******************************************************************************** Trades report produced on 07/10/2025 21:39 from 06/10/2025 21:39 to 07/10/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 19135 COFFEE caleb_strategy_v3 [20260300] 2025-10-07 13:01:31.000 [1] 360.0000 19132 COPPER caleb_strategy_v3 [20251200] 2025-10-07 13:01:29.000 [1] 5.1125 19134 COTTON2 caleb_strategy_v3 [20251200] 2025-10-07 13:01:30.000 [-1] 64.9100 19133 DX caleb_strategy_v3 [20251200] 2025-10-07 13:01:30.000 [1] 98.1750 19130 EUROSTX caleb_strategy_v3 [20251200] 2025-10-07 07:20:19.000 [-1] 5635.0000 19128 EUROSTX caleb_strategy_v3 [20251200] 2025-10-07 07:10:07.000 [-1] 5639.0000 19129 EUROSTX caleb_strategy_v3 [20251200] 2025-10-07 19:45:08.284 [0] NaN 19141 FEEDCOW caleb_strategy_v3 [20260100] 2025-10-07 14:38:49.000 [-1] 355.2500 19136 GASOLINE caleb_strategy_v3 [20260100] 2025-10-07 13:01:33.000 [1] 1.8060 19143 LEANHOG caleb_strategy_v3 [20251200] 2025-10-07 14:38:53.000 [-1] 85.9750 19139 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-07 14:17:04.000 [1] 25240.5000 19137 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-07 14:02:05.000 [1] 25238.7500 19138 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-07 19:45:08.338 [0] NaN 19123 NIKKEI caleb_strategy_v3 [20251200] 2025-10-07 02:03:19.000 [-1] 48285.0000 19127 NIKKEI caleb_strategy_v3 [20251200] 2025-10-07 02:25:48.000 [-1] 48320.0000 19124 NIKKEI caleb_strategy_v3 [20251200] 2025-10-07 19:45:08.168 [0] NaN 19126 NIKKEI caleb_strategy_v3 [20251200] 2025-10-07 19:45:08.225 [0] NaN 19125 NIKKEI caleb_strategy_v3 [20251200] 2025-10-07 02:15:42.000 [-1] 48280.0000 19131 ROBUSTA caleb_strategy_v3 [20260100] 2025-10-07 09:00:32.000 [-1] 4486.0000 19144 SOYMEAL _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-07 14:38:59.000 [1, -1] -5.7000 19145 SOYMEAL _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-07 14:39:02.000 [1, -1] -5.6000 19140 SOYOIL caleb_strategy_v3 [20260300] 2025-10-07 14:30:41.000 [-1] 51.3500 19142 WHEAT caleb_strategy_v3 [20261200] 2025-10-07 14:38:52.000 [-1] 585.7500 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19131 ROBUSTA caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 10:00:31.206000 2025-10-07 09:00:32 122431.206 NaN 19132 COPPER caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 14:00:46.839000 2025-10-07 13:01:29 136846.839 NaN 19133 DX caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 14:01:30.002000 2025-10-07 13:01:30 136890.002 NaN 19134 COTTON2 caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 14:01:30.906000 2025-10-07 13:01:30 136890.906 NaN 19135 COFFEE caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 14:01:31.706000 2025-10-07 13:01:31 136891.706 NaN 19136 GASOLINE caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 14:01:32.606000 2025-10-07 13:01:33 136892.606 NaN 19140 SOYOIL caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 15:30:10.658000 2025-10-07 14:30:41 142210.658 NaN 19141 FEEDCOW caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 15:30:42.514000 2025-10-07 14:38:49 142242.514 NaN 19142 WHEAT caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 15:38:50.152000 2025-10-07 14:38:52 142730.152 NaN 19143 LEANHOG caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 15:38:53.353000 2025-10-07 14:38:53 142733.353 NaN 19144 SOYMEAL _ROLL_PSEUDO_STRATEGY 2025-10-06 19:00:00 2025-10-07 15:38:55.398000 2025-10-07 14:38:59 74335.398 NaN 19145 SOYMEAL _ROLL_PSEUDO_STRATEGY 2025-10-06 19:00:00 2025-10-07 15:39:02.743000 2025-10-07 14:39:02 74342.743 NaN 19128 EUROSTX caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 08:01:13.491000 2025-10-07 07:10:07 115273.491 NaN 19129 EUROSTX caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 08:10:10.799000 2025-10-07 19:45:08.284000 115810.799 41697.485 19130 EUROSTX caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 08:20:13.960000 2025-10-07 07:20:19 116413.96 NaN 19123 NIKKEI caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 03:01:14.974000 2025-10-07 02:03:19 97274.974 NaN 19124 NIKKEI caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 03:04:23.215000 2025-10-07 19:45:08.168000 97463.215 60044.953 19125 NIKKEI caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 03:14:26.388000 2025-10-07 02:15:42 98066.388 NaN 19126 NIKKEI caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 03:15:45.485000 2025-10-07 19:45:08.225000 98145.485 59362.74 19127 NIKKEI caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 03:25:48.730000 2025-10-07 02:25:48 98748.73 NaN 19137 NASDAQ_micro caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 15:00:58.306000 2025-10-07 14:02:05 140458.306 NaN 19138 NASDAQ_micro caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 15:02:08.698000 2025-10-07 19:45:08.338000 140528.698 16979.64 19139 NASDAQ_micro caleb_strategy_v3 2025-10-06 00:00:00 2025-10-07 15:12:12.026000 2025-10-07 14:17:04 141132.026 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 19131 ROBUSTA caleb_strategy_v3 [-1] 4480.0 None 4476.5 4475.0 4478.0 4478.0 4486.0 -3.5 -1.5 11.0 8.0 NaN 9.5 19132 COPPER caleb_strategy_v3 [1] 5.035 None 5.1085 5.109 5.108 5.108 5.1125 -0.0735 -0.0005 -0.0035 -0.0045 NaN -0.004 19133 DX caleb_strategy_v3 [1] 97.825 None 98.1775 98.18 98.175 98.175 98.175 -0.3525 -0.0025 0.005 0.0 NaN 0.0025 19134 COTTON2 caleb_strategy_v3 [-1] 65.19 None 64.865 64.86 64.87 64.87 64.91 -0.325 -0.005 0.05 0.04 NaN 0.045 19135 COFFEE caleb_strategy_v3 [1] 365.35 None 360.5 360.65 360.35 360.35 360.0 4.85 -0.15 0.65 0.35 NaN 0.5 19136 GASOLINE caleb_strategy_v3 [1] 1.8244 None 1.81465 1.8149 1.8144 1.8144 1.806 0.00975 -0.00025 0.0089 0.0084 NaN 0.00865 19140 SOYOIL caleb_strategy_v3 [-1] 51.03 None 51.37 51.36 51.38 51.38 51.35 0.34 -0.01 -0.01 -0.03 NaN -0.02 19141 