******************************************************************************** Trades report produced on 12/09/2025 21:38 from 11/09/2025 21:38 to 12/09/2025 21:38 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18743 DOW caleb_strategy_v3 [20251200] 2025-09-12 14:00:48 [1] 46386.0 18744 DOW caleb_strategy_v3 [20251200] 2025-09-12 14:01:47 [1] 46379.0 18745 DOW caleb_strategy_v3 [20251200] 2025-09-12 14:02:47 [1] 46389.0 18746 DOW caleb_strategy_v3 [20251200] 2025-09-12 14:03:47 [1] 46388.0 18747 DOW caleb_strategy_v3 [20251200] 2025-09-12 14:04:47 [1] 46385.0 18748 DOW caleb_strategy_v3 [20251200] 2025-09-12 14:05:47 [1] 46384.0 18742 GOLD_micro caleb_strategy_v3 [20251200] 2025-09-12 13:00:41 [-1] 3683.6 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18742 GOLD_micro caleb_strategy_v3 2025-09-11 00:00:00 2025-09-12 14:00:41.518000 2025-09-12 13:00:41 136841.518 NaN 18743 DOW caleb_strategy_v3 2025-09-11 00:00:00 2025-09-12 15:00:48.118000 2025-09-12 14:00:48 140448.118 NaN 18744 DOW caleb_strategy_v3 2025-09-11 00:00:00 2025-09-12 15:01:47.826000 2025-09-12 14:01:47 140507.826 NaN 18745 DOW caleb_strategy_v3 2025-09-11 00:00:00 2025-09-12 15:02:47.834000 2025-09-12 14:02:47 140567.834 NaN 18746 DOW caleb_strategy_v3 2025-09-11 00:00:00 2025-09-12 15:03:47.847000 2025-09-12 14:03:47 140627.847 NaN 18747 DOW caleb_strategy_v3 2025-09-11 00:00:00 2025-09-12 15:04:47.868000 2025-09-12 14:04:47 140687.868 NaN 18748 DOW caleb_strategy_v3 2025-09-11 00:00:00 2025-09-12 15:05:47.878000 2025-09-12 14:05:47 140747.878 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 18742 GOLD_micro caleb_strategy_v3 [-1] 3671.4 None 3680.3 3680.2 3680.4 3680.4 3683.6 8.9 -0.1 3.4 3.2 NaN 3.3 18743 DOW caleb_strategy_v3 [1] 46445.0 None 46390.0 46391.0 46389.0 46389.0 46386.0 55.0 -1.0 5.0 3.0 NaN 4.0 18744 DOW caleb_strategy_v3 [1] 46445.0 None 46390.0 46391.0 46389.0 46389.0 46379.0 55.0 -1.0 12.0 10.0 NaN 11.0 18745 DOW caleb_strategy_v3 [1] 46445.0 None 46390.0 46391.0 46389.0 46389.0 46389.0 55.0 -1.0 2.0 0.0 NaN 1.0 18746 DOW caleb_strategy_v3 [1] 46445.0 None 46390.0 46391.0 46389.0 46389.0 46388.0 55.0 -1.0 3.0 1.0 NaN 2.0 18747 DOW caleb_strategy_v3 [1] 46445.0 None 46390.0 46391.0 46389.0 46389.0 46385.0 55.0 -1.0 6.0 4.0 NaN 5.0 18748 DOW caleb_strategy_v3 [1] 46445.0 None 46389.0 46390.0 46388.0 46388.0 46384.0 56.0 -1.0 6.0 4.0 NaN 5.0 =============================================================================================================================================================== 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 18742 GOLD_micro caleb_strategy_v3 [-1] 431.347966 206.32994 -2.318314 78.822674 74.186046 NaN 76.50436 18743 DOW caleb_strategy_v3 [1] 5127.56814 107.263323 -1.950242 9.751211 5.850727 NaN 7.800969 18744 DOW caleb_strategy_v3 [1] 5127.56814 107.263323 -1.950242 23.402907 19.502422 NaN 21.452665 18745 DOW caleb_strategy_v3 [1] 5127.56814 107.263323 -1.950242 3.900484 0.0 NaN 1.950242 18746 DOW caleb_strategy_v3 [1] 5127.56814 107.263323 -1.950242 5.850727 1.950242 NaN 3.900484 18747 DOW caleb_strategy_v3 [1] 5127.56814 107.263323 -1.950242 11.701453 7.800969 NaN 9.751211 18748 DOW caleb_strategy_v3 [1] 5127.56814 109.213566 -1.950242 11.701453 7.800969 NaN 9.751211 ======================================================================================================================================================================== 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 18742 GOLD_micro caleb_strategy_v3 [-1] 10.0 89.0 -1.0 34.0 32.0 NaN 33.0 18743 DOW caleb_strategy_v3 [1] 0.5 27.5 -0.5 2.5 1.5 NaN 2.0 18744 DOW caleb_strategy_v3 [1] 0.5 27.5 -0.5 6.0 5.0 NaN 5.5 18745 DOW caleb_strategy_v3 [1] 0.5 27.5 -0.5 1.0 0.0 NaN 0.5 18746 DOW caleb_strategy_v3 [1] 0.5 27.5 -0.5 1.5 0.5 NaN 1.0 18747 DOW caleb_strategy_v3 [1] 0.5 27.5 -0.5 3.0 2.0 NaN 2.5 18748 DOW caleb_strategy_v3 [1] 0.5 28.0 -0.5 3.0 2.0 NaN 2.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DOW 165.5 GOLD_micro 89.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 254.5 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DOW -3.0 GOLD_micro -1.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -4.0 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DOW 17.0 GOLD_micro 34.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 51.0 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 11.0 GOLD_micro 32.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 43.0 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 0 GOLD_micro 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 DOW 14.0 GOLD_micro 33.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 47.0 ******************************************************************************** END OF REPORT ********************************************************************************