******************************************************************************** Trades report produced on 26/09/2025 21:39 from 25/09/2025 21:39 to 26/09/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 18990 AUD caleb_strategy_v3 [20251200] 2025-09-26 14:00:51.000 [-1] 0.654900 18994 CAD caleb_strategy_v3 [20251200] 2025-09-26 14:00:55.000 [-1] 0.720050 18998 CAD caleb_strategy_v3 [20251200] 2025-09-26 14:01:50.000 [-1] 0.720000 19004 DOW caleb_strategy_v3 [20251200] 2025-09-26 14:36:32.000 [-1] 46393.000000 19000 DOW caleb_strategy_v3 [20251200] 2025-09-26 19:45:00.531 [0] NaN 18999 DOW caleb_strategy_v3 [20251200] 2025-09-26 19:45:00.490 [0] NaN 18996 DOW caleb_strategy_v3 [20251200] 2025-09-26 14:01:49.000 [-1] 46617.000000 18992 DOW caleb_strategy_v3 [20251200] 2025-09-26 14:00:53.000 [-1] 46647.000000 19001 DOW caleb_strategy_v3 [20251200] 2025-09-26 19:45:00.570 [0] NaN 18988 EUR caleb_strategy_v3 [20251200] 2025-09-26 14:00:49.000 [-1] 1.173950 19002 FEEDCOW caleb_strategy_v3 [20260100] 2025-09-26 14:33:44.000 [1] 346.000000 18991 GBP caleb_strategy_v3 [20251200] 2025-09-26 14:00:52.000 [-1] 1.338800 18989 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-26 14:00:50.000 [-1] 24722.000000 18985 PLAT caleb_strategy_v3 [20260100] 2025-09-26 19:45:00.412 [0] NaN 18986 PLAT caleb_strategy_v3 [20260100] 2025-09-26 19:45:00.451 [0] NaN 18987 PLAT caleb_strategy_v3 [20260100] 2025-09-26 13:20:43.000 [1] 1591.500000 18995 RUSSELL caleb_strategy_v3 [20251200] 2025-09-26 14:00:55.000 [-1] 2450.600000 19003 SOYMEAL caleb_strategy_v3 [20260300] 2025-09-26 14:36:31.000 [-1] 284.800000 18993 US5 caleb_strategy_v3 [20251200] 2025-09-26 14:00:54.000 [-1] 109.007813 18997 US5 caleb_strategy_v3 [20251200] 2025-09-26 14:01:50.000 [-1] 109.007813 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 18988 EUR caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:00:49.622000 2025-09-26 14:00:49 140449.622 NaN 18989 NASDAQ_micro caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:00:50.522000 2025-09-26 14:00:50 140450.522 NaN 18990 AUD caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:00:51.430000 2025-09-26 14:00:51 140451.43 NaN 18991 GBP caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:00:52.278000 2025-09-26 14:00:52 140452.278 NaN 18995 RUSSELL caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:00:55.826000 2025-09-26 14:00:55 140455.826 NaN 18993 US5 caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:00:54.126000 2025-09-26 14:00:54 140454.126 NaN 18997 US5 caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:01:50.118000 2025-09-26 14:01:50 140510.118 NaN 18994 CAD caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:00:55.030000 2025-09-26 14:00:55 140455.03 NaN 18998 CAD caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:01:50.707000 2025-09-26 14:01:50 140510.707 NaN 19002 FEEDCOW caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:32:59.482000 2025-09-26 14:33:44 142379.482 NaN 19003 