******************************************************************************** Trades report produced on 27/08/2025 21:38 from 26/08/2025 21:38 to 27/08/2025 21:38 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18454 GOLD_micro caleb_strategy_v3 [20251000] 2025-08-27 13:00:41 [1] 3401.700000 18455 US5 caleb_strategy_v3 [20251200] 2025-08-27 14:00:47 [1] 109.265625 18456 VIX caleb_strategy_v3 [20251100] 2025-08-27 14:04:13 [-1] 20.100000 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18454 GOLD_micro caleb_strategy_v3 2025-08-26 00:00:00 2025-08-27 14:00:40.814000 2025-08-27 13:00:41 136840.814 NaN 18455 US5 caleb_strategy_v3 2025-08-26 00:00:00 2025-08-27 15:00:47.899000 2025-08-27 14:00:47 140447.899 NaN 18456 VIX caleb_strategy_v3 2025-08-26 00:00:00 2025-08-27 15:00:48.822000 2025-08-27 14:04:13 140448.822 NaN ==================================================================================================================================================================================================================================== 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 18454 GOLD_micro caleb_strategy_v3 [1] 3405.2 None 3402.8 3402.9 3402.7 3402.7 3401.7 2.4 -0.1 1.2 1.0 NaN 1.1 18455 US5 caleb_strategy_v3 [1] 109.296875 None 109.292969 109.296875 109.289062 109.289062 109.265625 0.003906 -0.003906 0.03125 0.023438 NaN 0.027344 18456 VIX caleb_strategy_v3 [-1] 20.15 None 20.125 20.1 20.15 20.15 20.1 -0.025 -0.025 -0.0 -0.05 NaN -0.025 ============================================================================================================================================================== 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 18454 GOLD_micro caleb_strategy_v3 [1] 466.884951 51.404527 -2.141855 25.702263 21.418553 NaN 23.560408 18455 US5 caleb_strategy_v3 [1] 3.88468 10.055527 -10.055527 80.444212 60.333159 NaN 70.388686 18456 VIX caleb_strategy_v3 [-1] 7.217876 -34.636226 -34.636226 -0.0 -69.272452 NaN -34.636226 ======================================================================================================================================================================== 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 18454 GOLD_micro caleb_strategy_v3 [1] 10.0 24.0 -1.0 12.0 10.0 NaN 11.0 18455 US5 caleb_strategy_v3 [1] 1000.0 3.90625 -3.90625 31.25 23.4375 NaN 27.34375 18456 VIX caleb_strategy_v3 [-1] 1000.0 -25.0 -25.0 -0.0 -50.0 NaN -25.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 GOLD_micro 24.0 US5 3.90625 VIX -25.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 2.90625 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 GOLD_micro -1.0 US5 -3.90625 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -29.90625 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 GOLD_micro 12.0 US5 31.25 VIX -0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 43.25 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 GOLD_micro 10.0 US5 23.4375 VIX -50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -16.5625 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 GOLD_micro 0 US5 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 GOLD_micro 11.0 US5 27.34375 VIX -25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 13.34375 ******************************************************************************** END OF REPORT ********************************************************************************