******************************************************************************** Trades report produced on 04/09/2025 21:39 from 03/09/2025 21:39 to 04/09/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18586 DAX caleb_strategy_v3 [20250900] 2025-09-04 07:00:27.000 [-1] 23653.0 18587 DAX caleb_strategy_v3 [20250900] 2025-09-04 07:01:27.000 [-1] 23676.0 18592 DOW caleb_strategy_v3 [20250900] 2025-09-04 19:45:33.981 [0] NaN 18593 DOW caleb_strategy_v3 [20250900] 2025-09-04 14:14:22.000 [1] 45326.0 18590 DOW caleb_strategy_v3 [20250900] 2025-09-04 14:03:15.000 [1] 45382.0 18591 DOW caleb_strategy_v3 [20250900] 2025-09-04 14:03:19.000 [1] 45384.0 18588 GOLD_micro caleb_strategy_v3 [20251000] 2025-09-04 13:00:44.000 [1] 3577.7 18585 NIKKEI caleb_strategy_v3 [20251200] 2025-09-04 02:01:16.000 [1] 42115.0 18589 RUSSELL caleb_strategy_v3 [20250900] 2025-09-04 14:03:14.000 [1] 2361.5 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18585 NIKKEI caleb_strategy_v3 2025-09-03 00:00:00 2025-09-04 03:01:15.250000 2025-09-04 02:01:16 97275.25 NaN 18586 DAX caleb_strategy_v3 2025-09-03 00:00:00 2025-09-04 08:00:27.834000 2025-09-04 07:00:27 115227.834 NaN 18587 DAX caleb_strategy_v3 2025-09-03 00:00:00 2025-09-04 08:01:27.459000 2025-09-04 07:01:27 115287.459 NaN 18588 GOLD_micro caleb_strategy_v3 2025-09-03 00:00:00 2025-09-04 14:00:38.470000 2025-09-04 13:00:44 136838.47 NaN 18589 RUSSELL caleb_strategy_v3 2025-09-03 00:00:00 2025-09-04 15:00:45.194000 2025-09-04 14:03:14 140445.194 NaN 18592 DOW caleb_strategy_v3 2025-09-03 00:00:00 2025-09-04 15:04:18.957000 2025-09-04 19:45:33.981000 140658.957 16875.024 18593 DOW caleb_strategy_v3 2025-09-03 00:00:00 2025-09-04 15:14:22.069000 2025-09-04 14:14:22 141262.069 NaN 18590 DOW caleb_strategy_v3 2025-09-03 00:00:00 2025-09-04 15:03:15.678000 2025-09-04 14:03:15 140595.678 NaN 18591 DOW caleb_strategy_v3 2025-09-03 00:00:00 2025-09-04 15:03:19.063000 2025-09-04 14:03:19 140599.063 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 18585 NIKKEI caleb_strategy_v3 [1] 41740.0 None 42187.5 42190.0 42185.0 42185.0 42115.0 -447.5 -2.5 75.0 70.0 NaN 72.5 18586 DAX caleb_strategy_v3 [-1] 23582.0 None 23643.0 23642.0 23644.0 23644.0 23653.0 61.0 -1.0 11.0 9.0 NaN 10.0 18587 DAX caleb_strategy_v3 [-1] 23582.0 None 23643.0 23642.0 23644.0 23644.0 23676.0 61.0 -1.0 34.0 32.0 NaN 33.0 18588 GOLD_micro caleb_strategy_v3 [1] 3599.5 None 3577.6 3577.7 3577.5 3577.5 3577.7 21.9 -0.1 0.0 -0.2 NaN -0.1 18589 RUSSELL caleb_strategy_v3 [1] 2345.2 None 2359.5 2359.6 2359.4 2359.4 2361.5 -14.3 -0.1 -1.9 -2.1 NaN -2.0 18592 DOW caleb_strategy_v3 [1] 45131.0 None 22694.0 45388.0 0.0 0.0 NaN 22437.0 -22694.0 NaN NaN NaN NaN 18593 DOW caleb_strategy_v3 [1] 45131.0 None 45368.5 45369.0 45368.0 45368.0 45326.0 -237.5 -0.5 43.0 42.0 NaN 42.5 18590 DOW caleb_strategy_v3 [1] 45131.0 None 45382.5 45383.0 45382.0 45382.0 45382.0 -251.5 -0.5 1.0 0.0 NaN 0.5 18591 DOW caleb_strategy_v3 [1] 45131.0 None 45382.5 45383.0 45382.0 45382.0 45384.0 -251.5 -0.5 -1.0 -2.0 NaN -1.5 ================================================================================================================================================================== 