******************************************************************************** Trades report produced on 24/10/2025 21:39 from 23/10/2025 21:39 to 24/10/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 19413 DOW caleb_strategy_v3 [20251200] 2025-10-24 14:02:50.000 [1] 47298.000 19429 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.986 [0, 0] NaN 19421 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.669 [0, 0] NaN 19420 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.630 [0, 0] NaN 19419 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.586 [0, 0] NaN 19418 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.546 [0, 0] NaN 19417 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.505 [0, 0] NaN 19416 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.465 [0, 0] NaN 19415 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.424 [0, 0] NaN 19430 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:03.027 [0, 0] NaN 19423 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.748 [0, 0] NaN 19428 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.945 [0, 0] NaN 19427 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.904 [0, 0] NaN 19426 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.864 [0, 0] NaN 19425 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.825 [0, 0] NaN 19424 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.786 [0, 0] NaN 19422 FEEDCOW _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-10-24 19:45:02.708 [0, 0] NaN 19410 GAS_US_mini caleb_strategy_v3 [20251200] 2025-10-24 13:04:54.000 [1] 4.045 19411 HEATOIL _ROLL_PSEUDO_STRATEGY [20260100, 20260200] 2025-10-24 13:04:56.000 [1, -1] 0.020 19414 RUSSELL caleb_strategy_v3 [20251200] 2025-10-24 14:03:59.000 [-1] 2531.400 19412 SP500_micro caleb_strategy_v3 [20251200] 2025-10-24 14:02:49.000 [1] 6828.000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19410 GAS_US_mini caleb_strategy_v3 2025-10-23 00:00:00 2025-10-24 14:00:42.391000 2025-10-24 13:04:54 136842.391 NaN 19411 HEATOIL _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 14:04:55.911000 2025-10-24 13:04:56 68695.911 NaN 19412 SP500_micro caleb_strategy_v3 2025-10-23 00:00:00 2025-10-24 15:00:10.282000 2025-10-24 14:02:49 140410.282 NaN 19413 DOW caleb_strategy_v3 2025-10-23 00:00:00 2025-10-24 15:02:50.215000 2025-10-24 14:02:50 140570.215 NaN 19414 RUSSELL caleb_strategy_v3 2025-10-23 00:00:00 2025-10-24 15:02:51.494000 2025-10-24 14:03:59 140571.494 NaN 19424 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 17:01:16.809000 2025-10-24 19:45:02.786000 79276.809 9825.977 19425 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 17:11:32.675000 2025-10-24 19:45:02.825000 79892.675 9210.15 19426 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 17:21:36.942000 2025-10-24 19:45:02.864000 80496.942 8605.922 19427 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 17:31:41.105000 2025-10-24 19:45:02.904000 81101.105 8001.799 19428 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 17:41:45.123000 2025-10-24 19:45:02.945000 81705.123 7397.822 19429 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 17:51:49.112000 2025-10-24 19:45:02.986000 82309.112 6793.874 19430 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 18:01:53.274000 2025-10-24 19:45:03.027000 82913.274 6189.753 19415 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 15:30:25.830000 2025-10-24 19:45:02.424000 73825.83 15276.594 19416 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 15:40:29.623000 2025-10-24 19:45:02.465000 74429.623 14672.842 19417 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 15:50:33.297000 2025-10-24 19:45:02.505000 75033.297 14069.208 19418 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 16:00:37.125000 2025-10-24 19:45:02.546000 75637.125 13465.421 19419 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 16:10:57.306000 2025-10-24 19:45:02.586000 76257.306 12845.28 19420 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 16:21:01.178000 2025-10-24 19:45:02.630000 76861.178 12241.452 19421 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 16:31:05.101000 2025-10-24 19:45:02.669000 77465.101 11637.568 19422 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 16:41:09.001000 2025-10-24 19:45:02.708000 78069.001 11033.707 19423 FEEDCOW _ROLL_PSEUDO_STRATEGY 2025-10-23 19:00:00 2025-10-24 16:51:12.960000 2025-10-24 19:45:02.748000 78672.96 10429.788 ====================================================================================================================================================================================================================================== 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 19410 GAS_US_mini caleb_strategy_v3 [1] 4.02 None 4.0375 4.04 4.035 4.035 4.045 -0.0175 -0.0025 -0.005 -0.01 NaN -0.0075 19411 HEATOIL _ROLL_PSEUDO_STRATEGY [1, -1] 0.0171 None 0.02075 0.0214 0.0201 0.0201 0.02 -0.00365 -0.00065 0.0014 0.0001 NaN 0.00075 19412 SP500_micro caleb_strategy_v3 [1] 6784.5 None 6824.875 6825.0 6824.75 6824.75 6828.0 -40.375 -0.125 -3.0 -3.25 NaN -3.125 19413 DOW caleb_strategy_v3 [1] 46974.0 None 47311.5 47312.0 47311.0 47311.0 47298.0 -337.5 -0.5 14.0 13.0 NaN 13.5 19414 RUSSELL caleb_strategy_v3 [-1] 2499.2 None 2533.55 2533.5 2533.6 2533.6 2531.4 34.35 -0.05 -2.1 -2.2 NaN -2.15 19424 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19425 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19426 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19427 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19428 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 NaN NaN -1.6 1.55 NaN NaN NaN NaN 19429 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 