******************************************************************************** Trades report produced on 14/10/2025 21:38 from 13/10/2025 21:38 to 14/10/2025 21:38 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 19253 NIKKEI caleb_strategy_v3 [20251200] 2025-10-14 02:01:15 [1] 47770.0 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19253 NIKKEI caleb_strategy_v3 2025-10-13 00:00:00 2025-10-14 03:01:15.278000 2025-10-14 02:01:15 97275.278 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 19253 NIKKEI caleb_strategy_v3 [1] 46975.0 None 47812.5 47815.0 47810.0 47810.0 47770.0 -837.5 -2.5 45.0 40.0 NaN 42.5 =============================================================================================================================================================== 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 19253 NIKKEI caleb_strategy_v3 [1] 10197.788167 -821.256518 -2.451512 44.127216 39.224192 NaN 41.675704 ========================================================================================================================================================================= 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 19253 NIKKEI caleb_strategy_v3 [1] 0.659057 -551.960035 -1.647642 29.657554 26.36227 NaN 28.009912 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 NIKKEI -551.960035 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -551.960035 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 NIKKEI -1.647642 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -1.647642 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 NIKKEI 29.657554 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 29.657554 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 NIKKEI 26.36227 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 26.36227 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 NIKKEI 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 NIKKEI 28.009912 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 28.009912 ******************************************************************************** END OF REPORT ********************************************************************************