******************************************************************************** Trades report produced on 01/09/2025 21:38 from 31/08/2025 21:38 to 01/09/2025 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18512 AUD caleb_strategy_v3 [20250900] 2025-09-01 14:00:19.000 [1] 0.65540 18513 EUR caleb_strategy_v3 [20251200] 2025-09-01 14:01:15.000 [-1] 1.17835 18503 EUROSTX caleb_strategy_v3 [20250900] 2025-09-01 07:10:10.000 [-1] 5373.00000 18507 GAS_US_mini caleb_strategy_v3 [20251100] 2025-09-01 13:13:59.000 [-1] 3.30000 18509 GAS_US_mini caleb_strategy_v3 [20251100] 2025-09-01 19:45:32.762 [0] NaN 18511 GAS_US_mini caleb_strategy_v3 [20251100] 2025-09-01 13:34:33.000 [-1] 3.29000 18505 GOLD_micro caleb_strategy_v3 [20251000] 2025-09-01 13:10:39.000 [-1] 3519.30000 18500 NIKKEI caleb_strategy_v3 [20250900] 2025-09-01 02:01:16.000 [-1] 41930.00000 18501 NIKKEI caleb_strategy_v3 [20250900] 2025-09-01 02:02:16.000 [-1] 41945.00000 18502 NIKKEI caleb_strategy_v3 [20250900] 2025-09-01 02:03:16.000 [-1] 41915.00000 18506 PLAT caleb_strategy_v3 [20251000] 2025-09-01 13:10:39.000 [-1] 1429.00000 18504 SILVER-mini caleb_strategy_v3 [20260100] 2025-09-01 19:45:32.697 [0] NaN 18508 SILVER-mini caleb_strategy_v3 [20260100] 2025-09-01 19:45:32.729 [0] NaN 18510 SILVER-mini caleb_strategy_v3 [20260100] 2025-09-01 13:34:18.000 [1] 41.87500 18514 VIX caleb_strategy_v3 [20251200] 2025-09-01 14:01:17.000 [-1] 20.60000 18515 VIX caleb_strategy_v3 [20251200] 2025-09-01 14:01:37.000 [-1] 20.60000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18500 NIKKEI caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 03:01:16.118000 2025-09-01 02:01:16 270076.118 NaN 18501 NIKKEI caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 03:02:16.186000 2025-09-01 02:02:16 270136.186 NaN 18502 NIKKEI caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 03:03:16.271000 2025-09-01 02:03:16 270196.271 NaN 18503 EUROSTX caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 08:00:28.955000 2025-09-01 07:10:10 288028.955 NaN 18505 GOLD_micro caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 14:10:39.042000 2025-09-01 13:10:39 310239.042 NaN 18506 PLAT caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 14:10:39.938000 2025-09-01 13:10:39 310239.938 NaN 18512 AUD caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 15:00:10.750000 2025-09-01 14:00:19 313210.75 NaN 18513 EUR caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 15:00:20.307000 2025-09-01 14:01:15 313220.307 NaN 18514 VIX caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 15:01:17.165000 2025-09-01 14:01:17 313277.165 NaN 18515 VIX caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 15:01:36.711000 2025-09-01 14:01:37 313296.711 NaN 18504 SILVER-mini caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 14:00:38.114000 2025-09-01 19:45:32.697000 309638.114 20694.583 18508 SILVER-mini caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 14:14:02.354000 2025-09-01 19:45:32.729000 310442.354 19890.375 18510 SILVER-mini caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 14:34:05.978000 2025-09-01 13:34:18 311645.978 NaN 18507 GAS_US_mini caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 14:10:40.846000 2025-09-01 13:13:59 310240.846 NaN 18509 GAS_US_mini caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 14:24:02.843000 2025-09-01 19:45:32.762000 311042.843 19289.919 18511 GAS_US_mini