******************************************************************************** Trades report produced on 03/11/2025 21:39 from 02/11/2025 21:39 to 03/11/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19546 BUND caleb_strategy_v3 [20251200] 2025-11-03 08:07:00.000 [1] 129.28000 19549 COFFEE caleb_strategy_v3 [20260300] 2025-11-03 14:00:35.000 [-1] 381.65000 19552 COPPER caleb_strategy_v3 [20251200] 2025-11-03 19:45:08.478 [0] NaN 19550 COPPER caleb_strategy_v3 [20251200] 2025-11-03 19:45:08.437 [0] NaN 19553 COPPER caleb_strategy_v3 [20251200] 2025-11-03 14:25:06.000 [1] 5.10450 19544 DAX caleb_strategy_v3 [20251200] 2025-11-03 08:01:25.000 [-1] 24072.00000 19554 EUR caleb_strategy_v3 [20251200] 2025-11-03 15:00:13.000 [-1] 1.15435 19545 EUROSTX caleb_strategy_v3 [20251200] 2025-11-03 08:06:59.000 [-1] 5669.00000 19547 GASOIL caleb_strategy_v3 [20260200] 2025-11-03 09:00:15.000 [1] 675.00000 19551 GOLD_micro caleb_strategy_v3 [20251200] 2025-11-03 14:14:59.000 [-1] 4028.20000 19560 LEANHOG caleb_strategy_v3 [20260200] 2025-11-03 15:35:57.000 [-1] 82.07500 19548 ROBUSTA caleb_strategy_v3 [20260100] 2025-11-03 10:00:26.000 [1] 4548.00000 19563 RUSSELL caleb_strategy_v3 [20251200] 2025-11-03 15:47:43.000 [-1] 2460.50000 19555 RUSSELL caleb_strategy_v3 [20251200] 2025-11-03 15:00:34.000 [-1] 2474.50000 19557 RUSSELL caleb_strategy_v3 [20251200] 2025-11-03 19:45:08.520 [0] NaN 19558 RUSSELL caleb_strategy_v3 [20251200] 2025-11-03 19:45:08.564 [0] NaN 19559 RUSSELL caleb_strategy_v3 [20251200] 2025-11-03 19:45:08.607 [0] NaN 19561 RUSSELL caleb_strategy_v3 [20251200] 2025-11-03 15:37:36.000 [-1] 2454.60000 19562 RUSSELL caleb_strategy_v3 [20251200] 2025-11-03 19:45:08.649 [0] NaN 19564 RUSSELL caleb_strategy_v3 [20251200] 2025-11-03 15:48:43.000 [-1] 2462.00000 19556 SP500_micro caleb_strategy_v3 [20251200] 2025-11-03 15:05:24.000 [-1] 6872.25000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19544 DAX caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 08:00:28.338000 2025-11-03 08:01:25 288028.338 56.662 19545 EUROSTX caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 08:01:26.150000 2025-11-03 08:06:59 288086.15 332.85 19546 BUND caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 08:07:00.702000 2025-11-03 08:07:00 288420.702 NaN 19547 GASOIL caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 09:00:14.130000 2025-11-03 09:00:15 291614.13 0.87 19548 ROBUSTA caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 10:00:24.906000 2025-11-03 10:00:26 295224.906 1.094 19549 COFFEE caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 14:00:35.098000 2025-11-03 14:00:35 309635.098 NaN 19551 GOLD_micro caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 14:10:36.838000 2025-11-03 14:14:59 310236.838 262.162 19554 EUR caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:00:13.210000 2025-11-03 15:00:13 313213.21 NaN 19556 SP500_micro caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:00:35.354000 2025-11-03 15:05:24 313235.354 288.646 19560 LEANHOG caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:35:52.830000 2025-11-03 15:35:57 315352.83 4.17 19552 COPPER caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 