******************************************************************************** Trades report produced on 30/10/2025 21:39 from 29/10/2025 21:39 to 30/10/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19520 DOW caleb_strategy_v3 [20251200] 2025-10-30 15:31:56.000 [1] 48093.0 19521 DOW caleb_strategy_v3 [20251200] 2025-10-30 15:32:56.000 [1] 48083.0 19515 DOW caleb_strategy_v3 [20251200] 2025-10-30 19:45:03.145 [0] NaN 19517 DOW caleb_strategy_v3 [20251200] 2025-10-30 19:45:03.169 [0] NaN 19518 DOW caleb_strategy_v3 [20251200] 2025-10-30 15:21:02.000 [1] 48169.0 19519 DOW caleb_strategy_v3 [20251200] 2025-10-30 19:45:03.197 [0] NaN 19513 NIKKEI caleb_strategy_v3 [20251200] 2025-10-30 03:01:18.000 [1] 51315.0 19514 RUSSELL caleb_strategy_v3 [20251200] 2025-10-30 15:00:45.000 [-1] 2503.0 19516 RUSSELL caleb_strategy_v3 [20251200] 2025-10-30 15:10:49.000 [-1] 2505.0 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19513 NIKKEI caleb_strategy_v3 2025-10-29 00:00:00 2025-10-30 03:01:17.574000 2025-10-30 03:01:18 97277.574 0.426 19514 RUSSELL caleb_strategy_v3 2025-10-29 00:00:00 2025-10-30 15:00:45.190000 2025-10-30 15:00:45 140445.19 NaN 19516 RUSSELL caleb_strategy_v3 2025-10-29 00:00:00 2025-10-30 15:10:49.446000 2025-10-30 15:10:49 141049.446 NaN 19520 DOW caleb_strategy_v3 2025-10-29 00:00:00 2025-10-30 15:31:56.682000 2025-10-30 15:31:56 142316.682 NaN 19521 DOW caleb_strategy_v3 2025-10-29 00:00:00 2025-10-30 15:32:56.702000 2025-10-30 15:32:56 142376.702 NaN 19515 DOW caleb_strategy_v3 2025-10-29 00:00:00 2025-10-30 15:00:46.190000 2025-10-30 19:45:03.145000 140446.19 17056.955 19517 DOW caleb_strategy_v3 2025-10-29 00:00:00 2025-10-30 15:10:50.053000 2025-10-30 19:45:03.169000 141050.053 16453.116 19518 DOW caleb_strategy_v3 2025-10-29 00:00:00 2025-10-30 15:20:53.338000 2025-10-30 15:21:02 141653.338 8.662 19519 DOW caleb_strategy_v3 2025-10-29 00:00:00 2025-10-30 15:21:53.370000 2025-10-30 19:45:03.197000 141713.37 15789.827 =============================================================================================================================================================================================================================== 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 19513 NIKKEI caleb_strategy_v3 [1] 51085.0 None 51402.5 51405.0 51400.0 51400.0 51315.0 -317.5 -2.5 90.0 85.0 NaN 87.5 19514 RUSSELL caleb_strategy_v3 [-1] 2496.0 None 2498.0 2497.9 2498.1 2498.1 2503.0 2.0 -0.1 5.1 4.9 NaN 5.0 19516 RUSSELL caleb_strategy_v3 [-1] 2496.0 None 2498.0 2497.9 2498.1 2498.1 2505.0 2.0 -0.1 7.1 6.9 NaN 7.0 19520 DOW caleb_strategy_v3 [1] 47772.0 None 48168.5 48169.0 48168.0 48168.0 48093.0 -396.5 -0.5 76.0 75.0 NaN 75.5 19521 DOW caleb_strategy_v3 [1] 47772.0 None 48168.5 48169.0 48168.0 48168.0 48083.0 -396.5 -0.5 86.0 85.0 NaN 85.5 19515 DOW caleb_strategy_v3 [1] 47772.0 None 48082.0 48083.0 48081.0 48081.0 NaN -310.0 -1.0 NaN NaN NaN NaN 19517 DOW caleb_strategy_v3 [1] 47772.0 None 24065.5 48131.0 0.0 0.0 NaN 23706.5 -24065.5 NaN NaN NaN NaN 19518 DOW caleb_strategy_v3 [1] 47772.0 None 48167.0 48168.0 48166.0 48166.0 48169.0 -395.0 -1.0 -1.0 -3.0 NaN -2.0 19519 DOW caleb_strategy_v3 [1] 47772.0 None 24084.5 48169.0 0.0 0.0 NaN 23687.5 -24084.5 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 19513 NIKKEI caleb_strategy_v3 [1] 10616.79305 -299.054525 -2.35476 84.771361 80.061841 NaN 82.416601 19514 RUSSELL caleb_strategy_v3 [-1] 514.525976 38.870729 -1.943536 99.12036 95.233287 NaN 97.176824 19516 RUSSELL caleb_strategy_v3 [-1] 514.525976 38.870729 -1.943536 137.99109 134.104017 NaN 136.047553 19520 DOW caleb_strategy_v3 [1] 5508.346766 -719.816702 -0.907713 137.972432 136.157005 NaN 137.064719 19521 DOW caleb_strategy_v3 [1] 5508.346766 -719.816702 -0.907713 156.126699 154.311273 NaN 155.218986 19515 DOW caleb_strategy_v3 [1] 5508.346766 -562.782289 -1.815427 NaN NaN NaN NaN 19517 DOW caleb_strategy_v3 [1] 5508.346766 43037.413962 -43689.152161 NaN NaN NaN NaN 19518 DOW caleb_strategy_v3 [1] 5508.346766 -717.093561 -1.815427 -1.815427 -5.44628 NaN -3.630853 19519 DOW caleb_strategy_v3 [1] 5508.346766 43002.920854 -43723.645269 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 19513 NIKKEI caleb_strategy_v3 [1] 0.651984 -207.004916 -1.62996 58.678559 55.418639 NaN 57.048599 19514 RUSSELL caleb_strategy_v3 [-1] 5.0 10.0 -0.5 25.5 24.5 NaN 25.0 19516 RUSSELL caleb_strategy_v3 [-1] 5.0 10.0 -0.5 35.5 34.5 NaN 35.0 19520 DOW caleb_strategy_v3 [1] 0.5 -198.25 -0.25 38.0 37.5 NaN 37.75 19521 DOW caleb_strategy_v3 [1] 0.5 -198.25 -0.25 43.0 42.5 NaN 42.75 19515 DOW caleb_strategy_v3 [1] 0.5 -155.0 -0.5 NaN NaN NaN NaN 19517 DOW caleb_strategy_v3 [1] 0.5 11853.25 -12032.75 NaN NaN NaN NaN 19518 DOW caleb_strategy_v3 [1] 0.5 -197.5 -0.5 -0.5 -1.5 NaN -1.0 19519 DOW caleb_strategy_v3 [1] 0.5 11843.75 -12042.25 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DOW 22948.0 NIKKEI -207.004916 RUSSELL 20.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 22760.995084 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DOW -24076.5 NIKKEI -1.62996 RUSSELL -1.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -24079.12996 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DOW 80.5 NIKKEI 58.678559 RUSSELL 61.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 200.178559 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 78.5 NIKKEI 55.418639 RUSSELL 59.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 192.918639 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 0 NIKKEI 0 RUSSELL 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 DOW 79.5 NIKKEI 57.048599 RUSSELL 60.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 196.548599 ******************************************************************************** END OF REPORT ********************************************************************************