******************************************************************************** Trades report produced on 20/10/2025 21:39 from 19/10/2025 21:39 to 20/10/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19322 BOBL caleb_strategy_v3 [20251200] 2025-10-20 07:00:30.000 [1] 118.590000 19327 CAD caleb_strategy_v3 [20251200] 2025-10-20 19:45:20.340 [0] NaN 19335 CAD caleb_strategy_v3 [20251200] 2025-10-20 19:45:20.463 [0] NaN 19340 CAD caleb_strategy_v3 [20251200] 2025-10-20 15:05:34.000 [1] 0.714500 19333 CHF caleb_strategy_v3 [20251200] 2025-10-20 19:45:20.401 [0] NaN 19338 CHF caleb_strategy_v3 [20251200] 2025-10-20 15:04:07.000 [1] 1.272250 19324 CHF caleb_strategy_v3 [20251200] 2025-10-20 19:45:20.280 [0] NaN 19346 DOW caleb_strategy_v3 [20251200] 2025-10-20 15:28:16.000 [-1] 46763.000000 19345 DOW caleb_strategy_v3 [20251200] 2025-10-20 19:45:20.652 [0] NaN 19344 DOW caleb_strategy_v3 [20251200] 2025-10-20 19:45:20.587 [0] NaN 19343 DOW caleb_strategy_v3 [20251200] 2025-10-20 15:07:09.000 [-1] 46769.000000 19341 DOW caleb_strategy_v3 [20251200] 2025-10-20 15:05:34.000 [-1] 46771.000000 19336 DOW caleb_strategy_v3 [20251200] 2025-10-20 14:53:46.000 [-1] 46810.000000 19328 DOW caleb_strategy_v3 [20251200] 2025-10-20 14:24:06.000 [-1] 46672.000000 19331 LEANHOG caleb_strategy_v3 [20260200] 2025-10-20 14:30:28.000 [-1] 85.200000 19326 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-20 14:14:05.000 [1] 25243.500000 19320 NIKKEI caleb_strategy_v3 [20251200] 2025-10-20 02:01:16.000 [1] 48905.000000 19321 NIKKEI caleb_strategy_v3 [20251200] 2025-10-20 02:04:01.000 [1] 48970.000000 19323 PALLAD caleb_strategy_v3 [20251200] 2025-10-20 13:00:45.000 [-1] 1514.000000 19332 SOYOIL caleb_strategy_v3 [20260300] 2025-10-20 14:33:44.000 [-1] 51.840000 19334 SP500_micro caleb_strategy_v3 [20251200] 2025-10-20 14:43:45.000 [-1] 6768.500000 19325 SP500_micro caleb_strategy_v3 [20251200] 2025-10-20 14:10:52.000 [-1] 6756.750000 19339 SP500_micro caleb_strategy_v3 [20251200] 2025-10-20 15:04:07.000 [-1] 6770.000000 19337 US5 caleb_strategy_v3 [20251200] 2025-10-20 19:45:20.524 [0] NaN 19330 US5 caleb_strategy_v3 [20251200] 2025-10-20 14:30:24.000 [-1] 109.796875 19342 US5 caleb_strategy_v3 [20251200] 2025-10-20 15:07:05.000 [-1] 109.789063 19329 VIX caleb_strategy_v3 [20260100] 2025-10-20 14:28:39.000 [1] 21.000000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19320 NIKKEI caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 03:01:15.758000 2025-10-20 02:01:16 270075.758 NaN 19321 NIKKEI caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 03:02:15.772000 2025-10-20 02:04:01 270135.772 NaN 19322 BOBL caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 08:00:30.022000 2025-10-20 07:00:30 288030.022 NaN 19323 PALLAD caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 14:00:45.827000 2025-10-20 13:00:45 309645.827 NaN 19326 NASDAQ_micro caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:10:53.810000 2025-10-20 14:14:05 313853.81 NaN 19329 VIX caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:24:07.838000 2025-10-20 14:28:39 314647.838 NaN 19331 LEANHOG caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:30:28.455000 2025-10-20 14:30:28 315028.455 NaN 19332 SOYOIL caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:30:29.770000 2025-10-20 14:33:44 315029.77 NaN 19339 SP500_micro caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 16:04:07.668000 2025-10-20 15:04:07 317047.668 NaN 19325 SP500_micro caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:10:52.910000 2025-10-20 14:10:52 313852.91 NaN 19334 SP500_micro caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:43:45.830000 2025-10-20 14:43:45 315825.83 NaN 19338 CHF caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 16:04:07.035000 2025-10-20 15:04:07 317047.035 NaN 19324 CHF caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:00:51.994000 2025-10-20 19:45:20.280000 313251.994 17068.286 19333 CHF caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:33:45.338000 2025-10-20 19:45:20.401000 315225.338 15095.063 19335 CAD caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:43:46.414000 2025-10-20 19:45:20.463000 315826.414 14494.049 19340 CAD caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 16:04:08.250000 2025-10-20 15:05:34 317048.25 NaN 19327 CAD caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:14:05.986000 2025-10-20 19:45:20.340000 314045.986 16274.354 19328 DOW caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:24:06.866000 2025-10-20 14:24:06 314646.866 NaN 19336 DOW caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:53:46.749000 2025-10-20 14:53:46 316426.749 NaN 19341 DOW caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 16:05:34.497000 2025-10-20 15:05:34 317134.497 NaN 19343 DOW caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 16:07:09.078000 2025-10-20 15:07:09 317229.078 NaN 19344 DOW caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 16:08:09.150000 2025-10-20 19:45:20.587000 317289.15 13031.437 19345 DOW caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 16:18:12.995000 2025-10-20 19:45:20.652000 317892.995 12427.657 19346 DOW caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 16:28:16.619000 2025-10-20 15:28:16 318496.619 NaN 19337 US5 caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:53:47.181000 2025-10-20 19:45:20.524000 316427.181 13893.343 19330 US5 caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 15:28:40.098000 2025-10-20 14:30:24 314920.098 NaN 19342 US5 caleb_strategy_v3 2025-10-17 00:00:00 2025-10-20 16:05:35.086000 2025-10-20 15:07:05 317135.086 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 19320 NIKKEI caleb_strategy_v3 [1] 48215.0 None 48917.5 48920.0 48915.0 48915.0 48905.0 -702.5 -2.5 15.0 10.0 NaN 12.5 19321 NIKKEI caleb_strategy_v3 [1] 48215.0 None 48917.5 48920.0 48915.0 48915.0 48970.0 -702.5 -2.5 -50.0 -55.0 NaN -52.5 19322 BOBL caleb_strategy_v3 [1] 118.6 None 118.595 118.6 118.59 118.59 118.59 0.005 -0.005 0.01 0.0 NaN 0.005 19323 PALLAD caleb_strategy_v3 [-1] 1525.5 None 1512.5 1512.0 1513.0 1513.0 1514.0 -13.0 -0.5 2.0 1.0 NaN 1.5 19326 NASDAQ_micro caleb_strategy_v3 [1] 25010.0 None 25227.5 25227.75 25227.25 25227.25 25243.5 -217.5 -0.25 -15.75 -16.25 NaN -16.0 19329 VIX caleb_strategy_v3 [1] 21.7 None 20.975 21.0 20.95 20.95 21.0 0.725 -0.025 0.0 -0.05 NaN -0.025 19331 LEANHOG caleb_strategy_v3 [-1] 84.775 None 85.1875 85.175 85.2 NaN 85.2 0.4125 -0.0125 0.025 NaN NaN 0.0125 19332 SOYOIL caleb_strategy_v3 [-1] 51.87 None 51.88 51.87 51.89 51.89 51.84 0.01 -0.01 -0.03 -0.05 NaN -0.04 19339 SP500_micro caleb_strategy_v3 [-1] 6705.25 None 6760.875 6760.75 6761.0 6761.0 6770.0 55.625 -0.125 9.25 9.0 NaN 9.125 19325 SP500_micro caleb_strategy_v3 [-1] 6705.25 None 6749.125 6749.0 6749.25 6749.25 6756.75 43.875 -0.125 7.75 7.5 NaN 7.625 19334 SP500_micro caleb_strategy_v3 [-1] 6705.25 None 6749.125 6749.0 6749.25 6749.25 6768.5 43.875 -0.125 19.5 19.25 NaN 19.375 19338 CHF caleb_strategy_v3 [1] 1.2697 None 1.272 1.27205 1.27195 1.27195 1.27225 -0.0023 -0.00005 -0.0002 -0.0003 NaN -0.00025 19324 CHF caleb_strategy_v3 [1] 1.2697 None 1.2695 1.26955 1.26945 1.26945 NaN 0.0002 -0.00005 NaN NaN NaN NaN 19333 CHF caleb_strategy_v3 [1] 1.2697 None 0.634975 1.26995 0.0 0.0 NaN 0.634725 -0.634975 NaN NaN NaN NaN 19335 CAD caleb_strategy_v3 [1] 0.71535 None 0.357175 0.71435 0.0 0.0 NaN 0.358175 -0.357175 NaN NaN NaN NaN 19340 CAD caleb_strategy_v3 [1] 0.71535 None 0.714175 0.7142 0.71415 0.71415 0.7145 0.001175 -0.000025 -0.0003 -0.00035 NaN -0.000325 19327 CAD caleb_strategy_v3 [1] 0.71535 None 0.714225 0.71425 0.7142 0.7142 NaN 0.001125 -0.000025 NaN NaN NaN NaN 19328 DOW caleb_strategy_v3 [-1] 46453.0 None 46666.5 46666.0 46667.0 46667.0 46672.0 213.5 -0.5 6.0 5.0 NaN 5.5 19336 DOW caleb_strategy_v3 [-1] 46453.0 None 46666.5 46666.0 46667.0 46667.0 46810.0 213.5 -0.5 144.0 143.0 NaN 143.5 19341 DOW caleb_strategy_v3 [-1] 46453.0 None 46666.5 46666.0 46667.0 46667.0 46771.0 213.5 -0.5 105.0 104.0 NaN 104.5 19343 DOW caleb_strategy_v3 [-1] 46453.0 None 46666.5 46666.0 46667.0 46667.0 46769.0 213.5 -0.5 103.0 102.0 NaN 102.5 19344 DOW caleb_strategy_v3 [-1] 46453.0 None 46805.0 46804.0 46806.0 46806.0 NaN 352.0 -1.0 NaN NaN NaN NaN 19345 DOW caleb_strategy_v3 [-1] 46453.0 None 23387.0 46774.0 0.0 0.0 NaN -23066.0 23387.0 NaN NaN NaN NaN 19346 DOW caleb_strategy_v3 [-1] 46453.0 None 46759.0 46758.0 46760.0 46760.0 46763.0 306.0 -1.0 5.0 3.0 NaN 4.0 19337 US5 caleb_strategy_v3 [-1] 109.796875 None 54.894531 109.789062 0.0 0.0 NaN -54.902344 54.894531 NaN NaN NaN NaN 19330 US5 caleb_strategy_v3 [-1] 109.796875 None 109.800781 109.796875 109.804688 109.804688 109.796875 0.003906 -0.003906 -0.0 -0.007812 NaN -0.003906 19342 US5 caleb_strategy_v3 [-1] 109.796875 None 109.800781 109.796875 109.804688 109.804688 109.789063 0.003906 -0.003906 -0.007812 -0.015625 NaN -0.011718 ===================================================================================================================================================================== 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 19320 NIKKEI caleb_strategy_v3 [1] 12139.712664 -578.679265 -2.059357 12.356141 8.237427 NaN 10.296784 19321 NIKKEI caleb_strategy_v3 [1] 12139.712664 -578.679265 -2.059357 -41.187136 -45.30585 NaN -43.246493 19322 BOBL caleb_strategy_v3 [1] 2.939101 17.012007 -17.012007 34.024013 0.0 NaN 17.012007 19323 PALLAD