caleb_strategy_v3 2025-08-29 00:00:00 2025-09-01 14:34:18.475000 2025-09-01 13:34:33 311658.475 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 18500 NIKKEI caleb_strategy_v3 [-1] 42090.0 None 41927.5 41925.0 41930.0 41930.0 41930.0 -162.5 -2.5 5.0 -0.0 NaN 2.5 18501 NIKKEI caleb_strategy_v3 [-1] 42090.0 None 41927.5 41925.0 41930.0 41930.0 41945.0 -162.5 -2.5 20.0 15.0 NaN 17.5 18502 NIKKEI caleb_strategy_v3 [-1] 42090.0 None 41912.5 41910.0 41915.0 41915.0 41915.0 -177.5 -2.5 5.0 -0.0 NaN 2.5 18503 EUROSTX caleb_strategy_v3 [-1] 5362.0 None 5379.5 5379.0 5380.0 5380.0 5373.0 17.5 -0.5 -6.0 -7.0 NaN -6.5 18505 GOLD_micro caleb_strategy_v3 [-1] 3481.9 None 3512.65 3512.4 3512.9 3512.9 3519.3 30.75 -0.25 6.9 6.4 NaN 6.65 18506 PLAT caleb_strategy_v3 [-1] 1372.1 None 1426.8 1426.7 1426.9 1426.9 1429.0 54.7 -0.1 2.3 2.1 NaN 2.2 18512 AUD caleb_strategy_v3 [1] 0.65455 None 0.655375 0.6554 0.65535 0.65535 0.6554 -0.000825 -0.000025 0.0 -0.00005 NaN -0.000025 18513 EUR caleb_strategy_v3 [-1] 1.1774 None 1.1783 1.17825 1.17835 1.17835 1.17835 0.0009 -0.00005 0.0001 -0.0 NaN 0.00005 18514 VIX caleb_strategy_v3 [-1] 20.45 None 20.625 20.6 20.65 NaN 20.6 0.175 -0.025 -0.0 NaN NaN -0.025 18515 VIX caleb_strategy_v3 [-1] 20.45 None 20.625 20.6 20.65 NaN 20.6 0.175 -0.025 -0.0 NaN NaN -0.025 18504 SILVER-mini caleb_strategy_v3 [1] 40.725 None 41.6 41.625 41.575 41.575 NaN -0.875 -0.025 NaN NaN NaN NaN 18508 SILVER-mini caleb_strategy_v3 [1] 40.725 None 20.8375 41.675 0.0 0.0 NaN 19.8875 -20.8375 NaN NaN NaN NaN 18510 SILVER-mini caleb_strategy_v3 [1] 40.725 None 41.8125 41.8375 41.7875 41.7875 41.875 -1.0875 -0.025 -0.0375 -0.0875 NaN -0.0625 18507 GAS_US_mini caleb_strategy_v3 [-1] 3.35 None 3.32 3.315 3.325 3.325 3.3 -0.03 -0.005 -0.015 -0.025 NaN -0.02 18509 GAS_US_mini caleb_strategy_v3 [-1] 3.35 None 1.65 3.3 0.0 0.0 NaN -1.7 1.65 NaN NaN NaN NaN 18511 GAS_US_mini caleb_strategy_v3 [-1] 3.35 None 3.2975 3.295 3.3 3.3 3.29 -0.0525 -0.0025 -0.005 -0.01 NaN -0.0075 =================================================================================================================================================================== 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 18500 NIKKEI caleb_strategy_v3 [-1] 7603.329642 -213.722156 -3.288033 6.576066 -0.0 NaN 3.288033 18501 NIKKEI caleb_strategy_v3 [-1] 7603.329642 -213.722156 -3.288033 26.304265 19.728199 NaN 23.016232 18502 NIKKEI caleb_strategy_v3 [-1] 7603.329642 -233.450354 -3.288033 6.576066 -0.0 NaN 3.288033 18503 EUROSTX caleb_strategy_v3 [-1] 707.551615 247.33178 -7.066622 -84.799467 -98.932712 NaN -91.86609 18505 GOLD_micro caleb_strategy_v3 [-1] 466.918736 658.572844 -5.354251 147.777321 137.06882 NaN 142.42307 18506 PLAT caleb_strategy_v3 [-1] 379.561281 1441.137513 -2.634621 60.596276 55.327034 NaN 57.961655 18512 AUD caleb_strategy_v3 [1] 0.052551 -156.990397 -4.757285 0.0 -9.51457 NaN -4.757285 18513 EUR caleb_strategy_v3 [-1] 0.090559 99.383027 -5.521279 11.042559 -0.0 NaN 5.521279 18514 VIX caleb_strategy_v3 [-1] 7.003827 249.86341 -35.694773 -0.0 NaN NaN -35.694773 18515 VIX caleb_strategy_v3 [-1] 7.003827 249.86341 -35.694773 -0.0 NaN NaN -35.694773 18504 SILVER-mini caleb_strategy_v3 [1] 8.677281 -1008.380361 -28.810867 NaN NaN NaN NaN 18508 SILVER-mini caleb_strategy_v3 [1] 8.677281 22919.045069 -24013.858033 NaN NaN NaN NaN 18510 SILVER-mini caleb_strategy_v3 [1] 8.677281 -1253.272735 -28.810867 -43.216301 -100.838036 NaN -72.027169 18507 GAS_US_mini caleb_strategy_v3 [-1] 1.485251 -201.986023 -33.664337 -100.993011 -168.321686 NaN -134.657348 18509 GAS_US_mini caleb_strategy_v3 [-1] 1.485251 -11445.874617 11109.231246 NaN NaN NaN NaN 18511 GAS_US_mini caleb_strategy_v3 [-1] 1.485251 -353.47554 -16.832169 -33.664337 -67.328674 NaN -50.496506 ========================================================================================================================================================================= 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 18500 NIKKEI caleb_strategy_v3 [-1] 0.680731 -110.618716 -1.701826 3.403653 -0.0 NaN 1.701826 18501 NIKKEI caleb_strategy_v3 [-1] 0.680731 -110.618716 -1.701826 13.614611 10.210958 NaN 11.912785 18502 NIKKEI caleb_strategy_v3 [-1] 0.680731 -120.829674 -1.701826 3.403653 -0.0 NaN 1.701826 18503 EUROSTX caleb_strategy_v3 [-1] 11.71745 205.055375 -5.858725 -70.3047 -82.02215 NaN -76.163425 18505 GOLD_micro caleb_strategy_v3 [-1] 10.0 307.5 -2.5 69.0 64.0 NaN 66.5 18506 PLAT caleb_strategy_v3 [-1] 50.0 2735.0 -5.0 115.0 105.0 NaN 110.0 18512 AUD caleb_strategy_v3 [1] 100000.0 -82.5 -2.5 0.0 -5.0 NaN -2.5 18513 EUR caleb_strategy_v3 [-1] 125000.0 112.5 -6.25 12.5 -0.0 NaN 6.25 18514 VIX caleb_strategy_v3 [-1] 1000.0 175.0 -25.0 -0.0 NaN NaN -25.0 18515 VIX caleb_strategy_v3 [-1] 1000.0 175.0 -25.0 -0.0 NaN NaN -25.0 18504 SILVER-mini caleb_strategy_v3 [1] 2500.0 -2187.5 -62.5 NaN NaN NaN NaN 18508 SILVER-mini caleb_strategy_v3 [1] 2500.0 49718.75 -52093.75 NaN NaN NaN NaN 18510 SILVER-mini caleb_strategy_v3 [1] 2500.0 -2718.75 -62.5 -93.75 -218.75 NaN -156.25 18507 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -75.0 -12.5 -37.5 -62.5 NaN -50.0 18509 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -4250.0 4125.0 NaN NaN NaN NaN 18511 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -131.25 -6.25 -12.5 -25.0 NaN -18.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -82.5 EUR 112.5 EUROSTX 205.055375 GAS_US_mini -4456.25 GOLD_micro 307.5 NIKKEI -342.067106 PLAT 2735.0 SILVER-mini 44812.5 VIX 350.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 43641.738269 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 EUR -6.25 EUROSTX -5.858725 GAS_US_mini 4106.25 GOLD_micro -2.5 NIKKEI -5.105479 PLAT -5.0 SILVER-mini -52218.75 VIX -50.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -48189.714204 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 0.0 EUR 12.5 EUROSTX -70.3047 GAS_US_mini -50.0 GOLD_micro 69.0 NIKKEI 20.421917 PLAT 115.0 SILVER-mini -93.75 VIX -0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 2.867217 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -5.0 EUR -0.0 EUROSTX -82.02215 GAS_US_mini -87.5 GOLD_micro 64.0 NIKKEI 10.210958 PLAT 105.0 SILVER-mini -218.75 VIX 0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -214.061192 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 EUR 0 EUROSTX 0 GAS_US_mini 0 GOLD_micro 0 NIKKEI 0 PLAT 0 SILVER-mini 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 AUD -2.5 EUR 6.25 EUROSTX -76.163425 GAS_US_mini -68.75 GOLD_micro 66.5 NIKKEI 15.316438 PLAT 110.0 SILVER-mini -156.25 VIX -50.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -155.596987 ******************************************************************************** END OF REPORT ********************************************************************************