caleb_strategy_v3 [1] 181.103508 338.204382 -6.90213 82.825563 69.021302 NaN 75.923433 18441 GOLD_micro caleb_strategy_v3 [-1] 471.251377 218.567001 -2.12201 -127.320583 -131.564602 NaN -129.442593 18442 GAS_US_mini caleb_strategy_v3 [1] 1.503659 -49.878321 -16.626107 33.252214 0.0 NaN 16.626107 18443 NASDAQ_micro caleb_strategy_v3 [-1] 3531.09012 -288.862636 -0.707997 141.599331 140.183338 NaN 140.891335 18445 SP500_micro caleb_strategy_v3 [-1] 742.499618 -234.006855 -1.683503 74.074112 70.707107 NaN 72.39061 18449 SOYMEAL caleb_strategy_v3 [-1] 51.67883 319.279676 -9.675142 116.1017 NaN NaN 106.426559 18450 FEEDCOW caleb_strategy_v3 [1] 55.277893 -226.130182 -13.567811 36.180829 9.045207 NaN 22.613018 18452 SOYBEAN caleb_strategy_v3 [1] 161.675416 38.657702 -7.73154 0.0 -15.463081 NaN -7.73154 18435 BUND caleb_strategy_v3 [-1] 6.980002 351.002764 -7.163322 NaN NaN NaN NaN 18438 BUND caleb_strategy_v3 [-1] 6.980002 -92414.013425 92686.21965 NaN NaN NaN NaN 18439 BUND caleb_strategy_v3 [-1] 6.980002 121.776469 -7.163322 143.266434 128.939791 NaN 136.103113 18451 DOW caleb_strategy_v3 [1] 5422.708716 108.801713 -1.844097 42.414227 38.726034 NaN 40.57013 18444 DOW caleb_strategy_v3 [1] 5422.708716 168.734861 -0.922048 -38.726034 -40.57013 NaN -39.648082 18447 DOW caleb_strategy_v3 [1] 5422.708716 41948.59284 -41819.506061 NaN NaN NaN NaN 18448 VIX caleb_strategy_v3 [-1] 7.334536 -13600.041683 13736.382953 NaN NaN NaN NaN 18453 VIX caleb_strategy_v3 [-1] 7.334536 102.255953 -34.085318 -0.0 -68.170635 NaN -34.085318 18446 VIX caleb_strategy_v3 [-1] 7.334536 170.426588 -34.085318 NaN NaN NaN NaN ========================================================================================================================================================================== 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 18436 DAX caleb_strategy_v3 [1] 1.16353 157.07655 -1.16353 80.28357 77.95651 NaN 79.12004 18437 EUROSTX caleb_strategy_v3 [1] 11.6353 413.05315 -5.81765 209.4354 197.8001 NaN 203.61775 18440 GASOIL caleb_strategy_v3 [1] 100.0 612.5 -12.5 150.0 125.0 NaN 137.5 18441 GOLD_micro caleb_strategy_v3 [-1] 10.0 103.0 -1.0 -60.0 -62.0 NaN -61.0 18442 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -18.75 -6.25 12.5 0.0 NaN 6.25 18443 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -204.0 -0.5 100.0 99.0 NaN 99.5 18445 SP500_micro caleb_strategy_v3 [-1] 5.0 -86.875 -0.625 27.5 26.25 NaN 26.875 18449 SOYMEAL caleb_strategy_v3 [-1] 100.0 165.0 -5.0 60.0 NaN NaN 55.0 18450 FEEDCOW caleb_strategy_v3 [1] 500.0 -625.0 -37.5 100.0 25.0 NaN 62.5 18452 SOYBEAN caleb_strategy_v3 [1] 50.0 31.25 -6.25 0.0 -12.5 NaN -6.25 18435 BUND caleb_strategy_v3 [-1] 1163.53 285.06485 -5.81765 NaN NaN NaN NaN 18438 BUND caleb_strategy_v3 [-1] 1163.53 -75053.50265 75274.57335 NaN NaN NaN NaN 18439 BUND caleb_strategy_v3 [-1] 1163.53 98.90005 -5.81765 116.353 104.7177 NaN 110.53535 18451 DOW caleb_strategy_v3 [1] 0.5 29.5 -0.5 11.5 10.5 NaN 11.0 18444 DOW caleb_strategy_v3 [1] 0.5 45.75 -0.25 -10.5 -11.0 NaN -10.75 18447 DOW caleb_strategy_v3 [1] 0.5 11373.75 -11338.75 NaN NaN NaN NaN 18448 VIX caleb_strategy_v3 [-1] 1000.0 -9975.0 10075.0 NaN NaN NaN NaN 18453 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 -0.0 -50.0 NaN -25.0 18446 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND -74669.53775 DAX 157.07655 DOW 11449.0 EUROSTX 413.05315 FEEDCOW -625.0 GASOIL 612.5 GAS_US_mini -18.75 GOLD_micro 103.0 NASDAQ_micro -204.0 SOYBEAN 31.25 SOYMEAL 165.0 SP500_micro -86.875 VIX -9775.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -72448.28305 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND 75262.93805 DAX -1.16353 DOW -11339.5 EUROSTX -5.81765 FEEDCOW -37.5 GASOIL -12.5 GAS_US_mini -6.25 GOLD_micro -1.0 NASDAQ_micro -0.5 SOYBEAN -6.25 SOYMEAL -5.0 SP500_micro -0.625 VIX 10025.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 73871.83187 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 116.353 DAX 80.28357 DOW 1.0 EUROSTX 209.4354 FEEDCOW 100.0 GASOIL 150.0 GAS_US_mini 12.5 GOLD_micro -60.0 NASDAQ_micro 100.0 SOYBEAN 0.0 SOYMEAL 60.0 SP500_micro 27.5 VIX -0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 797.07197 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 104.7177 DAX 77.95651 DOW -0.5 EUROSTX 197.8001 FEEDCOW 25.0 GASOIL 125.0 GAS_US_mini 0.0 GOLD_micro -62.0 NASDAQ_micro 99.0 SOYBEAN -12.5 SOYMEAL 0 SP500_micro 26.25 VIX -50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 530.72431 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 DAX 0 DOW 0 EUROSTX 0 FEEDCOW 0 GASOIL 0 GAS_US_mini 0 GOLD_micro 0 NASDAQ_micro 0 SOYBEAN 0 SOYMEAL 0 SP500_micro 0 VIX 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code caleb_strategy_v3 BUND 110.53535 DAX 79.12004 DOW 0.25 EUROSTX 203.61775 FEEDCOW 62.5 GASOIL 137.5 GAS_US_mini 6.25 GOLD_micro -61.0 NASDAQ_micro 99.5 SOYBEAN -6.25 SOYMEAL 55.0 SP500_micro 26.875 VIX -25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 688.89814 ******************************************************************************** END OF REPORT ********************************************************************************