******************************************************************************** Trades report produced on 29/08/2025 21:39 from 28/08/2025 21:39 to 29/08/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 18489 COPPER caleb_strategy_v3 [20251200] 2025-08-29 13:00:45.000 [1] 4.577000 18496 EUR caleb_strategy_v3 [20250900] 2025-08-29 19:45:00.320 [0] NaN 18497 EUR caleb_strategy_v3 [20250900] 2025-08-29 14:29:49.000 [1] 1.169650 18492 EUR caleb_strategy_v3 [20250900] 2025-08-29 19:45:00.287 [0] NaN 18487 GASOIL caleb_strategy_v3 [20251200] 2025-08-29 08:01:08.000 [-1] 651.750000 18490 GAS_US_mini caleb_strategy_v3 [20251100] 2025-08-29 13:00:46.000 [-1] 3.275000 18493 GBP caleb_strategy_v3 [20250900] 2025-08-29 14:10:52.000 [-1] 1.347700 18499 LEANHOG caleb_strategy_v3 [20251200] 2025-08-29 14:31:10.000 [1] 86.950000 18495 NASDAQ_micro caleb_strategy_v3 [20250900] 2025-08-29 14:17:47.000 [1] 23465.500000 18484 OAT _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-08-29 07:55:15.000 [-1, 1] 1.040000 18485 OAT _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-08-29 07:55:31.000 [-1, 1] 1.040000 18486 OAT _ROLL_PSEUDO_STRATEGY [20250900, 20251200] 2025-08-29 07:56:31.000 [-1, 1] 1.040000 18488 PLAT caleb_strategy_v3 [20251000] 2025-08-29 13:00:44.000 [1] 1345.900000 18498 REDWHEAT caleb_strategy_v3 [20260300] 2025-08-29 14:30:54.000 [-1] 536.500000 18491 RUSSELL caleb_strategy_v3 [20250900] 2025-08-29 14:00:50.000 [-1] 2381.100000 18494 US5 caleb_strategy_v3 [20251200] 2025-08-29 14:17:46.000 [1] 109.453125 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18484 OAT _ROLL_PSEUDO_STRATEGY 2025-08-28 17:00:00 2025-08-29 08:54:31.770000 2025-08-29 07:55:15 57271.77 NaN 18485 OAT _ROLL_PSEUDO_STRATEGY 2025-08-28 17:00:00 2025-08-29 08:55:30.116000 2025-08-29 07:55:31 57330.116 NaN 18486 OAT _ROLL_PSEUDO_STRATEGY 2025-08-28 17:00:00 2025-08-29 08:56:30.106000 2025-08-29 07:56:31 57390.106 NaN 18487 GASOIL caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 09:00:31.742000 2025-08-29 08:01:08 118831.742 NaN 18488 PLAT caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 14:00:44.234000 2025-08-29 13:00:44 136844.234 NaN 18489 COPPER caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 14:00:45.098000 2025-08-29 13:00:45 136845.098 NaN 18490 GAS_US_mini caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 14:00:46.002000 2025-08-29 13:00:46 136846.002 NaN 18491 RUSSELL caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 15:00:50.218000 2025-08-29 14:00:50 140450.218 NaN 18493 GBP caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 15:10:52.338000 2025-08-29 14:10:52 141052.338 NaN 18494 US5 caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 15:10:53.602000 2025-08-29 14:17:46 141053.602 NaN 18495 NASDAQ_micro caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 15:17:47.014000 2025-08-29 14:17:47 141467.014 NaN 18498 REDWHEAT caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 15:30:53.266000 2025-08-29 14:30:54 142253.266 NaN 18499 LEANHOG caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 15:30:55.570000 2025-08-29 14:31:10 142255.57 NaN 18496 EUR caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 15:17:50.045000 2025-08-29 19:45:00.320000 141470.045 16030.275 18497 EUR caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 15:27:53.158000 2025-08-29 14:29:49 142073.158 NaN 18492 EUR caleb_strategy_v3 2025-08-28 00:00:00 2025-08-29 15:00:51.522000 2025-08-29 19:45:00.287000 140451.522 