FEEDCOW caleb_strategy_v3 [-1] 355.35 None 355.675 355.625 355.725 355.725 355.25 0.325 -0.05 -0.375 -0.475 NaN -0.425 19142 WHEAT caleb_strategy_v3 [-1] 587.25 None 585.5 585.25 585.75 585.75 585.75 -1.75 -0.25 0.5 -0.0 NaN 0.25 19143 LEANHOG caleb_strategy_v3 [-1] 87.25 None 85.9125 85.9 85.925 85.925 85.975 -1.3375 -0.0125 0.075 0.05 NaN 0.0625 19144 SOYMEAL _ROLL_PSEUDO_STRATEGY [1, -1] -6.3 None -5.85 -5.7 -6.0 -6.0 -5.7 -0.45 -0.15 -0.0 -0.3 NaN -0.15 19145 SOYMEAL _ROLL_PSEUDO_STRATEGY [1, -1] -6.3 None -2.85 -5.7 0.0 0.0 -5.6 -3.45 2.85 -0.1 5.6 NaN 2.75 19128 EUROSTX caleb_strategy_v3 [-1] 5646.0 None 5641.0 5640.0 5642.0 5642.0 5639.0 -5.0 -1.0 -1.0 -3.0 NaN -2.0 19129 EUROSTX caleb_strategy_v3 [-1] 5646.0 None 2819.5 5639.0 0.0 0.0 NaN -2826.5 2819.5 NaN NaN NaN NaN 19130 EUROSTX caleb_strategy_v3 [-1] 5646.0 None 5636.5 5636.0 5637.0 5637.0 5635.0 -9.5 -0.5 -1.0 -2.0 NaN -1.5 19123 NIKKEI caleb_strategy_v3 [-1] 48660.0 None 48322.5 48320.0 48325.0 48325.0 48285.0 -337.5 -2.5 -35.0 -40.0 NaN -37.5 19124 NIKKEI caleb_strategy_v3 [-1] 48660.0 None 24142.5 48285.0 0.0 0.0 NaN -24517.5 24142.5 NaN NaN NaN NaN 19125 NIKKEI caleb_strategy_v3 [-1] 48660.0 None 48315.0 48310.0 48320.0 48320.0 48280.0 -345.0 -5.0 -30.0 -40.0 NaN -35.0 19126 NIKKEI caleb_strategy_v3 [-1] 48660.0 None 24140.0 48280.0 0.0 0.0 NaN -24520.0 24140.0 NaN NaN NaN NaN 19127 NIKKEI caleb_strategy_v3 [-1] 48660.0 None 48312.5 48310.0 48315.0 48315.0 48320.0 -347.5 -2.5 10.0 5.0 NaN 7.5 19137 NASDAQ_micro caleb_strategy_v3 [1] 25234.5 None 25237.5 25237.75 25237.25 25237.25 25238.75 -3.0 -0.25 -1.0 -1.5 NaN -1.25 19138 NASDAQ_micro caleb_strategy_v3 [1] 25234.5 None 12619.375 25238.75 0.0 0.0 NaN 12615.125 -12619.375 NaN NaN NaN NaN 19139 NASDAQ_micro caleb_strategy_v3 [1] 25234.5 None 25240.0 25240.25 25239.75 25239.75 25240.5 -5.5 -0.25 -0.25 -0.75 NaN -0.5 ========================================================================================================================================================================== 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 19131 ROBUSTA caleb_strategy_v3 [-1] 2038.06981 -17.173111 -7.359905 53.972636 39.252826 NaN 46.612731 19132 COPPER caleb_strategy_v3 [1] 1.429176 -514.282494 -3.49852 -24.489643 -31.486683 NaN -27.988163 19133 DX caleb_strategy_v3 [1] 6.452558 -546.29496 -3.874432 7.748865 0.0 NaN 3.874432 19134 COTTON2 caleb_strategy_v3 [-1] 9.067109 -358.438376 -5.514437 55.144366 44.115492 NaN 49.629929 19135 COFFEE caleb_strategy_v3 [1] 145.771371 332.712792 -10.290086 44.590374 24.010201 NaN 34.300288 19136 GASOLINE caleb_strategy_v3 [1] 0.441767 220.704657 -5.659094 201.463738 190.145551 NaN 195.804644 19140 SOYOIL caleb_strategy_v3 [-1] 11.692509 290.78447 -8.552484 -8.552484 -25.657453 NaN -17.104969 19141 FEEDCOW caleb_strategy_v3 [-1] 61.95721 52.455558 -8.070086 -60.525644 -76.665815 NaN -68.59573 19142 WHEAT