******************************************************************************** Trades report produced on 31/10/2025 21:39 from 30/10/2025 21:39 to 31/10/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19525 DAX caleb_strategy_v3 [20251200] 2025-10-31 08:02:26.000 [1] 24190.000000 19534 DOW caleb_strategy_v3 [20251200] 2025-10-31 15:02:03.000 [1] 47765.000000 19527 DOW caleb_strategy_v3 [20251200] 2025-10-31 15:00:59.000 [1] 47749.000000 19540 FEEDCOW caleb_strategy_v3 [20260300] 2025-10-31 15:31:17.000 [-1] 329.950000 19528 GBP caleb_strategy_v3 [20251200] 2025-10-31 15:01:00.000 [-1] 1.312300 19532 JPY caleb_strategy_v3 [20251200] 2025-10-31 15:01:35.000 [-1] 0.006524 19543 LEANHOG caleb_strategy_v3 [20260200] 2025-10-31 15:41:05.000 [1] 82.350000 19529 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-10-31 15:01:05.000 [-1] 26164.250000 19523 NIKKEI caleb_strategy_v3 [20251200] 2025-10-31 03:20:17.000 [1] 52065.000000 19522 NIKKEI caleb_strategy_v3 [20251200] 2025-10-31 19:45:14.278 [0] NaN 19524 OAT caleb_strategy_v3 [20251200] 2025-10-31 08:02:25.000 [-1] 122.530000 19526 RUSSELL caleb_strategy_v3 [20251200] 2025-10-31 15:00:58.000 [-1] 2487.600000 19533 RUSSELL caleb_strategy_v3 [20251200] 2025-10-31 15:01:58.000 [-1] 2487.800000 19535 RUSSELL caleb_strategy_v3 [20251200] 2025-10-31 15:03:01.000 [-1] 2487.600000 19536 RUSSELL caleb_strategy_v3 [20251200] 2025-10-31 19:45:14.322 [0] NaN 19537 RUSSELL caleb_strategy_v3 [20251200] 2025-10-31 15:14:53.000 [-1] 2487.200000 19538 RUSSELL caleb_strategy_v3 [20251200] 2025-10-31 19:45:14.367 [0] NaN 19539 RUSSELL caleb_strategy_v3 [20251200] 2025-10-31 15:25:06.000 [-1] 2488.100000 19541 SOYOIL caleb_strategy_v3 [20260300] 2025-10-31 15:31:19.000 [-1] 49.760000 19530 US30 caleb_strategy_v3 [20251200] 2025-10-31 15:01:34.000 [-1] 121.500000 19531 US5 caleb_strategy_v3 [20251200] 2025-10-31 15:01:34.000 [-1] 109.296875 19542 WHEAT caleb_strategy_v3 [20261200] 2025-10-31 15:41:03.000 [1] 592.750000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19524 OAT caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 08:00:46.186000 2025-10-31 08:02:25 115246.186 98.814 19525 DAX caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 08:02:26.022000 2025-10-31 08:02:26 115346.022 NaN 19528 GBP caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:01:00.803000 2025-10-31 15:01:00 140460.803 NaN 19529 NASDAQ_micro caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:01:01.802000 2025-10-31 15:01:05 140461.802 3.198 19530 US30 caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:01:06.514000 2025-10-31 15:01:34 140466.514 27.486 19531 US5 caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:01:34.934000 2025-10-31 15:01:34 140494.934 NaN 19532 JPY caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:01:35.834000 2025-10-31 15:01:35 140495.834 NaN 19534 DOW caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:01:59.093000 2025-10-31 15:02:03 140519.093 3.907 19527 DOW caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:00:59.794000 2025-10-31 15:00:59 140459.794 NaN 19540 FEEDCOW caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:30:08.506000 2025-10-31 15:31:17 142208.506 68.494 19541 SOYOIL caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:31:18.354000 2025-10-31 15:31:19 142278.354 0.646 19542 WHEAT caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:31:20.658000 2025-10-31 15:41:03 