******************************************************************************** Trades report produced on 25/09/2025 21:38 from 24/09/2025 21:38 to 25/09/2025 21:38 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18983 EUROSTX caleb_strategy_v3 [20251200] 2025-09-25 07:00:28 [1] 5465.0 18984 RUSSELL caleb_strategy_v3 [20251200] 2025-09-25 14:01:43 [-1] 2423.0 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18983 EUROSTX caleb_strategy_v3 2025-09-24 00:00:00 2025-09-25 08:00:28.502000 2025-09-25 07:00:28 115228.502 NaN 18984 RUSSELL caleb_strategy_v3 2025-09-24 00:00:00 2025-09-25 15:00:43.751000 2025-09-25 14:01:43 140443.751 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 18983 EUROSTX caleb_strategy_v3 [1] 5474.0 None 5467.5 5468.0 5467.0 5467.0 5465.0 6.5 -0.5 3.0 2.0 NaN 2.5 18984 RUSSELL caleb_strategy_v3 [-1] 2457.5 None 2425.25 2425.2 2425.3 2425.3 2423.0 -32.25 -0.05 -2.2 -2.3 NaN -2.25 =============================================================================================================================================================== 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 18983 EUROSTX caleb_strategy_v3 [1] 686.16901 94.728848 -7.286834 43.721007 29.147338 NaN 36.434172 18984 RUSSELL caleb_strategy_v3 [-1] 423.337505 -761.803516 -1.181091 -51.967992 -54.330173 NaN -53.149083 ======================================================================================================================================================================== 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 18983 EUROSTX caleb_strategy_v3 [1] 11.74055 76.313575 -5.870275 35.22165 23.4811 NaN 29.351375 18984 RUSSELL caleb_strategy_v3 [-1] 5.0 -161.25 -0.25 -11.0 -11.5 NaN -11.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 EUROSTX 76.313575 RUSSELL -161.25 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -84.936425 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 EUROSTX -5.870275 RUSSELL -0.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -6.120275 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 EUROSTX 35.22165 RUSSELL -11.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 24.22165 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 EUROSTX 23.4811 RUSSELL -11.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 11.9811 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 EUROSTX 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 EUROSTX 29.351375 RUSSELL -11.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 18.101375 ******************************************************************************** END OF REPORT 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