caleb_strategy_v3 [-1] 95.033649 -184.145302 -26.306472 52.612943 -0.0 NaN 26.306472 19143 LEANHOG caleb_strategy_v3 [-1] 18.180475 -735.679343 -6.875508 41.253047 27.502031 NaN 34.377539 19144 SOYMEAL _ROLL_PSEUDO_STRATEGY [1, -1] 43.23284 -104.08754 -34.695847 -0.0 -69.391694 NaN -34.695847 19145 SOYMEAL _ROLL_PSEUDO_STRATEGY [1, -1] 43.23284 -798.004477 659.22109 -23.130565 1295.311615 NaN 636.090525 19128 EUROSTX caleb_strategy_v3 [-1] 680.93592 -73.428348 -14.68567 -14.68567 -44.057009 NaN -29.371339 19129 EUROSTX caleb_strategy_v3 [-1] 680.93592 -41509.045352 41406.245664 NaN NaN NaN NaN 19130 EUROSTX caleb_strategy_v3 [-1] 680.93592 -139.513862 -7.342835 -14.68567 -29.371339 NaN -22.028505 19123 NIKKEI caleb_strategy_v3 [-1] 9711.706599 -347.518736 -2.574213 -36.03898 -41.187406 NaN -38.613193 19124 NIKKEI caleb_strategy_v3 [-1] 9711.706599 -25245.305498 24859.173569 NaN NaN NaN NaN 19125 NIKKEI caleb_strategy_v3 [-1] 9711.706599 -355.241374 -5.148426 -30.890554 -41.187406 NaN -36.03898 19126 NIKKEI caleb_strategy_v3 [-1] 9711.706599 -25247.879711 24856.599357 NaN NaN NaN NaN 19127 NIKKEI caleb_strategy_v3 [-1] 9711.706599 -357.815587 -2.574213 10.296851 5.148426 NaN 7.722639 19137 NASDAQ_micro caleb_strategy_v3 [1] 2817.262128 -10.648636 -0.887386 -3.549545 -5.324318 NaN -4.436932 19138 NASDAQ_micro caleb_strategy_v3 [1] 2817.262128 44777.959696 -44793.045265 NaN NaN NaN NaN 19139 NASDAQ_micro caleb_strategy_v3 [1] 2817.262128 -19.5225 -0.887386 -0.887386 -2.662159 NaN -1.774773 =================================================================================================================================================================================== 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 19131 ROBUSTA caleb_strategy_v3 [-1] 10.0 -35.0 -15.0 110.0 80.0 NaN 95.0 19132 COPPER caleb_strategy_v3 [1] 25000.0 -1837.5 -12.5 -87.5 -112.5 NaN -100.0 19133 DX caleb_strategy_v3 [1] 1000.0 -352.5 -2.5 5.0 0.0 NaN 2.5 19134 COTTON2 caleb_strategy_v3 [-1] 500.0 -162.5 -2.5 25.0 20.0 NaN 22.5 19135 COFFEE caleb_strategy_v3 [1] 375.0 1818.75 -56.25 243.75 131.25 NaN 187.5 19136 GASOLINE caleb_strategy_v3 [1] 42000.0 409.5 -10.5 373.8 352.8 NaN 363.3 19140 SOYOIL caleb_strategy_v3 [-1] 600.0 204.0 -6.0 -6.0 -18.0 NaN -12.0 19141 FEEDCOW caleb_strategy_v3 [-1] 500.0 162.5 -25.0 -187.5 -237.5 NaN -212.5 19142 WHEAT caleb_strategy_v3 [-1] 50.0 -87.5 -12.5 25.0 -0.0 NaN 12.5 19143 LEANHOG caleb_strategy_v3 [-1] 400.0 -535.0 -5.0 30.0 20.0 NaN 25.0 19144 SOYMEAL _ROLL_PSEUDO_STRATEGY [1, -1] 100.0 -45.0 -15.0 -0.0 -30.0 NaN -15.0 19145 SOYMEAL _ROLL_PSEUDO_STRATEGY [1, -1] 100.0 -345.0 285.0 -10.0 560.0 NaN 275.0 19128 EUROSTX caleb_strategy_v3 [-1] 11.6854 -58.427 -11.6854 -11.6854 -35.0562 NaN -23.3708 19129 EUROSTX caleb_strategy_v3 [-1] 11.6854 -33028.7831 32946.9853 NaN NaN NaN NaN 19130 EUROSTX caleb_strategy_v3 [-1] 11.6854 -111.0113 -5.8427 -11.6854 -23.3708 