142280.658 582.342 19543 LEANHOG caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:41:04.318000 2025-10-31 15:41:05 142864.318 0.682 19526 RUSSELL caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:00:58.830000 2025-10-31 15:00:58 140458.83 NaN 19533 RUSSELL caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:01:58.650000 2025-10-31 15:01:58 140518.65 NaN 19535 RUSSELL caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:02:59.126000 2025-10-31 15:03:01 140579.126 1.874 19536 RUSSELL caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:03:58.923000 2025-10-31 19:45:14.322000 140638.923 16875.399 19537 RUSSELL caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:14:02.382000 2025-10-31 15:14:53 141242.382 50.618 19538 RUSSELL caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:15:02.712000 2025-10-31 19:45:14.367000 141302.712 16211.655 19539 RUSSELL caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 15:25:06.283000 2025-10-31 15:25:06 141906.283 NaN 19522 NIKKEI caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 03:01:14.898000 2025-10-31 19:45:14.278000 97274.898 60239.38 19523 NIKKEI caleb_strategy_v3 2025-10-30 00:00:00 2025-10-31 03:12:18.437000 2025-10-31 03:20:17 97938.437 478.563 =================================================================================================================================================================================================================================== 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 19524 OAT caleb_strategy_v3 [-1] 122.73 None 122.555 122.55 122.56 122.56 122.53 -0.175 -0.005 -0.02 -0.03 NaN -0.025 19525 DAX caleb_strategy_v3 [1] 24178.0 None 24202.5 24204.0 24201.0 24201.0 24190.0 -24.5 -1.5 14.0 11.0 NaN 12.5 19528 GBP caleb_strategy_v3 [-1] 1.3145 None 1.31215 1.3121 1.3122 1.3122 1.3123 -0.00235 -0.00005 0.0002 0.0001 NaN 0.00015 19529 NASDAQ_micro caleb_strategy_v3 [-1] 25886.25 None 26168.25 26168.0 26168.5 26168.5 26164.25 282.0 -0.25 -3.75 -4.25 NaN -4.0 19530 US30 caleb_strategy_v3 [-1] 121.84375 None 121.578125 121.5625 121.59375 121.59375 121.5 -0.265625 -0.015625 -0.0625 -0.09375 NaN -0.078125 19531 US5 caleb_strategy_v3 [-1] 109.234375 None 109.285156 109.28125 109.289062 109.289062 109.296875 0.050781 -0.003906 0.015625 0.007812 NaN 0.011719 19532 JPY caleb_strategy_v3 [-1] 0.00652 None 0.006522 0.006522 0.006522 0.006522 0.006524 0.000002 -0.0 0.000002 0.000002 NaN 0.000002 19534 DOW caleb_strategy_v3 [1] 47671.0 None 47762.0 47763.0 47761.0 47761.0 47765.0 -91.0 -1.0 -2.0 -4.0 NaN -3.0 19527 DOW caleb_strategy_v3 [1] 47671.0 None 47762.0 47763.0 47761.0 47761.0 47749.0 -91.0 -1.0 14.0 12.0 NaN 13.0 19540 FEEDCOW caleb_strategy_v3 [-1] 329.425 None 330.45 330.35 330.55 330.55 329.95 1.025 -0.1 -0.4 -0.6 NaN -0.5 19541 SOYOIL caleb_strategy_v3 [-1] 50.47 None 49.755 49.75 49.76 49.76 49.76 -0.715 -0.005 0.01 -0.0 NaN 0.005 19542 WHEAT caleb_strategy_v3 [1] 594.5 None 592.0 592.25 591.75 591.75 592.75 2.5 -0.25 -0.5 -1.0 NaN -0.75 19543 LEANHOG caleb_strategy_v3 [1] 82.2 None 82.3625 82.375 82.35 NaN 82.35 -0.1625 -0.0125 0.025 NaN NaN 0.0125 19526 RUSSELL caleb_strategy_v3 [-1] 2472.6 None 2487.55 2487.5 2487.6 2487.6 2487.6 14.95 -0.05 0.1 -0.0 NaN 0.05 19533 RUSSELL caleb_strategy_v3 [-1] 2472.6 None 2487.55 2487.5 2487.6 2487.6 2487.8 14.95 -0.05 0.3 0.2 NaN 0.25 19535 RUSSELL caleb_strategy_v3 [-1] 2472.6 None 2487.55 2487.5 2487.6 