******************************************************************************** Trades report produced on 06/10/2025 21:39 from 05/10/2025 21:39 to 06/10/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19117 CANOLA caleb_strategy_v3 [20260100] 2025-10-06 13:04:59.000 [1] 621.2000 19122 CHF caleb_strategy_v3 [20251200] 2025-10-06 14:02:04.000 [-1] 1.2657 19114 COFFEE caleb_strategy_v3 [20260300] 2025-10-06 13:00:44.000 [-1] 370.1500 19119 COPPER caleb_strategy_v3 [20251200] 2025-10-06 13:05:34.000 [1] 5.0400 19116 COPPER caleb_strategy_v3 [20251200] 2025-10-06 13:00:46.000 [1] 5.0390 19105 DAX caleb_strategy_v3 [20251200] 2025-10-06 07:00:36.000 [1] 24483.0000 19106 EUROSTX caleb_strategy_v3 [20251200] 2025-10-06 07:07:36.000 [-1] 5659.0000 19121 GBP caleb_strategy_v3 [20251200] 2025-10-06 14:02:00.000 [-1] 1.3463 19118 HEATOIL caleb_strategy_v3 [20260100] 2025-10-06 13:05:20.000 [-1] 2.2250 19120 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-06 14:01:38.000 [1] 25153.2500 19102 NIKKEI caleb_strategy_v3 [20251200] 2025-10-06 19:45:14.481 [0] NaN 19104 NIKKEI caleb_strategy_v3 [20251200] 2025-10-06 02:21:13.000 [-1] 47915.0000 19101 NIKKEI caleb_strategy_v3 [20251200] 2025-10-06 02:10:06.000 [-1] 47875.0000 19103 NIKKEI caleb_strategy_v3 [20251200] 2025-10-06 02:20:13.000 [-1] 47910.0000 19115 PLAT caleb_strategy_v3 [20260100] 2025-10-06 13:00:45.000 [-1] 1650.5000 19107 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-06 19:45:14.525 [0] NaN 19108 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-06 19:45:14.567 [0] NaN 19109 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-06 19:45:14.607 [0] NaN 19110 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-06 19:45:14.650 [0] NaN 19111 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-06 19:45:14.692 [0] NaN 19112 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-06 19:45:14.733 [0] NaN 19113 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-06 10:01:24.000 [1] 4487.0000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19105 DAX caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 08:00:36.466000 2025-10-06 07:00:36 288036.466 NaN 19106 EUROSTX caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 08:00:37.430000 2025-10-06 07:07:36 288037.43 NaN 19114 COFFEE caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 14:00:43.959000 2025-10-06 13:00:44 309643.959 NaN 19115 PLAT caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 14:00:45.669000 2025-10-06 13:00:45 309645.669 NaN 19117 CANOLA caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 14:00:48.062000 2025-10-06 13:04:59 309648.062 NaN 19118 HEATOIL caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 14:05:00.548000 2025-10-06 13:05:20 309900.548 NaN 19116 COPPER caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 14:00:46.811000 2025-10-06 13:00:46 309646.811 NaN 19119 COPPER caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 14:05:34.622000 2025-10-06 13:05:34 309934.622 NaN 19120 NASDAQ_micro caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 15:00:44.295000 2025-10-06 14:01:38 313244.295 NaN 19121 GBP caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 15:01:39.782000 2025-10-06 14:02:00 313299.782 NaN 19122 CHF caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 15:02:01.446000 2025-10-06 14:02:04 