17048.765 =========================================================================================================================================================================================================================================== 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 18484 OAT _ROLL_PSEUDO_STRATEGY [-1, 1] 1.07 None 1.04 1.03 1.05 1.05 1.04 -0.03 -0.01 0.01 -0.01 NaN 0.0 18485 OAT _ROLL_PSEUDO_STRATEGY [-1, 1] 1.07 None 0.52 1.04 0.0 0.0 1.04 -0.55 0.52 -0.0 1.04 NaN 0.52 18486 OAT _ROLL_PSEUDO_STRATEGY [-1, 1] 1.07 None 1.05 1.04 1.06 NaN 1.04 -0.02 -0.01 0.0 NaN NaN -0.01 18487 GASOIL caleb_strategy_v3 [-1] 654.25 None 651.75 651.5 652.0 652.0 651.75 -2.5 -0.25 0.25 -0.25 NaN 0.0 18488 PLAT caleb_strategy_v3 [1] 1367.3 None 1346.85 1347.1 1346.6 1346.6 1345.9 20.45 -0.25 1.2 0.7 NaN 0.95 18489 COPPER caleb_strategy_v3 [1] 4.548 None 4.583 4.5835 4.5825 4.5825 4.577 -0.035 -0.0005 0.0065 0.0055 NaN 0.006 18490 GAS_US_mini caleb_strategy_v3 [-1] 3.25 None 3.27 3.265 3.275 3.275 3.275 0.02 -0.005 0.01 -0.0 NaN 0.005 18491 RUSSELL caleb_strategy_v3 [-1] 2382.2 None 2381.05 2381.0 2381.1 2381.1 2381.1 -1.15 -0.05 0.1 -0.0 NaN 0.05 18493 GBP caleb_strategy_v3 [-1] 1.352 None 1.34735 1.3473 1.3474 1.3474 1.3477 -0.00465 -0.00005 0.0004 0.0003 NaN 0.00035 18494 US5 caleb_strategy_v3 [1] 109.453125 None 109.417969 109.421875 109.414062 109.414062 109.453125 0.035156 -0.003906 -0.03125 -0.039062 NaN -0.035156 18495 NASDAQ_micro caleb_strategy_v3 [1] 23788.25 None 23468.25 23468.5 23468.0 23468.0 23465.5 320.0 -0.25 3.0 2.5 NaN 2.75 18498 REDWHEAT caleb_strategy_v3 [-1] 537.25 None 536.125 536.0 536.25 536.25 536.5 -1.125 -0.125 0.5 0.25 NaN 0.375 18499 LEANHOG caleb_strategy_v3 [1] 86.85 None 86.9 86.925 86.875 86.875 86.95 -0.05 -0.025 -0.025 -0.075 NaN -0.05 18496 EUR caleb_strategy_v3 [1] 1.17005 None 0.584175 1.16835 0.0 0.0 NaN 0.585875 -0.584175 NaN NaN NaN NaN 18497 EUR caleb_strategy_v3 [1] 1.17005 None 1.1696 1.16965 1.16955 1.16955 1.16965 0.00045 -0.00005 0.0 -0.0001 NaN -0.00005 18492 EUR caleb_strategy_v3 [1] 1.17005 None 1.1675 1.16755 1.16745 1.16745 NaN 0.00255 -0.00005 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 18484 OAT _ROLL_PSEUDO_STRATEGY [-1, 1] 6.812573 -44.036227 -14.678742 14.678742 -14.678742 NaN 0.0 18485 OAT _ROLL_PSEUDO_STRATEGY [-1, 1] 6.812573 -807.330821 763.294594 -0.0 1526.589189 NaN 763.294594 18486 OAT _ROLL_PSEUDO_STRATEGY [-1, 1] 6.812573 -29.357484 -14.678742 0.0 NaN NaN -14.678742 18487 GASOIL caleb_strategy_v3 [-1] 170.405615 -146.708781 -14.670878 14.670878 -14.670878 NaN 0.0 18488 PLAT caleb_strategy_v3 [1] 379.804484 538.434928 -6.582334 31.595204 18.430535 NaN 25.01287 18489 COPPER caleb_strategy_v3 [1] 2.048966 -170.817826 -2.440255 31.723311 26.842801 NaN 29.283056 18490 GAS_US_mini caleb_strategy_v3 [-1] 1.485251 134.657348 -33.664337 67.328674 -0.0 NaN 33.664337 18491 RUSSELL caleb_strategy_v3 [-1] 463.042121 -24.835754 -1.079815 2.159631 -0.0 NaN 1.079815 18493 GBP caleb_strategy_v3 [-1] 0.088446 -525.746783 -5.653191 45.22553 33.919147 NaN 39.572338 18494 US5 caleb_strategy_v3 [1] 3.764828 93.380753 -10.375639 -83.005114 -103.756392 NaN -93.380753 18495 NASDAQ_micro caleb_strategy_v3 [1] 3571.915873 895.877763 -0.699905 8.398854 6.999045 NaN 7.69895 18498 REDWHEAT caleb_strategy_v3 [-1] 106.599087 -105.535613 -11.726179 46.904717 23.452358 NaN 35.178538 18499 LEANHOG caleb_strategy_v3 [1] 16.275836 -30.720387 -15.360194 -15.360194 -46.080581 