2487.6 2487.6 14.95 -0.05 0.1 -0.0 NaN 0.05 19536 RUSSELL caleb_strategy_v3 [-1] 2472.6 None 1244.8 2489.6 0.0 0.0 NaN -1227.8 1244.8 NaN NaN NaN NaN 19537 RUSSELL caleb_strategy_v3 [-1] 2472.6 None 2487.1 2487.0 2487.2 2487.2 2487.2 14.5 -0.1 0.2 -0.0 NaN 0.1 19538 RUSSELL caleb_strategy_v3 [-1] 2472.6 None 1244.1 2488.2 0.0 0.0 NaN -1228.5 1244.1 NaN NaN NaN NaN 19539 RUSSELL caleb_strategy_v3 [-1] 2472.6 None 2487.35 2487.3 2487.4 2487.4 2488.1 14.75 -0.05 0.8 0.7 NaN 0.75 19522 NIKKEI caleb_strategy_v3 [1] 51360.0 None 51972.5 51975.0 51970.0 51970.0 NaN -612.5 -2.5 NaN NaN NaN NaN 19523 NIKKEI caleb_strategy_v3 [1] 51360.0 None 52002.5 52005.0 52000.0 52000.0 52065.0 -642.5 -2.5 -60.0 -65.0 NaN -62.5 =================================================================================================================================================================== 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 19524 OAT caleb_strategy_v3 [-1] 5.556972 -314.919728 -8.997707 -35.990826 -53.986239 NaN -44.988533 19525 DAX caleb_strategy_v3 [1] 2938.770075 -83.36821 -5.104176 47.638977 37.430625 NaN 42.534801 19528 GBP caleb_strategy_v3 [-1] 0.077079 -304.881414 -6.486839 25.947354 12.973677 NaN 19.460516 19529 NASDAQ_micro caleb_strategy_v3 [-1] 3946.752258 714.511531 -0.633432 -9.501483 -10.768348 NaN -10.134915 19530 US30 caleb_strategy_v3 [-1] 13.173101 -201.641972 -11.861292 -47.44517 -71.167755 NaN -59.306462 19531 US5 caleb_strategy_v3 [-1] 3.324771 152.736074 -11.748929 46.995715 23.497858 NaN 35.246786 19532 JPY caleb_strategy_v3 [-1] 0.000614 40.685061 -8.137012 40.685061 24.411037 NaN 32.548049 19534 DOW caleb_strategy_v3 [1] 5391.043318 -168.798495 -1.854929 -3.709857 -7.419714 NaN -5.564786 19527 DOW caleb_strategy_v3 [1] 5391.043318 -168.798495 -1.854929 25.968999 22.259142 NaN 24.114071 19540 FEEDCOW caleb_strategy_v3 [-1] 81.089727 126.403189 -12.332018 -49.328074 -73.99211 NaN -61.660092 19541 SOYOIL caleb_strategy_v3 [-1] 10.401174 -687.422413 -4.80715 9.614299 -0.0 NaN 4.80715 19542 WHEAT caleb_strategy_v3 [1] 96.776871 258.326187 -25.832619 -51.665237 -103.330475 NaN -77.497856 19543 LEANHOG caleb_strategy_v3 [1] 14.998565 -108.343699 -8.334131 16.668261 NaN NaN 8.334131 19526 RUSSELL caleb_strategy_v3 [-1] 506.706427 295.042636 -0.986765 1.973529 -0.0 NaN 0.986765 19533 RUSSELL caleb_strategy_v3 [-1] 506.706427 295.042636 -0.986765 5.920588 3.947059 NaN 4.933823 19535 RUSSELL caleb_strategy_v3 [-1] 506.706427 295.042636 -0.986765 1.973529 -0.0 NaN 0.986765 19536 RUSSELL caleb_strategy_v3 [-1] 506.706427 -24230.993232 24566.49322 NaN NaN NaN NaN 19537 RUSSELL caleb_strategy_v3 [-1] 506.706427 286.161754 -1.973529 3.947059 -0.0 NaN 1.973529 19538 RUSSELL caleb_strategy_v3 [-1] 506.706427 -24244.807938 24552.678515 NaN NaN NaN NaN 19539 RUSSELL caleb_strategy_v3 [-1] 506.706427 291.095578 -0.986765 15.788235 13.814705 NaN 14.80147 19522 NIKKEI caleb_strategy_v3 [1] 10495.165658 -583.602032 -2.382049 NaN NaN NaN NaN 19523 NIKKEI caleb_strategy_v3 [1] 10495.165658 -612.186621 -2.382049 -57.169179 -61.933277 NaN -59.551228 ========================================================================================================================================================================= 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 19524 OAT caleb_strategy_v3 [-1] 1155.795 -202.264125 -5.778975 -23.1159 -34.67385 NaN -28.894875 19525 DAX