******************************************************************************** Trades report produced on 30/09/2025 21:39 from 29/09/2025 21:39 to 30/09/2025 21:39 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 19036 MXP caleb_strategy_v3 [20251200] 2025-09-30 14:12:27 [1] 0.05411 19035 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-09-30 14:06:21 [1] 24755.75000 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19035 NASDAQ_micro caleb_strategy_v3 2025-09-29 00:00:00 2025-09-30 15:00:43.138000 2025-09-30 14:06:21 140443.138 NaN 19036 MXP caleb_strategy_v3 2025-09-29 00:00:00 2025-09-30 15:06:22.091000 2025-09-30 14:12:27 140782.091 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 19035 NASDAQ_micro caleb_strategy_v3 [1] 24842.5 None 24771.0 24771.25 24770.75 24770.75 24755.75 71.5 -0.25 15.5 15.0 NaN 15.25 19036 MXP caleb_strategy_v3 [1] 0.05411 None 0.054085 0.05409 0.05408 0.05408 0.05411 0.000025 -0.000005 -0.00002 -0.00003 NaN -0.000025 =============================================================================================================================================================== 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 19035 NASDAQ_micro caleb_strategy_v3 [1] 2830.468079 252.608395 -0.883246 54.761261 52.994768 NaN 53.878014 19036 MXP caleb_strategy_v3 [1] 0.00393 63.609578 -12.721916 -50.887662 -76.331494 NaN -63.609578 ======================================================================================================================================================================== 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 19035 NASDAQ_micro caleb_strategy_v3 [1] 2.0 143.0 -0.5 31.0 30.0 NaN 30.5 19036 MXP caleb_strategy_v3 [1] 500000.0 12.5 -2.5 -10.0 -15.0 NaN -12.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 MXP 12.5 NASDAQ_micro 143.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 155.5 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 MXP -2.5 NASDAQ_micro -0.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -3.0 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 MXP -10.0 NASDAQ_micro 31.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 21.0 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 MXP -15.0 NASDAQ_micro 30.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 15.0 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 MXP 0 NASDAQ_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 MXP -12.5 NASDAQ_micro 30.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 18.0 ******************************************************************************** END OF REPORT ********************************************************************************