******************************************************************************** Trades report produced on 09/10/2025 21:38 from 08/10/2025 21:38 to 09/10/2025 21:38 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19152 CHF caleb_strategy_v3 [20251200] 2025-10-09 14:04:14 [-1] 1.2532 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19152 CHF caleb_strategy_v3 2025-10-08 00:00:00 2025-10-09 15:00:47.487000 2025-10-09 14:04:14 140447.487 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 19152 CHF caleb_strategy_v3 [-1] 1.25645 None 1.25385 1.2538 1.2539 1.2539 1.2532 -0.0026 -0.00005 -0.0006 -0.0007 NaN -0.00065 =============================================================================================================================================================== 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 19152 CHF caleb_strategy_v3 [-1] 0.090618 -286.919476 -5.517682 -66.212187 -77.247551 NaN -71.729869 ======================================================================================================================================================================== 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 19152 CHF caleb_strategy_v3 [-1] 125000.0 -325.0 -6.25 -75.0 -87.5 NaN -81.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF -325.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -325.0 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -6.25 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF -75.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -75.0 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF -87.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -87.5 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 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 CHF -81.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -81.25 ******************************************************************************** END OF REPORT ********************************************************************************