313321.446 NaN 19107 ROBUSTA caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 10:00:56.978000 2025-10-06 19:45:14.525000 295256.978 35057.547 19108 ROBUSTA caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 10:11:00.415000 2025-10-06 19:45:14.567000 295860.415 34454.152 19109 ROBUSTA caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 10:21:03.715000 2025-10-06 19:45:14.607000 296463.715 33850.892 19110 ROBUSTA caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 10:31:07.052000 2025-10-06 19:45:14.650000 297067.052 33247.598 19111 ROBUSTA caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 10:41:10.378000 2025-10-06 19:45:14.692000 297670.378 32644.314 19112 ROBUSTA caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 10:51:13.674000 2025-10-06 19:45:14.733000 298273.674 32041.059 19113 ROBUSTA caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 11:01:20.262000 2025-10-06 10:01:24 298880.262 NaN 19104 NIKKEI caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 03:21:13.432000 2025-10-06 02:21:13 271273.432 NaN 19101 NIKKEI caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 03:01:15.810000 2025-10-06 02:10:06 270075.81 NaN 19102 NIKKEI caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 03:10:09.554000 2025-10-06 19:45:14.481000 270609.554 59704.927 19103 NIKKEI caleb_strategy_v3 2025-10-03 00:00:00 2025-10-06 03:20:12.943000 2025-10-06 02:20:13 271212.943 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 19105 DAX caleb_strategy_v3 [1] 24492.0 None 24496.5 24498.0 24495.0 24495.0 24483.0 -4.5 -1.5 15.0 12.0 NaN 13.5 19106 EUROSTX caleb_strategy_v3 [-1] 5662.0 None 5659.5 5659.0 5660.0 5660.0 5659.0 -2.5 -0.5 -0.0 -1.0 NaN -0.5 19114 COFFEE caleb_strategy_v3 [-1] 371.75 None 367.475 367.35 367.6 367.6 370.15 -4.275 -0.125 2.8 2.55 NaN 2.675 19115 PLAT caleb_strategy_v3 [-1] 1638.1 None 1649.65 1649.5 1649.8 NaN 1650.5 11.55 -0.15 1.0 NaN NaN 0.85 19117 CANOLA caleb_strategy_v3 [1] 618.7 None 621.1 621.2 621.0 621.0 621.2 -2.4 -0.1 0.0 -0.2 NaN -0.1 19118 HEATOIL caleb_strategy_v3 [-1] 2.2179 None 2.22515 2.2248 2.2255 2.2255 2.225 0.00725 -0.00035 0.0002 -0.0005 NaN -0.00015 19116 COPPER caleb_strategy_v3 [1] 5.086 None 5.04475 5.045 5.0445 5.0445 5.039 0.04125 -0.00025 0.006 0.0055 NaN 0.00575 19119 COPPER caleb_strategy_v3 [1] 5.086 None 5.04475 5.045 5.0445 5.0445 5.04 0.04125 -0.00025 0.005 0.0045 NaN 0.00475 19120 NASDAQ_micro caleb_strategy_v3 [1] 25010.75 None 25153.5 25153.75 25153.25 25153.25 25153.25 -142.75 -0.25 0.5 0.0 NaN 0.25 19121 GBP caleb_strategy_v3 [-1] 1.3481 None 1.3462 1.3461 1.3463 1.3463 1.3463 -0.0019 -0.0001 0.0002 -0.0 NaN 0.0001 19122 CHF caleb_strategy_v3 [-1] 1.26725 None 1.2657 1.26565 1.26575 1.26575 1.2657 -0.00155 -0.00005 0.00005 -0.00005 NaN 0.0 19107 ROBUSTA caleb_strategy_v3 [1] 4523.0 None 4450.0 4451.0 4449.0 4449.0 NaN 73.0 -1.0 NaN NaN NaN NaN 19108 ROBUSTA caleb_strategy_v3 [1] 4523.0 None 2225.0 4450.0 0.0 0.0 NaN 2298.0 -2225.0 NaN NaN NaN NaN 19109 ROBUSTA caleb_strategy_v3 [1] 4523.0 None 4459.5 4461.0 4458.0 4458.0 NaN 63.5 -1.5 NaN NaN NaN NaN 19110 ROBUSTA caleb_strategy_v3 [1] 4523.0 None 2227.0 4454.0 0.0 0.0 NaN 2296.0 -2227.0 NaN NaN NaN NaN 19111 ROBUSTA caleb_strategy_v3 [1] 4523.0 None 4468.5 4471.0 4466.0 4466.0 NaN 54.5 -2.5 NaN NaN NaN NaN 19112 ROBUSTA caleb_strategy_v3 [1] 4523.0 None 2239.0 4478.0 0.0 0.0 NaN 2284.0 -2239.0 NaN NaN NaN NaN 19113 ROBUSTA caleb_strategy_v3 [1] 4523.0 None 4488.0 4490.0 4486.0 4486.0 4487.0 35.0 -2.0 3.0 -1.0 NaN 1.0 19104 NIKKEI caleb_strategy_v3 [-1] 46025.0 None 47785.0 47780.0 47790.0 47790.0 47915.0 1760.0 -5.0 135.0 125.0 NaN 130.0 19101 NIKKEI caleb_strategy_v3 [-1] 46025.0 None 47877.5 47875.0 47880.0 47880.0 47875.0 1852.5 -2.5 -0.0 -5.0 NaN -2.5 19102 NIKKEI caleb_strategy_v3 [-1] 46025.0 None 23937.5 47875.0 0.0 0.0 NaN -22087.5 23937.5 NaN NaN NaN NaN 19103 NIKKEI caleb_strategy_v3 [-1] 46025.0 None 47785.0 47780.0 47790.0 47790.0 47910.0 1760.0 -5.0 130.0 120.0 NaN 125.0 =================================================================================================================================================================== 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 19105 DAX caleb_strategy_v3 [1] 2914.416125 -15.440486 -5.146829 51.468285 41.174628 NaN 46.321457 19106 EUROSTX caleb_strategy_v3 [-1] 684.622874 -36.516454 -7.303291 -0.0 -14.606582 NaN -7.303291 19114 COFFEE caleb_strategy_v3 [-1] 147.160392 -290.499362 -8.494133 190.268588 173.280321 NaN 181.774454 19115 PLAT caleb_strategy_v3 [-1] 411.535328 280.656343 -3.644888 24.29925 NaN NaN 20.654363 19117 CANOLA caleb_strategy_v3 [1] 135.447937 -177.189853 -7.382911 0.0 -14.765821 NaN -7.382911 19118 HEATOIL caleb_strategy_v3 [-1] 0.555316 130.556272 -6.302717 3.601552 -9.003881 NaN -2.701164 19116 COPPER caleb_strategy_v3 [1] 1.459588 282.613979 -1.712812 41.107488 37.681864 NaN 39.394676 19119 COPPER caleb_strategy_v3 [1] 1.459588 282.613979 -1.712812 34.25624 30.830616 NaN 32.543428 19120 NASDAQ_micro caleb_strategy_v3 [1] 2837.38941 -503.103309 -0.881092 1.762183 0.0 NaN 0.881092 19121 GBP caleb_strategy_v3 [-1] 0.083251 -228.224277 -12.011804 24.023608 -0.0 NaN 12.011804 19122 CHF caleb_strategy_v3 [-1] 0.087308 -177.531931 -5.726836 5.726836 -5.726836 NaN 0.0 19107 ROBUSTA caleb_strategy_v3 [1] 2064.128788 353.660103 -4.844659 NaN NaN NaN NaN 19108 ROBUSTA caleb_strategy_v3 [1] 2064.128788 11133.02626 -10779.366157 NaN NaN NaN NaN 19109 ROBUSTA caleb_strategy_v3 [1] 2064.128788 307.635843 -7.266988 NaN NaN NaN NaN 19110 ROBUSTA caleb_strategy_v3 [1] 2064.128788 11123.336942 -10789.055475 NaN NaN NaN NaN 19111 ROBUSTA caleb_strategy_v3 [1] 2064.128788 264.033913 -12.111647 NaN NaN NaN NaN 19112 ROBUSTA caleb_strategy_v3 [1] 2064.128788 11065.201035 -10847.191382 NaN NaN NaN NaN 19113 ROBUSTA caleb_strategy_v3 [1] 2064.128788 169.563063 -9.689318 14.533977 -4.844659 NaN 4.844659 19104 NIKKEI caleb_strategy_v3 [-1] 10849.311293 1622.222787 -4.608587 124.431861 115.214687 NaN 119.823274 19101 NIKKEI caleb_strategy_v3 [-1] 10849.311293 1707.481655 -2.304294 -0.0 -4.608587 NaN -2.304294 19102 NIKKEI caleb_strategy_v3 [-1] 10849.311293 -20358.435116 22063.612477 NaN NaN NaN NaN 19103 NIKKEI caleb_strategy_v3 [-1] 10849.311293 1622.222787 -4.608587 119.823274 110.606099 NaN 115.214687 ============================================================================================================================================================================ 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 19105 DAX caleb_strategy_v3 [1] 1.1716 -5.2722 -1.7574 17.574 14.0592 NaN 15.8166 19106 EUROSTX caleb_strategy_v3 [-1] 11.716 -29.29 -5.858 -0.0 -11.716 NaN -5.858 19114 COFFEE caleb_strategy_v3 [-1] 375.0 -1603.125 -46.875 1050.0 956.25 NaN 1003.125 19115 PLAT caleb_strategy_v3 [-1] 50.0 577.5 -7.5 50.0 NaN NaN 42.5 19117 CANOLA caleb_strategy_v3 [1] 14.332448 -34.397876 -1.433245 0.0 -2.86649 NaN -1.433245 19118 HEATOIL caleb_strategy_v3 [-1] 42000.0 304.5 -14.7 8.4 -21.0 NaN -6.3 19116 COPPER caleb_strategy_v3 [1] 25000.0 1031.25 -6.25 150.0 137.5 NaN 143.75 19119 COPPER caleb_strategy_v3 [1] 25000.0 1031.25 -6.25 125.0 112.5 NaN 118.75 19120 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -285.5 -0.5 1.0 0.0 NaN 0.5 19121 GBP caleb_strategy_v3 [-1] 62500.0 -118.75 -6.25 12.5 -0.0 NaN 6.25 19122 CHF caleb_strategy_v3 [-1] 125000.0 -193.75 -6.25 6.25 -6.25 NaN 0.0 19107 ROBUSTA caleb_strategy_v3 [1] 10.0 730.0 -10.0 NaN NaN NaN NaN 19108 ROBUSTA caleb_strategy_v3 [1] 10.0 22980.0 -22250.0 NaN NaN NaN NaN 19109 ROBUSTA caleb_strategy_v3 [1] 10.0 635.0 -15.0 NaN NaN NaN NaN 19110 ROBUSTA caleb_strategy_v3 [1] 10.0 22960.0 -22270.0 NaN NaN NaN NaN 19111 ROBUSTA caleb_strategy_v3 [1] 10.0 545.0 -25.0 NaN NaN NaN NaN 19112 ROBUSTA caleb_strategy_v3 [1] 10.0 22840.0 -22390.0 NaN NaN NaN NaN 19113 ROBUSTA caleb_strategy_v3 [1] 10.0 350.0 -20.0 30.0 -10.0 NaN 10.0 19104 NIKKEI caleb_strategy_v3 [-1] 0.665783 1171.778773 -3.328917 89.880758 83.222924 NaN 86.551841 19101 NIKKEI caleb_strategy_v3 [-1] 0.665783 1233.363737 -1.664458 -0.0 -3.328917 NaN -1.664458 19102 NIKKEI caleb_strategy_v3 [-1] 0.665783 -14705.490716 15937.189995 NaN NaN NaN NaN 19103 NIKKEI caleb_strategy_v3 [-1] 0.665783 1171.778773 -3.328917 86.551841 79.894007 NaN 83.222924 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -34.397876 CHF -193.75 COFFEE -1603.125 COPPER 2062.5 DAX -5.2722 EUROSTX -29.29 GBP -118.75 HEATOIL 304.5 NASDAQ_micro -285.5 NIKKEI -11128.569431 PLAT 577.5 ROBUSTA 71040.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 60585.845493 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -1.433245 CHF -6.25 COFFEE -46.875 COPPER -12.5 DAX -1.7574 EUROSTX -5.858 GBP -6.25 HEATOIL -14.7 NASDAQ_micro -0.5 NIKKEI 15928.867702 PLAT -7.5 ROBUSTA -66980.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -51154.755943 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0.0 CHF 6.25 COFFEE 1050.0 COPPER 275.0 DAX 17.574 EUROSTX -0.0 GBP 12.5 HEATOIL 8.4 NASDAQ_micro 1.0 NIKKEI 176.432599 PLAT 50.0 ROBUSTA 30.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1627.156599 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -2.86649 CHF -6.25 COFFEE 956.25 COPPER 250.0 DAX 14.0592 EUROSTX -11.716 GBP -0.0 HEATOIL -21.0 NASDAQ_micro 0.0 NIKKEI 159.788015 PLAT 0 ROBUSTA -10.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 1328.264725 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0 CHF 0 COFFEE 0 COPPER 0 DAX 0 EUROSTX 0 GBP 0 HEATOIL 0 NASDAQ_micro 0 NIKKEI 0 PLAT 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 CANOLA -1.433245 CHF 0.0 COFFEE 1003.125 COPPER 262.5 DAX 15.8166 EUROSTX -5.858 GBP 6.25 HEATOIL -6.3 NASDAQ_micro 0.5 NIKKEI 168.110307 PLAT 42.5 ROBUSTA 10.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1495.210662 ******************************************************************************** END OF REPORT ********************************************************************************