NaN NaN -1.6 1.55 NaN NaN NaN NaN 19430 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 NaN NaN -1.6 1.55 NaN NaN NaN NaN 19415 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 3.125 3.1 3.15 3.15 NaN -0.025 -0.025 NaN NaN NaN NaN 19416 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19417 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19418 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19419 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19420 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19421 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19422 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN 19423 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 3.15 None 1.55 3.1 0.0 0.0 NaN -1.6 1.55 NaN NaN NaN NaN ====================================================================================================================================================================== 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 19410 GAS_US_mini caleb_strategy_v3 [1] 1.576069 -111.035782 -15.862255 -31.724509 -63.449018 NaN -47.586764 19411 HEATOIL _ROLL_PSEUDO_STRATEGY [1, -1] 0.622724 -58.61341 -10.438004 22.481856 1.605847 NaN 12.043851 19412 SP500_micro caleb_strategy_v3 [1] 921.444044 -438.170937 -1.356566 -32.557593 -35.270726 NaN -33.914159 19413 DOW caleb_strategy_v3 [1] 5898.306892 -572.198101 -0.847701 23.735625 22.040223 NaN 22.887924 19414 RUSSELL caleb_strategy_v3 [-1] 546.786685 628.215736 -0.914433 -38.406202 -40.235069 NaN -39.320636 19424 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19425 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19426 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19427 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19428 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19429 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19430 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19415 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -3.572971 -3.572971 NaN NaN NaN NaN 19416 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19417 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19418 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19419 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19420 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19421 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19422 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN 19423 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 69.969772 -228.670174 221.524231 NaN NaN NaN NaN =============================================================================================================================================================================== 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 19410 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -43.75 -6.25 -12.5 -25.0 NaN -18.75 19411 HEATOIL _ROLL_PSEUDO_STRATEGY [1, -1] 42000.0 -153.3 -27.3 58.8 4.2 NaN 31.5 19412 SP500_micro caleb_strategy_v3 [1] 5.0 -201.875 -0.625 -15.0 -16.25 NaN -15.625 19413 DOW caleb_strategy_v3 [1] 0.5 -168.75 -0.25 7.0 6.5 NaN 6.75 19414 RUSSELL caleb_strategy_v3 [-1] 5.0 171.75 -0.25 -10.5 -11.0 NaN -10.75 19424 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19425 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19426 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19427 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19428 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19429 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19430 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19415 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -12.5 -12.5 NaN NaN NaN NaN 19416 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19417 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19418 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19419 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19420 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19421 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19422 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN 19423 FEEDCOW _ROLL_PSEUDO_STRATEGY [-1, 1] 500.0 -800.0 775.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY FEEDCOW -12012.5 HEATOIL -153.3 caleb_strategy_v3 DOW -168.75 GAS_US_mini -43.75 RUSSELL 171.75 SP500_micro -201.875 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -12165.8 caleb_strategy_v3 -242.625 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY FEEDCOW 11612.5 HEATOIL -27.3 caleb_strategy_v3 DOW -0.25 GAS_US_mini -6.25 RUSSELL -0.25 SP500_micro -0.625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 11585.2 caleb_strategy_v3 -7.375 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY FEEDCOW 0 HEATOIL 58.8 caleb_strategy_v3 DOW 7.0 GAS_US_mini -12.5 RUSSELL -10.5 SP500_micro -15.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 58.8 caleb_strategy_v3 -31.0 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY FEEDCOW 0 HEATOIL 4.2 caleb_strategy_v3 DOW 6.5 GAS_US_mini -25.0 RUSSELL -11.0 SP500_micro -16.25 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 4.2 caleb_strategy_v3 -45.75 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY FEEDCOW 0 HEATOIL 0 caleb_strategy_v3 DOW 0 GAS_US_mini 0 RUSSELL 0 SP500_micro 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 FEEDCOW 0 HEATOIL 31.5 caleb_strategy_v3 DOW 6.75 GAS_US_mini -18.75 RUSSELL -10.75 SP500_micro -15.625 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 31.5 caleb_strategy_v3 -38.375 ******************************************************************************** END OF REPORT ********************************************************************************