NaN -17.5281 19123 NIKKEI caleb_strategy_v3 [-1] 0.664103 -224.13484 -1.660258 -23.243613 -26.564129 NaN -24.903871 19124 NIKKEI caleb_strategy_v3 [-1] 0.664103 -16282.150898 16033.112187 NaN NaN NaN NaN 19125 NIKKEI caleb_strategy_v3 [-1] 0.664103 -229.115614 -3.320516 -19.923097 -26.564129 NaN -23.243613 19126 NIKKEI caleb_strategy_v3 [-1] 0.664103 -16283.811156 16031.451929 NaN NaN NaN NaN 19127 NIKKEI caleb_strategy_v3 [-1] 0.664103 -230.775872 -1.660258 6.641032 3.320516 NaN 4.980774 19137 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -6.0 -0.5 -2.0 -3.0 NaN -2.5 19138 NASDAQ_micro caleb_strategy_v3 [1] 2.0 25230.25 -25238.75 NaN NaN NaN NaN 19139 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -11.0 -0.5 -0.5 -1.5 NaN -1.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL -390.0 caleb_strategy_v3 COFFEE 1818.75 COPPER -1837.5 COTTON2 -162.5 DX -352.5 EUROSTX -33198.2214 FEEDCOW 162.5 GASOLINE 409.5 LEANHOG -535.0 NASDAQ_micro 25213.25 NIKKEI -33249.988378 ROBUSTA -35.0 SOYOIL 204.0 WHEAT -87.5 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -390.0 caleb_strategy_v3 -41650.209778 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL 270.0 caleb_strategy_v3 COFFEE -56.25 COPPER -12.5 COTTON2 -2.5 DX -2.5 EUROSTX 32929.4572 FEEDCOW -25.0 GASOLINE -10.5 LEANHOG -5.0 NASDAQ_micro -25239.75 NIKKEI 32057.923084 ROBUSTA -15.0 SOYOIL -6.0 WHEAT -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 270.0 caleb_strategy_v3 39599.880284 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL -10.0 caleb_strategy_v3 COFFEE 243.75 COPPER -87.5 COTTON2 25.0 DX 5.0 EUROSTX -23.3708 FEEDCOW -187.5 GASOLINE 373.8 LEANHOG 30.0 NASDAQ_micro -2.5 NIKKEI -36.525678 ROBUSTA 110.0 SOYOIL -6.0 WHEAT 25.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -10.0 caleb_strategy_v3 469.153522 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL 530.0 caleb_strategy_v3 COFFEE 131.25 COPPER -112.5 COTTON2 20.0 DX 0.0 EUROSTX -58.427 FEEDCOW -237.5 GASOLINE 352.8 LEANHOG 20.0 NASDAQ_micro -4.5 NIKKEI -49.807742 ROBUSTA 80.0 SOYOIL -18.0 WHEAT -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 530.0 caleb_strategy_v3 123.315258 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL 0 caleb_strategy_v3 COFFEE 0 COPPER 0 COTTON2 0 DX 0 EUROSTX 0 FEEDCOW 0 GASOLINE 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 ROBUSTA 0 SOYOIL 0 WHEAT 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY SOYMEAL 260.0 caleb_strategy_v3 COFFEE 187.5 COPPER -100.0 COTTON2 22.5 DX 2.5 EUROSTX -40.8989 FEEDCOW -212.5 GASOLINE 363.3 LEANHOG 25.0 NASDAQ_micro -3.5 NIKKEI -43.16671 ROBUSTA 95.0 SOYOIL -12.0 WHEAT 12.5 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 260.0 caleb_strategy_v3 296.23439 ******************************************************************************** END OF REPORT ********************************************************************************