caleb_strategy_v3 [-1] 728.975186 -178.332545 -6.858944 27.435776 13.717888 NaN 20.576832 19326 NASDAQ_micro caleb_strategy_v3 [1] 4148.982737 -524.224885 -0.602557 -37.961112 -39.166227 NaN -38.56367 19329 VIX caleb_strategy_v3 [1] 8.149648 889.608922 -30.67617 0.0 -61.352339 NaN -30.67617 19331 LEANHOG caleb_strategy_v3 [-1] 16.575066 248.867795 -7.541448 15.082897 NaN NaN 7.541448 19332 SOYOIL caleb_strategy_v3 [-1] 10.604816 9.429678 -9.429678 -28.289034 -47.14839 NaN -37.718712 19339 SP500_micro caleb_strategy_v3 [-1] 967.508594 574.930293 -1.291978 95.606386 93.02243 NaN 94.314408 19325 SP500_micro caleb_strategy_v3 [-1] 967.508594 453.484344 -1.291978 80.102648 77.518691 NaN 78.810669 19334 SP500_micro caleb_strategy_v3 [-1] 967.508594 453.484344 -1.291978 201.548597 198.964641 NaN 200.256619 19338 CHF caleb_strategy_v3 [1] 0.092854 -247.701573 -5.384817 -21.539267 -32.308901 NaN -26.924084 19324 CHF caleb_strategy_v3 [1] 0.092854 21.539267 -5.384817 NaN NaN NaN NaN 19333 CHF caleb_strategy_v3 [1] 0.092854 68357.557015 -68384.481099 NaN NaN NaN NaN 19335 CAD caleb_strategy_v3 [1] 0.029242 122487.665329 -122145.68818 NaN NaN NaN NaN 19340 CAD caleb_strategy_v3 [1] 0.029242 401.82315 -8.549429 -102.593145 -119.692002 NaN -111.142573 19327 CAD caleb_strategy_v3 [1] 0.029242 384.724293 -8.549429 NaN NaN NaN NaN 19328 DOW caleb_strategy_v3 [-1] 5845.812935 365.218666 -0.855313 10.263756 8.55313 NaN 9.408443 19336 DOW caleb_strategy_v3 [-1] 5845.812935 365.218666 -0.855313 246.330154 244.619528 NaN 245.474841 19341 DOW caleb_strategy_v3 [-1] 5845.812935 365.218666 -0.855313 179.615737 177.905111 NaN 178.760424 19343 DOW caleb_strategy_v3 [-1] 5845.812935 365.218666 -0.855313 176.194485 174.483859 NaN 175.339172 19344 DOW caleb_strategy_v3 [-1] 5845.812935 602.140376 -1.710626 NaN NaN NaN NaN 19345 DOW caleb_strategy_v3 [-1] 5845.812935 -39457.300902 40006.41187 NaN NaN NaN NaN 19346 DOW caleb_strategy_v3 [-1] 5845.812935 523.451577 -1.710626 8.55313 5.131878 NaN 6.842504 19337 US5 caleb_strategy_v3 [-1] 3.399192 -161515.868047 161492.884644 NaN NaN NaN NaN 19330 US5 caleb_strategy_v3 [-1] 3.399192 11.491702 -11.491702 -0.0 -22.983403 NaN -11.491702 19342 US5 caleb_strategy_v3 [-1] 3.399192 11.491702 -11.491702 -22.981933 -45.965336 NaN -34.473634 ========================================================================================================================================================================== 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 19320 NIKKEI caleb_strategy_v3 [1] 0.663984 -466.44888 -1.65996 9.959763 6.639842 NaN 8.299802 19321 NIKKEI caleb_strategy_v3 [1] 0.663984 -466.44888 -1.65996 -33.199209 -36.519129 NaN -34.859169 19322 BOBL caleb_strategy_v3 [1] 1166.895 5.834475 -5.834475 11.66895 0.0 NaN 5.834475 19323 PALLAD caleb_strategy_v3 [-1] 100.0 -1300.0 -50.0 200.0 100.0 NaN 150.0 19326 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -435.0 -0.5 -31.5 -32.5 NaN -32.0 19329 VIX caleb_strategy_v3 [1] 1000.0 725.0 -25.0 0.0 -50.0 NaN -25.0 19331 LEANHOG caleb_strategy_v3 [-1] 400.0 165.0 -5.0 10.0 NaN NaN 5.0 19332 SOYOIL caleb_strategy_v3 [-1] 600.0 6.0 -6.0 -18.0 -30.0 NaN -24.0 19339 SP500_micro caleb_strategy_v3 [-1] 5.0 278.125 -0.625 46.25 45.0 NaN 45.625 19325 SP500_micro caleb_strategy_v3 [-1] 5.0 219.375 -0.625 38.75 37.5 NaN 38.125 19334 SP500_micro caleb_strategy_v3 [-1] 5.0 219.375 -0.625 97.5 96.25 NaN 96.875 19338 CHF caleb_strategy_v3 [1] 125000.0 -287.5 -6.25 -25.0 -37.5 NaN -31.25 19324 CHF caleb_strategy_v3 [1] 125000.0 25.0 -6.25 NaN NaN NaN NaN 19333 CHF caleb_strategy_v3 [1] 125000.0 79340.625 -79371.875 NaN NaN NaN NaN 19335 CAD caleb_strategy_v3 [1] 100000.0 35817.5 -35717.5 NaN NaN NaN NaN 19340 CAD caleb_strategy_v3 [1] 100000.0 117.5 -2.5 -30.0 -35.0 NaN -32.5 19327 CAD caleb_strategy_v3 [1] 100000.0 112.5 -2.5 NaN NaN NaN NaN 19328 DOW caleb_strategy_v3 [-1] 0.5 106.75 -0.25 3.0 2.5 NaN 2.75 19336 DOW caleb_strategy_v3 [-1] 0.5 106.75 -0.25 72.0 71.5 NaN 71.75 19341 DOW caleb_strategy_v3 [-1] 0.5 106.75 -0.25 52.5 52.0 NaN 52.25 19343 DOW caleb_strategy_v3 [-1] 0.5 106.75 -0.25 51.5 51.0 NaN 51.25 19344 DOW caleb_strategy_v3 [-1] 0.5 176.0 -0.5 NaN NaN NaN NaN 19345 DOW caleb_strategy_v3 [-1] 0.5 -11533.0 11693.5 NaN NaN NaN NaN 19346 DOW caleb_strategy_v3 [-1] 0.5 153.0 -0.5 2.5 1.5 NaN 2.0 19337 US5 caleb_strategy_v3 [-1] 1000.0 -54902.34375 54894.53125 NaN NaN NaN NaN 19330 US5 caleb_strategy_v3 [-1] 1000.0 3.90625 -3.90625 -0.0 -7.8125 NaN -3.90625 19342 US5 caleb_strategy_v3 [-1] 1000.0 3.90625 -3.90625 -7.812 -15.6245 NaN -11.71825 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL 5.834475 CAD 36047.5 CHF 79078.125 DOW -10777.0 LEANHOG 165.0 NASDAQ_micro -435.0 NIKKEI -932.89776 PALLAD -1300.0 SOYOIL 6.0 SP500_micro 716.875 US5 -54894.53125 VIX 725.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 48404.905465 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -5.834475 CAD -35722.5 CHF -79384.375 DOW 11691.5 LEANHOG -5.0 NASDAQ_micro -0.5 NIKKEI -3.319921 PALLAD -50.0 SOYOIL -6.0 SP500_micro -1.875 US5 54886.71875 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -48626.185646 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 11.66895 CAD -30.0 CHF -25.0 DOW 181.5 LEANHOG 10.0 NASDAQ_micro -31.5 NIKKEI -23.239446 PALLAD 200.0 SOYOIL -18.0 SP500_micro 182.5 US5 -7.812 VIX 0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 450.117504 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0.0 CAD -35.0 CHF -37.5 DOW 178.5 LEANHOG 0 NASDAQ_micro -32.5 NIKKEI -29.879288 PALLAD 100.0 SOYOIL -30.0 SP500_micro 178.75 US5 -23.437 VIX -50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 218.933712 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 CAD 0 CHF 0 DOW 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 PALLAD 0 SOYOIL 0 SP500_micro 0 US5 0 VIX 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 BOBL 5.834475 CAD -32.5 CHF -31.25 DOW 180.0 LEANHOG 5.0 NASDAQ_micro -32.0 NIKKEI -26.559367 PALLAD 150.0 SOYOIL -24.0 SP500_micro 180.625 US5 -15.6245 VIX -25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 334.525608 ******************************************************************************** END OF REPORT ********************************************************************************