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 18585 NIKKEI caleb_strategy_v3 [1] 7793.292169 -574.211758 -3.207887 96.236608 89.820834 NaN 93.028721 18586 DAX caleb_strategy_v3 [-1] 3122.107988 195.380814 -3.202964 35.232606 28.826677 NaN 32.029642 18587 DAX caleb_strategy_v3 [-1] 3122.107988 195.380814 -3.202964 108.900782 102.494853 NaN 105.697817 18588 GOLD_micro caleb_strategy_v3 [1] 456.239439 480.011111 -2.191832 0.0 -4.383663 NaN -2.191832 18589 RUSSELL caleb_strategy_v3 [1] 440.811778 -324.401495 -2.268542 -43.102297 -47.63938 NaN -45.370838 18592 DOW caleb_strategy_v3 [1] 5046.637386 44459.30683 -44968.556813 NaN NaN NaN NaN 18593 DOW caleb_strategy_v3 [1] 5046.637386 -470.610392 -0.990759 85.20525 83.223733 NaN 84.214491 18590 DOW caleb_strategy_v3 [1] 5046.637386 -498.351636 -0.990759 1.981517 0.0 NaN 0.990759 18591 DOW caleb_strategy_v3 [1] 5046.637386 -498.351636 -0.990759 -1.981517 -3.963035 NaN -2.972276 ========================================================================================================================================================================= 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 18585 NIKKEI caleb_strategy_v3 [1] 0.674668 -301.914034 -1.686671 50.600117 47.226776 NaN 48.913447 18586 DAX caleb_strategy_v3 [-1] 1.1656 71.1016 -1.1656 12.8216 10.4904 NaN 11.656 18587 DAX caleb_strategy_v3 [-1] 1.1656 71.1016 -1.1656 39.6304 37.2992 NaN 38.4648 18588 GOLD_micro caleb_strategy_v3 [1] 10.0 219.0 -1.0 0.0 -2.0 NaN -1.0 18589 RUSSELL caleb_strategy_v3 [1] 5.0 -71.5 -0.5 -9.5 -10.5 NaN -10.0 18592 DOW caleb_strategy_v3 [1] 0.5 11218.5 -11347.0 NaN NaN NaN NaN 18593 DOW caleb_strategy_v3 [1] 0.5 -118.75 -0.25 21.5 21.0 NaN 21.25 18590 DOW caleb_strategy_v3 [1] 0.5 -125.75 -0.25 0.5 0.0 NaN 0.25 18591 DOW caleb_strategy_v3 [1] 0.5 -125.75 -0.25 -0.5 -1.0 NaN -0.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DAX 142.2032 DOW 10848.25 GOLD_micro 219.0 NIKKEI -301.914034 RUSSELL -71.5 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 10836.039166 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DAX -2.3312 DOW -11347.75 GOLD_micro -1.0 NIKKEI -1.686671 RUSSELL -0.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -11353.267871 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DAX 52.452 DOW 21.5 GOLD_micro 0.0 NIKKEI 50.600117 RUSSELL -9.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 115.052117 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 47.7896 DOW 20.0 GOLD_micro -2.0 NIKKEI 47.226776 RUSSELL -10.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 102.516376 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 0 DOW 0 GOLD_micro 0 NIKKEI 0 RUSSELL 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 DAX 50.1208 DOW 20.75 GOLD_micro -1.0 NIKKEI 48.913447 RUSSELL -10.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 108.784247 ******************************************************************************** END OF REPORT ********************************************************************************