14:15:02.650000 2025-11-03 19:45:08.478000 310502.65 19805.828 19553 COPPER caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 14:25:06.156000 2025-11-03 14:25:06 311106.156 NaN 19550 COPPER caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 14:00:36.018000 2025-11-03 19:45:08.437000 309636.018 20672.419 19555 RUSSELL caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:00:14.502000 2025-11-03 15:00:34 313214.502 19.498 19557 RUSSELL caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:05:44.609000 2025-11-03 19:45:08.520000 313544.609 16763.911 19558 RUSSELL caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:15:48.145000 2025-11-03 19:45:08.564000 314148.145 16160.419 19559 RUSSELL caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:25:51.681000 2025-11-03 19:45:08.607000 314751.681 15556.926 19561 RUSSELL caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:36:01.022000 2025-11-03 15:37:36 315361.022 94.978 19562 RUSSELL caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:37:39.794000 2025-11-03 19:45:08.649000 315459.794 14848.855 19563 RUSSELL caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:47:43.329000 2025-11-03 15:47:43 316063.329 NaN 19564 RUSSELL caleb_strategy_v3 2025-10-31 00:00:00 2025-11-03 15:48:43.524000 2025-11-03 15:48:43 316123.524 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 19544 DAX caleb_strategy_v3 [-1] 24085.0 None 24071.5 24070.0 24073.0 24073.0 24072.0 -13.5 -1.5 2.0 -1.0 NaN 0.5 19545 EUROSTX caleb_strategy_v3 [-1] 5677.0 None 5672.5 5672.0 5673.0 5673.0 5669.0 -4.5 -0.5 -3.0 -4.0 NaN -3.5 19546 BUND caleb_strategy_v3 [1] 129.46 None 129.295 129.3 129.29 129.29 129.28 0.165 -0.005 0.02 0.01 NaN 0.015 19547 GASOIL caleb_strategy_v3 [1] 675.5 None 676.75 677.0 676.5 676.5 675.0 -1.25 -0.25 2.0 1.5 NaN 1.75 19548 ROBUSTA caleb_strategy_v3 [1] 4546.0 None 4570.5 4572.0 4569.0 4569.0 4548.0 -24.5 -1.5 24.0 21.0 NaN 22.5 19549 COFFEE caleb_strategy_v3 [-1] 372.2 None 380.425 380.3 380.55 380.55 381.65 8.225 -0.125 1.35 1.1 NaN 1.225 19551 GOLD_micro caleb_strategy_v3 [-1] 4012.5 None 4028.3 4028.2 4028.4 4028.4 4028.2 15.8 -0.1 -0.0 -0.2 NaN -0.1 19554 EUR caleb_strategy_v3 [-1] 1.1553 None 1.153275 1.15325 1.1533 1.1533 1.15435 -0.002025 -0.000025 0.0011 0.00105 NaN 0.001075 19556 SP500_micro caleb_strategy_v3 [-1] 6870.0 None 6878.125 6878.0 6878.25 6878.25 6872.25 8.125 -0.125 -5.75 -6.0 NaN -5.875 19560 LEANHOG caleb_strategy_v3 [-1] 82.525 None 82.0625 82.05 82.075 82.075 82.075 -0.4625 -0.0125 0.025 -0.0 NaN 0.0125 19552 COPPER caleb_strategy_v3 [1] 5.1115 None 2.5515 5.103 0.0 0.0 NaN 2.56 -2.5515 NaN NaN NaN NaN 19553 COPPER caleb_strategy_v3 [1] 5.1115 None 5.107 5.1075 5.1065 5.1065 5.1045 0.0045 -0.0005 0.003 0.002 NaN 0.0025 19550 COPPER caleb_strategy_v3 [1] 5.1115 None 5.09775 5.0985 5.097 5.097 NaN 0.01375 -0.00075 NaN NaN NaN NaN 19555 RUSSELL caleb_strategy_v3 [-1] 2488.2 None 2477.05 2477.0 2477.1 2477.1 2474.5 -11.15 -0.05 -2.5 -2.6 NaN -2.55 19557 RUSSELL caleb_strategy_v3 [-1] 2488.2 None 1236.95 2473.9 0.0 0.0 NaN -1251.25 1236.95 NaN NaN NaN NaN 19558 RUSSELL caleb_strategy_v3 [-1] 2488.2 None 2471.6 2471.5 2471.7 2471.7 NaN -16.6 -0.1 NaN NaN NaN NaN 19559 RUSSELL caleb_strategy_v3 [-1] 2488.2 None 1234.1 2468.2 0.0 0.0 NaN -1254.1 1234.1 NaN NaN NaN NaN 19561 RUSSELL caleb_strategy_v3 [-1] 2488.2 None 2458.05 2458.0 2458.1 2458.1 2454.6 -30.15 -0.05 -3.4 -3.5 NaN -3.45 19562 RUSSELL caleb_strategy_v3 [-1] 2488.2 None 1227.3 2454.6 0.0 0.0 NaN -1260.9 1227.3 NaN NaN NaN NaN 19563 RUSSELL caleb_strategy_v3 [-1] 2488.2 None 2454.85 2454.8 2454.9 2454.9 2460.5 -33.35 -0.05 5.7 5.6 NaN 5.65 19564 RUSSELL caleb_strategy_v3 [-1] 2488.2 None 2454.85 2454.8 2454.9 2454.9 2462.0 -33.35 -0.05 7.2 7.1 NaN 7.15 =================================================================================================================================================================== 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 19544 DAX caleb_strategy_v3 [-1] 2983.836333 -45.243768 -5.027085 6.702781 -3.35139 NaN 1.675695 19545 EUROSTX caleb_strategy_v3 [-1] 675.185073 -66.648393 -7.405377 -44.432262 -59.243016 NaN -51.837639 19546 BUND caleb_strategy_v3 [1] 5.237713 315.022994 -9.546151 38.184605 19.092303 NaN 28.638454 19547 GASOIL caleb_strategy_v3 [1] 179.663196 -69.574628 -13.914926 111.319405 83.489554 NaN 97.404479 19548 ROBUSTA caleb_strategy_v3 [1] 1752.349113 -139.812323 -8.559938 136.95901 119.839134 NaN 128.399072 19549 COFFEE caleb_strategy_v3 [-1] 132.114391 622.566544 -9.461498 102.184174 83.261179 NaN 92.722677 19551 GOLD_micro caleb_strategy_v3 [-1] 965.349278 163.67133 -1.035894 -0.0 -2.071789 NaN -1.035894 19554 EUR caleb_strategy_v3 [-1] 0.066048 -306.595105 -3.785125 166.545489 158.97524 NaN 162.760364 19556 SP500_micro caleb_strategy_v3 [-1] 850.441689 95.53859 -1.469824 -67.611925 -70.551574 NaN -69.08175 19560 LEANHOG caleb_strategy_v3 [-1] 14.75159 -313.525519 -8.473663 16.947325 -0.0 NaN 8.473663 19552 COPPER caleb_strategy_v3 [1] 1.397317 18320.826437 -18259.995568 NaN NaN NaN NaN 19553 COPPER caleb_strategy_v3 [1] 1.397317 32.204578 -3.578286 21.469718 14.313146 NaN 17.891432 19550 COPPER caleb_strategy_v3 [1] 1.397317 98.402876 -5.36743 NaN NaN NaN NaN 19555 RUSSELL caleb_strategy_v3 [-1] 499.019925 -223.437972 -1.001964 -50.0982 -52.102128 NaN -51.100164 19557 RUSSELL caleb_strategy_v3 [-1] 499.019925 -25074.14908 24787.587376 NaN NaN NaN NaN 19558 RUSSELL caleb_strategy_v3 [-1] 499.019925 -332.652048 -2.003928 NaN NaN NaN NaN 19559 RUSSELL caleb_strategy_v3 [-1] 499.019925 -25131.261028 24730.475428 NaN NaN NaN NaN 19561 RUSSELL caleb_strategy_v3 [-1] 499.019925 -604.184292 -1.001964 -68.133552 -70.13748 NaN -69.135516 19562 RUSSELL caleb_strategy_v3 [-1] 499.019925 -25267.528132 24594.208324 NaN NaN NaN NaN 19563 RUSSELL caleb_strategy_v3 [-1] 499.019925 -668.309987 -1.001964 114.223896 112.219968 NaN 113.221932 19564 RUSSELL caleb_strategy_v3 [-1] 499.019925 -668.309987 -1.001964 144.282816 142.278888 NaN 143.280852 ======================================================================================================================================================================== 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 19544 DAX caleb_strategy_v3 [-1] 1.15402 -15.57927 -1.73103 2.30804 -1.15402 NaN 0.57701 19545 EUROSTX caleb_strategy_v3 [-1] 11.5402 -51.9309 -5.7701 -34.6206 -46.1608 NaN -40.3907 