******************************************************************************** Trades report produced on 24/09/2025 21:38 from 23/09/2025 21:38 to 24/09/2025 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18978 COFFEE caleb_strategy_v3 [20260300] 2025-09-24 19:45:28.878 [0] NaN 18979 COFFEE caleb_strategy_v3 [20260300] 2025-09-24 19:45:28.909 [0] NaN 18980 COFFEE caleb_strategy_v3 [20260300] 2025-09-24 13:20:21.000 [1] 343.80000 18976 DAX caleb_strategy_v3 [20251200] 2025-09-24 07:02:50.000 [-1] 23739.00000 18975 DAX caleb_strategy_v3 [20251200] 2025-09-24 07:01:50.000 [-1] 23742.00000 18982 EUR caleb_strategy_v3 [20251200] 2025-09-24 14:10:04.000 [-1] 1.17905 18981 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-24 14:00:27.000 [-1] 24819.50000 18972 NIKKEI caleb_strategy_v3 [20251200] 2025-09-24 02:06:44.000 [1] 45050.00000 18973 NIKKEI caleb_strategy_v3 [20251200] 2025-09-24 02:17:16.000 [1] 45040.00000 18974 NIKKEI caleb_strategy_v3 [20251200] 2025-09-24 02:18:19.000 [1] 45045.00000 18977 ROBUSTA caleb_strategy_v3 [20260100] 2025-09-24 09:00:56.000 [-1] 4130.00000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18972 NIKKEI caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 03:01:16.494000 2025-09-24 02:06:44 97276.494 NaN 18973 NIKKEI caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 03:07:47.544000 2025-09-24 02:17:16 97667.544 NaN 18974 NIKKEI caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 03:18:19.681000 2025-09-24 02:18:19 98299.681 NaN 18976 DAX caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 08:02:49.990000 2025-09-24 07:02:50 115369.99 NaN 18975 DAX caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 08:01:50.042000 2025-09-24 07:01:50 115310.042 NaN 18977 ROBUSTA caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 10:00:55.346000 2025-09-24 09:00:56 122455.346 NaN 18981 NASDAQ_micro caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 15:00:26.986000 2025-09-24 14:00:27 140426.986 NaN 18982 EUR caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 15:00:28.282000 2025-09-24 14:10:04 140428.282 NaN 18978 COFFEE caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 14:00:02.386000 2025-09-24 19:45:28.878000 136802.386 20726.492 18979 COFFEE caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 14:10:18.069000 2025-09-24 19:45:28.909000 137418.069 20110.84 18980 COFFEE caleb_strategy_v3 2025-09-23 00:00:00 2025-09-24 14:20:21.138000 2025-09-24 13:20:21 138021.138 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 18972 NIKKEI caleb_strategy_v3 [1] 45295.0 None 45012.5 45015.0 45010.0 45010.0 45050.0 282.5 -2.5 -35.0 -40.0 NaN -37.5 18973 NIKKEI caleb_strategy_v3 [1] 45295.0 None 45047.5 45050.0 45045.0 45045.0 45040.0 247.5 -2.5 10.0 5.0 NaN 7.5 18974 NIKKEI caleb_strategy_v3 [1] 45295.0 None 45052.5 45055.0 45050.0 45050.0 45045.0 242.5 -2.5 10.0 5.0 NaN 7.5 18976 DAX caleb_strategy_v3 [-1] 23696.0 None 23729.0 23728.0 23730.0 23730.0 23739.0 33.0 -1.0 11.0 9.0 NaN 10.0 18975 DAX caleb_strategy_v3 [-1] 23696.0 None 23721.5 23720.0 23723.0 23723.0 23742.0 25.5 -1.5 22.0 19.0 NaN 20.5 18977 ROBUSTA caleb_strategy_v3 [-1] 4081.0 None 4110.0 4108.0 4112.0 4112.0 4130.0 29.0 -2.0 22.0 18.0 NaN 20.0 18981 NASDAQ_micro caleb_strategy_v3 [-1] 24790.75 None 24810.25 24810.0 24810.5 24810.5 24819.5 19.5 -0.25 9.5 9.0 NaN 9.25 18982 EUR caleb_strategy_v3 [-1] 1.1867 None 1.179475 1.17945 1.1795 1.1795 1.17905 -0.007225 -0.000025 -0.0004 -0.00045 NaN -0.000425 18978 COFFEE caleb_strategy_v3 [1] 337.0 None 341.275 341.35 341.2 341.2 NaN -4.275 -0.075 NaN NaN NaN NaN 18979 COFFEE caleb_strategy_v3 [1] 337.0 None 171.425 342.85 0.0 0.0 NaN 165.575 -171.425 NaN NaN NaN NaN 18980 COFFEE caleb_strategy_v3 [1] 337.0 None 343.675 343.8 343.55 343.55 343.8 -6.675 -0.125 