caleb_strategy_v3 [1] 1.155795 -28.316977 -1.733692 16.18113 12.713745 NaN 14.447437 19528 GBP caleb_strategy_v3 [-1] 62500.0 -146.875 -3.125 12.5 6.25 NaN 9.375 19529 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 564.0 -0.5 -7.5 -8.5 NaN -8.0 19530 US30 caleb_strategy_v3 [-1] 1000.0 -265.625 -15.625 -62.5 -93.75 NaN -78.125 19531 US5 caleb_strategy_v3 [-1] 1000.0 50.78125 -3.90625 15.625 7.8125 NaN 11.71875 19532 JPY caleb_strategy_v3 [-1] 12500000.0 31.25 -6.25 31.25 18.75 NaN 25.0 19534 DOW caleb_strategy_v3 [1] 0.5 -45.5 -0.5 -1.0 -2.0 NaN -1.5 19527 DOW caleb_strategy_v3 [1] 0.5 -45.5 -0.5 7.0 6.0 NaN 6.5 19540 FEEDCOW caleb_strategy_v3 [-1] 500.0 512.5 -50.0 -200.0 -300.0 NaN -250.0 19541 SOYOIL caleb_strategy_v3 [-1] 600.0 -429.0 -3.0 6.0 -0.0 NaN 3.0 19542 WHEAT caleb_strategy_v3 [1] 50.0 125.0 -12.5 -25.0 -50.0 NaN -37.5 19543 LEANHOG caleb_strategy_v3 [1] 400.0 -65.0 -5.0 10.0 NaN NaN 5.0 19526 RUSSELL caleb_strategy_v3 [-1] 5.0 74.75 -0.25 0.5 -0.0 NaN 0.25 19533 RUSSELL caleb_strategy_v3 [-1] 5.0 74.75 -0.25 1.5 1.0 NaN 1.25 19535 RUSSELL caleb_strategy_v3 [-1] 5.0 74.75 -0.25 0.5 -0.0 NaN 0.25 19536 RUSSELL caleb_strategy_v3 [-1] 5.0 -6139.0 6224.0 NaN NaN NaN NaN 19537 RUSSELL caleb_strategy_v3 [-1] 5.0 72.5 -0.5 1.0 -0.0 NaN 0.5 19538 RUSSELL caleb_strategy_v3 [-1] 5.0 -6142.5 6220.5 NaN NaN NaN NaN 19539 RUSSELL caleb_strategy_v3 [-1] 5.0 73.75 -0.25 4.0 3.5 NaN 3.75 19522 NIKKEI caleb_strategy_v3 [1] 0.64813 -396.979714 -1.620325 NaN NaN NaN NaN 19523 NIKKEI caleb_strategy_v3 [1] 0.64813 -416.423618 -1.620325 -38.887809 -42.128459 NaN -40.508134 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DAX -28.316977 DOW -91.0 FEEDCOW 512.5 GBP -146.875 JPY 31.25 LEANHOG -65.0 NASDAQ_micro 564.0 NIKKEI -813.403331 OAT -202.264125 RUSSELL -11911.0 SOYOIL -429.0 US30 -265.625 US5 50.78125 WHEAT 125.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -12668.953184 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DAX -1.733692 DOW -1.0 FEEDCOW -50.0 GBP -3.125 JPY -6.25 LEANHOG -5.0 NASDAQ_micro -0.5 NIKKEI -3.240651 OAT -5.778975 RUSSELL 12443.0 SOYOIL -3.0 US30 -15.625 US5 -3.90625 WHEAT -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 12331.340432 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DAX 16.18113 DOW 6.0 FEEDCOW -200.0 GBP 12.5 JPY 31.25 LEANHOG 10.0 NASDAQ_micro -7.5 NIKKEI -38.887809 OAT -23.1159 RUSSELL 7.5 SOYOIL 6.0 US30 -62.5 US5 15.625 WHEAT -25.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -251.947579 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 12.713745 DOW 4.0 FEEDCOW -300.0 GBP 6.25 JPY 18.75 LEANHOG 0 NASDAQ_micro -8.5 NIKKEI -42.128459 OAT -34.67385 RUSSELL 4.5 SOYOIL -0.0 US30 -93.75 US5 7.8125 WHEAT -50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -475.026064 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 0 DOW 0 FEEDCOW 0 GBP 0 JPY 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 RUSSELL 0 SOYOIL 0 US30 0 US5 0 WHEAT 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 DAX 14.447437 DOW 5.0 FEEDCOW -250.0 GBP 9.375 JPY 25.0 LEANHOG 5.0 NASDAQ_micro -8.0 NIKKEI -40.508134 OAT -28.894875 RUSSELL 6.0 SOYOIL 3.0 US30 -78.125 US5 11.71875 WHEAT -37.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -363.486822 ******************************************************************************** END OF REPORT ********************************************************************************