NaN -30.720387 18496 EUR caleb_strategy_v3 [1] 0.09065 64630.210766 -64442.676977 NaN NaN NaN NaN 18497 EUR caleb_strategy_v3 [1] 0.09065 49.641297 -5.5157 0.0 -11.031399 NaN -5.5157 18492 EUR caleb_strategy_v3 [1] 0.09065 281.300683 -5.5157 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 18484 OAT _ROLL_PSEUDO_STRATEGY [-1, 1] 1166.75 -35.0025 -11.6675 11.6675 -11.6675 NaN 0.0 18485 OAT _ROLL_PSEUDO_STRATEGY [-1, 1] 1166.75 -641.7125 606.71 -0.0 1213.42 NaN 606.71 18486 OAT _ROLL_PSEUDO_STRATEGY [-1, 1] 1166.75 -23.335 -11.6675 0.0 NaN NaN -11.6675 18487 GASOIL caleb_strategy_v3 [-1] 100.0 -250.0 -25.0 25.0 -25.0 NaN 0.0 18488 PLAT caleb_strategy_v3 [1] 50.0 1022.5 -12.5 60.0 35.0 NaN 47.5 18489 COPPER caleb_strategy_v3 [1] 25000.0 -875.0 -12.5 162.5 137.5 NaN 150.0 18490 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 50.0 -12.5 25.0 -0.0 NaN 12.5 18491 RUSSELL caleb_strategy_v3 [-1] 5.0 -5.75 -0.25 0.5 -0.0 NaN 0.25 18493 GBP caleb_strategy_v3 [-1] 62500.0 -290.625 -3.125 25.0 18.75 NaN 21.875 18494 US5 caleb_strategy_v3 [1] 1000.0 35.15625 -3.90625 -31.25 -39.0625 NaN -35.15625 18495 NASDAQ_micro caleb_strategy_v3 [1] 2.0 640.0 -0.5 6.0 5.0 NaN 5.5 18498 REDWHEAT caleb_strategy_v3 [-1] 50.0 -56.25 -6.25 25.0 12.5 NaN 18.75 18499 LEANHOG caleb_strategy_v3 [1] 400.0 -20.0 -10.0 -10.0 -30.0 NaN -20.0 18496 EUR caleb_strategy_v3 [1] 125000.0 73234.375 -73021.875 NaN NaN NaN NaN 18497 EUR caleb_strategy_v3 [1] 125000.0 56.25 -6.25 0.0 -12.5 NaN -6.25 18492 EUR caleb_strategy_v3 [1] 125000.0 318.75 -6.25 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OAT -700.05 caleb_strategy_v3 COPPER -875.0 EUR 73609.375 GASOIL -250.0 GAS_US_mini 50.0 GBP -290.625 LEANHOG -20.0 NASDAQ_micro 640.0 PLAT 1022.5 REDWHEAT -56.25 RUSSELL -5.75 US5 35.15625 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -700.05 caleb_strategy_v3 73859.40625 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OAT 583.375 caleb_strategy_v3 COPPER -12.5 EUR -73034.375 GASOIL -25.0 GAS_US_mini -12.5 GBP -3.125 LEANHOG -10.0 NASDAQ_micro -0.5 PLAT -12.5 REDWHEAT -6.25 RUSSELL -0.25 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 583.375 caleb_strategy_v3 -73120.90625 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OAT 11.6675 caleb_strategy_v3 COPPER 162.5 EUR 0.0 GASOIL 25.0 GAS_US_mini 25.0 GBP 25.0 LEANHOG -10.0 NASDAQ_micro 6.0 PLAT 60.0 REDWHEAT 25.0 RUSSELL 0.5 US5 -31.25 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 11.6675 caleb_strategy_v3 287.75 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OAT 1201.7525 caleb_strategy_v3 COPPER 137.5 EUR -12.5 GASOIL -25.0 GAS_US_mini -0.0 GBP 18.75 LEANHOG -30.0 NASDAQ_micro 5.0 PLAT 35.0 REDWHEAT 12.5 RUSSELL -0.0 US5 -39.0625 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 1201.7525 caleb_strategy_v3 102.1875 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OAT 0 caleb_strategy_v3 COPPER 0 EUR 0 GASOIL 0 GAS_US_mini 0 GBP 0 LEANHOG 0 NASDAQ_micro 0 PLAT 0 REDWHEAT 0 RUSSELL 0 US5 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OAT 595.0425 caleb_strategy_v3 COPPER 150.0 EUR -6.25 GASOIL 0.0 GAS_US_mini 12.5 GBP 21.875 LEANHOG -20.0 NASDAQ_micro 5.5 PLAT 47.5 REDWHEAT 18.75 RUSSELL 0.25 US5 -35.15625 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 595.0425 caleb_strategy_v3 194.96875 ******************************************************************************** END OF REPORT ********************************************************************************