0.0 -0.25 NaN -0.125 ================================================================================================================================================================== 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 18972 NIKKEI caleb_strategy_v3 [1] 7076.510064 399.208081 -3.532815 -49.459408 -56.525038 NaN -52.992223 18973 NIKKEI caleb_strategy_v3 [1] 7076.510064 349.748672 -3.532815 14.131259 7.06563 NaN 10.598445 18974 NIKKEI caleb_strategy_v3 [1] 7076.510064 342.683043 -3.532815 14.131259 7.06563 NaN 10.598445 18976 DAX caleb_strategy_v3 [-1] 2969.187926 111.1415 -3.367924 37.047167 30.311318 NaN 33.679242 18975 DAX caleb_strategy_v3 [-1] 2969.187926 85.882068 -5.051886 74.094333 63.990561 NaN 69.042447 18977 ROBUSTA caleb_strategy_v3 [-1] 2204.845572 131.528486 -9.07093 99.780231 81.638371 NaN 90.709301 18981 NASDAQ_micro caleb_strategy_v3 [-1] 2990.070856 65.215846 -0.836101 31.771822 30.099621 NaN 30.935722 18982 EUR caleb_strategy_v3 [-1] 0.086101 -839.12642 -2.903552 -46.456826 -52.263929 NaN -49.360378 18978 COFFEE caleb_strategy_v3 [1] 163.479431 -261.500787 -4.587733 NaN NaN NaN NaN 18979 COFFEE caleb_strategy_v3 [1] 163.479431 10128.185457 -10486.02864 NaN NaN NaN NaN 18980 COFFEE caleb_strategy_v3 [1] 163.479431 -408.308247 -7.646222 0.0 -15.292444 NaN -7.646222 ========================================================================================================================================================================= 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 18972 NIKKEI caleb_strategy_v3 [1] 0.676158 191.014541 -1.690394 -23.665518 -27.046307 NaN -25.355912 18973 NIKKEI caleb_strategy_v3 [1] 0.676158 167.349022 -1.690394 6.761577 3.380788 NaN 5.071182 18974 NIKKEI caleb_strategy_v3 [1] 0.676158 163.968234 -1.690394 6.761577 3.380788 NaN 5.071182 18976 DAX caleb_strategy_v3 [-1] 1.180215 38.947095 -1.180215 12.982365 10.621935 NaN 11.80215 18975 DAX caleb_strategy_v3 [-1] 1.180215 30.095482 -1.770323 25.96473 22.424085 NaN 24.194408 18977 ROBUSTA caleb_strategy_v3 [-1] 10.0 290.0 -20.0 220.0 180.0 NaN 200.0 18981 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 39.0 -0.5 19.0 18.0 NaN 18.5 18982 EUR caleb_strategy_v3 [-1] 125000.0 -903.125 -3.125 -50.0 -56.25 NaN -53.125 18978 COFFEE caleb_strategy_v3 [1] 375.0 -1603.125 -28.125 NaN NaN NaN NaN 18979 COFFEE caleb_strategy_v3 [1] 375.0 62090.625 -64284.375 NaN NaN NaN NaN 18980 COFFEE caleb_strategy_v3 [1] 375.0 -2503.125 -46.875 0.0 -93.75 NaN -46.875 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COFFEE 57984.375 DAX 69.042577 EUR -903.125 NASDAQ_micro 39.0 NIKKEI 522.331797 ROBUSTA 290.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 58001.624375 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COFFEE -64359.375 DAX -2.950538 EUR -3.125 NASDAQ_micro -0.5 NIKKEI -5.071182 ROBUSTA -20.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -64391.02172 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COFFEE 0.0 DAX 38.947095 EUR -50.0 NASDAQ_micro 19.0 NIKKEI -10.142365 ROBUSTA 220.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 217.80473 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COFFEE -93.75 DAX 33.04602 EUR -56.25 NASDAQ_micro 18.0 NIKKEI -20.28473 ROBUSTA 180.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 60.76129 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COFFEE 0 DAX 0 EUR 0 NASDAQ_micro 0 NIKKEI 0 ROBUSTA 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 COFFEE -46.875 DAX 35.996558 EUR -53.125 NASDAQ_micro 18.5 NIKKEI -15.213547 ROBUSTA 200.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 139.28301 ******************************************************************************** END OF REPORT 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