19546 BUND caleb_strategy_v3 [1] 1154.02 190.4133 -5.7701 23.0804 11.5402 NaN 17.3103 19547 GASOIL caleb_strategy_v3 [1] 100.0 -125.0 -25.0 200.0 150.0 NaN 175.0 19548 ROBUSTA caleb_strategy_v3 [1] 10.0 -245.0 -15.0 240.0 210.0 NaN 225.0 19549 COFFEE caleb_strategy_v3 [-1] 375.0 3084.375 -46.875 506.25 412.5 NaN 459.375 19551 GOLD_micro caleb_strategy_v3 [-1] 10.0 158.0 -1.0 -0.0 -2.0 NaN -1.0 19554 EUR caleb_strategy_v3 [-1] 125000.0 -253.125 -3.125 137.5 131.25 NaN 134.375 19556 SP500_micro caleb_strategy_v3 [-1] 5.0 40.625 -0.625 -28.75 -30.0 NaN -29.375 19560 LEANHOG caleb_strategy_v3 [-1] 400.0 -185.0 -5.0 10.0 -0.0 NaN 5.0 19552 COPPER caleb_strategy_v3 [1] 25000.0 64000.0 -63787.5 NaN NaN NaN NaN 19553 COPPER caleb_strategy_v3 [1] 25000.0 112.5 -12.5 75.0 50.0 NaN 62.5 19550 COPPER caleb_strategy_v3 [1] 25000.0 343.75 -18.75 NaN NaN NaN NaN 19555 RUSSELL caleb_strategy_v3 [-1] 5.0 -55.75 -0.25 -12.5 -13.0 NaN -12.75 19557 RUSSELL caleb_strategy_v3 [-1] 5.0 -6256.25 6184.75 NaN NaN NaN NaN 19558 RUSSELL caleb_strategy_v3 [-1] 5.0 -83.0 -0.5 NaN NaN NaN NaN 19559 RUSSELL caleb_strategy_v3 [-1] 5.0 -6270.5 6170.5 NaN NaN NaN NaN 19561 RUSSELL caleb_strategy_v3 [-1] 5.0 -150.75 -0.25 -17.0 -17.5 NaN -17.25 19562 RUSSELL caleb_strategy_v3 [-1] 5.0 -6304.5 6136.5 NaN NaN NaN NaN 19563 RUSSELL caleb_strategy_v3 [-1] 5.0 -166.75 -0.25 28.5 28.0 NaN 28.25 19564 RUSSELL caleb_strategy_v3 [-1] 5.0 -166.75 -0.25 36.0 35.5 NaN 35.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND 190.4133 COFFEE 3084.375 COPPER 64456.25 DAX -15.57927 EUR -253.125 EUROSTX -51.9309 GASOIL -125.0 GOLD_micro 158.0 LEANHOG -185.0 ROBUSTA -245.0 RUSSELL -19454.25 SP500_micro 40.625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 47599.77813 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -5.7701 COFFEE -46.875 COPPER -63818.75 DAX -1.73103 EUR -3.125 EUROSTX -5.7701 GASOIL -25.0 GOLD_micro -1.0 LEANHOG -5.0 ROBUSTA -15.0 RUSSELL 18490.25 SP500_micro -0.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -45438.39623 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 23.0804 COFFEE 506.25 COPPER 75.0 DAX 2.30804 EUR 137.5 EUROSTX -34.6206 GASOIL 200.0 GOLD_micro -0.0 LEANHOG 10.0 ROBUSTA 240.0 RUSSELL 35.0 SP500_micro -28.75 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1165.76784 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 11.5402 COFFEE 412.5 COPPER 50.0 DAX -1.15402 EUR 131.25 EUROSTX -46.1608 GASOIL 150.0 GOLD_micro -2.0 LEANHOG -0.0 ROBUSTA 210.0 RUSSELL 33.0 SP500_micro -30.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 918.97538 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 COFFEE 0 COPPER 0 DAX 0 EUR 0 EUROSTX 0 GASOIL 0 GOLD_micro 0 LEANHOG 0 ROBUSTA 0 RUSSELL 0 SP500_micro 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 BUND 17.3103 COFFEE 459.375 COPPER 62.5 DAX 0.57701 EUR 134.375 EUROSTX -40.3907 GASOIL 175.0 GOLD_micro -1.0 LEANHOG 5.0 ROBUSTA 225.0 RUSSELL 34.0 SP500_micro -29.375 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1042.37161 ******************************************************************************** END OF REPORT ********************************************************************************