SOYMEAL caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:33:45.151000 2025-09-26 14:36:31 142425.151 NaN 18985 PLAT caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 14:00:36.586000 2025-09-26 19:45:00.412000 136836.586 20663.826 18986 PLAT caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 14:10:39.834000 2025-09-26 19:45:00.451000 137439.834 20060.617 18987 PLAT caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 14:20:43.035000 2025-09-26 13:20:43 138043.035 NaN 18992 DOW caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:00:53.222000 2025-09-26 14:00:53 140453.222 NaN 18996 DOW caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:01:49.561000 2025-09-26 14:01:49 140509.561 NaN 18999 DOW caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:02:49.689000 2025-09-26 19:45:00.490000 140569.689 16930.801 19000 DOW caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:12:52.734000 2025-09-26 19:45:00.531000 141172.734 16327.797 19001 DOW caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:22:55.673000 2025-09-26 19:45:00.570000 141775.673 15724.897 19004 DOW caleb_strategy_v3 2025-09-25 00:00:00 2025-09-26 15:36:31.940000 2025-09-26 14:36:32 142591.94 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 18988 EUR caleb_strategy_v3 [-1] 1.17045 None 1.173425 1.1734 1.17345 1.17345 1.17395 0.002975 -0.000025 0.00055 0.0005 NaN 0.000525 18989 NASDAQ_micro caleb_strategy_v3 [-1] 24628.25 None 24712.375 24712.25 24712.5 24712.5 24722.0 84.125 -0.125 9.75 9.5 NaN 9.625 18990 AUD caleb_strategy_v3 [-1] 0.65415 None 0.654875 0.65485 0.6549 0.6549 0.6549 0.000725 -0.000025 0.00005 -0.0 NaN 0.000025 18991 GBP caleb_strategy_v3 [-1] 1.3336 None 1.33855 1.3385 1.3386 1.3386 1.3388 0.00495 -0.00005 0.0003 0.0002 NaN 0.00025 18995 RUSSELL caleb_strategy_v3 [-1] 2431.2 None 2445.8 2445.7 2445.9 2445.9 2450.6 14.6 -0.1 4.9 4.7 NaN 4.8 18993 US5 caleb_strategy_v3 [-1] 109.03125 None 108.996094 108.992188 109.0 109.0 109.007813 -0.035156 -0.003906 0.015625 0.007813 NaN 0.011719 18997 US5 caleb_strategy_v3 [-1] 109.03125 None 108.996094 108.992188 109.0 109.0 109.007813 -0.035156 -0.003906 0.015625 0.007813 NaN 0.011719 18994 CAD caleb_strategy_v3 [-1] 0.72005 None 0.720025 0.72 0.72005 0.72005 0.72005 -0.000025 -0.000025 0.00005 -0.0 NaN 0.000025 18998 CAD caleb_strategy_v3 [-1] 0.72005 None 0.720025 0.72 0.72005 0.72005 0.72 -0.000025 -0.000025 -0.0 -0.00005 NaN -0.000025 19002 FEEDCOW caleb_strategy_v3 [1] 345.4 None 345.8 345.9 345.7 345.7 346.0 -0.4 -0.1 -0.1 -0.3 NaN -0.2 19003 SOYMEAL caleb_strategy_v3 [-1] 284.1 None 284.75 284.7 284.8 284.8 284.8 0.65 -0.05 0.1 -0.0 NaN 0.05 18985 PLAT caleb_strategy_v3 [1] 1567.1 None 1586.9 1587.1 1586.7 1586.7 NaN -19.8 -0.2 NaN NaN NaN NaN 18986 PLAT caleb_strategy_v3 [1] 1567.1 None 795.05 1590.1 0.0 0.0 NaN 772.05 -795.05 NaN NaN NaN NaN 18987 PLAT caleb_strategy_v3 [1] 1567.1 None 1593.3 1593.5 1593.1 1593.1 1591.5 -26.2 -0.2 2.0 1.6 NaN 1.8 18992 DOW caleb_strategy_v3 [-1] 46268.0 None 46633.0 46632.0 46634.0 46634.0 46647.0 365.0 -1.0 15.0 13.0 NaN 14.0 18996 DOW caleb_strategy_v3 [-1] 46268.0 None 46633.0 46632.0 46634.0 46634.0 46617.0 365.0 -1.0 -15.0 -17.0 NaN -16.0 18999 DOW caleb_strategy_v3 [-1] 46268.0 None 23298.5 46597.0 0.0 0.0 NaN -22969.5 23298.5 NaN NaN NaN NaN 19000 DOW caleb_strategy_v3 [-1] 46268.0 None 46594.5 46594.0 46595.0 46595.0 NaN 326.5 -0.5 NaN NaN NaN NaN 19001 DOW caleb_strategy_v3 [-1] 46268.0 None 23246.5 46493.0 0.0 0.0 NaN -23021.5 23246.5 NaN NaN NaN NaN 19004 DOW caleb_strategy_v3 [-1] 46268.0 None 46426.0 46425.0 46427.0 46427.0 46393.0 158.0 -1.0 -32.0 -34.0 NaN -33.0 =================================================================================================================================================================== 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 18988 EUR caleb_strategy_v3 [-1] 0.086415 344.269307 -2.893019 63.646426 57.860388 NaN 60.753407 18989 NASDAQ_micro caleb_strategy_v3 [-1] 2930.229992 287.093505 -0.426588 33.273839 32.420663 NaN 32.847251 18990 AUD caleb_strategy_v3 [-1] 0.04963 146.081881 -5.037306 10.074612 -0.0 NaN 5.037306 18991 GBP caleb_strategy_v3 [-1] 0.091065 543.565192 -5.490557 32.943345 21.96223 NaN 27.452787 18995 RUSSELL caleb_strategy_v3 [-1] 418.604624 348.7778 -2.388889 117.055563 112.277785 NaN 114.666674 18993 US5 caleb_strategy_v3 [-1] 3.325187 -105.727124 -11.747458 46.991337 23.49642 NaN 35.243878 18997 US5 caleb_strategy_v3 [-1] 3.325187 -105.727124 -11.747458 46.991337 23.49642 NaN 35.243878 18994 CAD caleb_strategy_v3 [-1] 0.033383 -7.488744 -7.488744 14.977487 -0.0 NaN 7.488744 18998 CAD caleb_strategy_v3 [-1] 0.033383 -7.488744 -7.488744 -0.0 -14.977487 NaN -7.488744 19002 FEEDCOW caleb_strategy_v3 [1] 64.243779 -62.262838 -15.565709 -15.565709 -46.697128 NaN -31.131419 19003 SOYMEAL caleb_strategy_v3 [-1] 44.766503 145.19785 -11.169065 22.338131 -0.0 NaN 11.169065 18985 PLAT caleb_strategy_v3 [1] 428.0985 -462.51038 -4.671822 NaN NaN NaN NaN 18986 PLAT caleb_strategy_v3 [1] 428.0985 18034.400966 -18571.660499 NaN NaN NaN NaN 18987 PLAT caleb_strategy_v3 [1] 428.0985 -612.008685 -4.671822 46.71822 37.374576 NaN 42.046398 18992 DOW caleb_strategy_v3 [-1] 4607.399412 792.203947 -2.170422 32.556327 28.215483 NaN 30.385905 18996 DOW caleb_strategy_v3 [-1] 4607.399412 792.203947 -2.170422 -32.556327 -36.89717 NaN -34.726748 18999 DOW caleb_strategy_v3 [-1] 4607.399412 -49853.502915 50567.571678 NaN NaN NaN NaN 19000 DOW caleb_strategy_v3 [-1] 4607.399412 708.642709 -1.085211 NaN NaN NaN NaN 19001 DOW caleb_strategy_v3 [-1] 4607.399412 -49966.364847 50454.709746 NaN NaN NaN NaN 19004 DOW caleb_strategy_v3 [-1] 4607.399412 342.92664 -2.170422 -69.453497 -73.79434 NaN -71.623919 ======================================================================================================================================================================== 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 18988 EUR caleb_strategy_v3 [-1] 125000.0 371.875 -3.125 68.75 62.5 NaN 65.625 18989 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 168.25 -0.25 19.5 19.0 NaN 19.25 18990 AUD caleb_strategy_v3 [-1] 100000.0 72.5 -2.5 5.0 -0.0 NaN 2.5 18991 GBP caleb_strategy_v3 [-1] 62500.0 309.375 -3.125 18.75 12.5 NaN 15.625 18995 RUSSELL caleb_strategy_v3 [-1] 5.0 73.0 -0.5 24.5 23.5 NaN 24.0 18993 US5 caleb_strategy_v3 [-1] 1000.0 -35.15625 -3.90625 15.6255 7.813 NaN 11.71925 18997 US5 caleb_strategy_v3 [-1] 1000.0 -35.15625 -3.90625 15.6255 7.813 NaN 11.71925 18994 CAD caleb_strategy_v3 [-1] 100000.0 -2.5 -2.5 5.0 -0.0 NaN 2.5 18998 CAD caleb_strategy_v3 [-1] 100000.0 -2.5 -2.5 -0.0 -5.0 NaN -2.5 19002 FEEDCOW caleb_strategy_v3 [1] 500.0 -200.0 -50.0 -50.0 -150.0 NaN -100.0 19003 SOYMEAL caleb_strategy_v3 [-1] 100.0 65.0 -5.0 10.0 -0.0 NaN 5.0 18985 PLAT caleb_strategy_v3 [1] 50.0 -990.0 -10.0 NaN NaN NaN NaN 18986 PLAT caleb_strategy_v3 [1] 50.0 38602.5 -39752.5 NaN NaN NaN NaN 18987 PLAT caleb_strategy_v3 [1] 50.0 -1310.0 -10.0 100.0 80.0 NaN 90.0 18992 DOW caleb_strategy_v3 [-1] 0.5 182.5 -0.5 7.5 6.5 NaN 7.0 18996 DOW caleb_strategy_v3 [-1] 0.5 182.5 -0.5 -7.5 -8.5 NaN -8.0 18999 DOW caleb_strategy_v3 [-1] 0.5 -11484.75 11649.25 NaN NaN NaN NaN 19000 DOW caleb_strategy_v3 [-1] 0.5 163.25 -0.25 NaN NaN NaN NaN 19001 DOW caleb_strategy_v3 [-1] 0.5 -11510.75 11623.25 NaN NaN NaN NaN 19004 DOW caleb_strategy_v3 [-1] 0.5 79.0 -0.5 -16.0 -17.0 NaN -16.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 72.5 CAD -5.0 DOW -22388.25 EUR 371.875 FEEDCOW -200.0 GBP 309.375 NASDAQ_micro 168.25 PLAT 36302.5 RUSSELL 73.0 SOYMEAL 65.0 US5 -70.3125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 14698.9375 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 CAD -5.0 DOW 23270.75 EUR -3.125 FEEDCOW -50.0 GBP -3.125 NASDAQ_micro -0.25 PLAT -39772.5 RUSSELL -0.5 SOYMEAL -5.0 US5 -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -16579.0625 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 5.0 CAD 5.0 DOW -16.0 EUR 68.75 FEEDCOW -50.0 GBP 18.75 NASDAQ_micro 19.5 PLAT 100.0 RUSSELL 24.5 SOYMEAL 10.0 US5 31.251 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 216.751 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -0.0 CAD -5.0 DOW -19.0 EUR 62.5 FEEDCOW -150.0 GBP 12.5 NASDAQ_micro 19.0 PLAT 80.0 RUSSELL 23.5 SOYMEAL -0.0 US5 15.626 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 39.126 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CAD 0 DOW 0 EUR 0 FEEDCOW 0 GBP 0 NASDAQ_micro 0 PLAT 0 RUSSELL 0 SOYMEAL 0 US5 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 CAD 0.0 DOW -17.5 EUR 65.625 FEEDCOW -100.0 GBP 15.625 NASDAQ_micro 19.25 PLAT 90.0 RUSSELL 24.0 SOYMEAL 5.0 US5 23.4385 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 127.9385 ******************************************************************************** END OF REPORT ********************************************************************************