******************************************************************************** Trades report produced on 05/11/2025 21:39 from 04/11/2025 21:39 to 05/11/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19580 CHF caleb_strategy_v3 [20251200] 2025-11-05 15:10:26.000 [-1] 1.237750 19576 COPPER caleb_strategy_v3 [20251200] 2025-11-05 14:10:36.000 [-1] 4.950000 19589 CORN caleb_strategy_v3 [20261200] 2025-11-05 15:48:43.000 [1] 468.250000 19588 CORN caleb_strategy_v3 [20261200] 2025-11-05 19:45:03.957 [0] NaN 19586 CORN caleb_strategy_v3 [20261200] 2025-11-05 15:30:34.000 [1] 467.750000 19573 DAX caleb_strategy_v3 [20251200] 2025-11-05 08:24:43.000 [-1] 23855.000000 19571 DAX caleb_strategy_v3 [20251200] 2025-11-05 08:12:06.000 [-1] 23881.000000 19570 DAX caleb_strategy_v3 [20251200] 2025-11-05 19:45:03.816 [0] NaN 19569 DAX caleb_strategy_v3 [20251200] 2025-11-05 08:01:59.000 [-1] 23862.000000 19572 DAX caleb_strategy_v3 [20251200] 2025-11-05 19:45:03.863 [0] NaN 19583 DOW caleb_strategy_v3 [20251200] 2025-11-05 15:14:39.000 [1] 47322.000000 19568 EUROSTX caleb_strategy_v3 [20251200] 2025-11-05 08:00:35.000 [1] 5619.000000 19574 GASOIL caleb_strategy_v3 [20260200] 2025-11-05 09:00:54.000 [-1] 684.000000 19575 GOLD_micro caleb_strategy_v3 [20251200] 2025-11-05 14:02:49.000 [1] 3985.500000 19584 JPY caleb_strategy_v3 [20251200] 2025-11-05 19:45:03.910 [0] NaN 19585 JPY caleb_strategy_v3 [20251200] 2025-11-05 15:25:55.000 [-1] 0.006511 19578 JPY caleb_strategy_v3 [20251200] 2025-11-05 15:10:24.000 [-1] 0.006509 19577 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-05 15:03:14.000 [1] 25643.000000 19567 NIKKEI caleb_strategy_v3 [20251200] 2025-11-05 03:02:18.000 [-1] 49530.000000 19566 NIKKEI caleb_strategy_v3 [20251200] 2025-11-05 03:01:18.000 [-1] 49545.000000 19579 RUSSELL caleb_strategy_v3 [20251200] 2025-11-05 15:10:25.000 [-1] 2455.100000 19587 SOYBEAN caleb_strategy_v3 [20261100] 2025-11-05 15:30:35.000 [1] 1109.250000 19582 SP500_micro caleb_strategy_v3 [20251200] 2025-11-05 15:14:12.000 [1] 6819.250000 19581 US10U caleb_strategy_v3 [20251200] 2025-11-05 15:10:54.000 [-1] 115.093750 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19566 NIKKEI caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 03:01:17.474000 2025-11-05 03:01:18 97277.474 0.526 19567 NIKKEI caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 03:02:17.788000 2025-11-05 03:02:18 97337.788 0.212 19568 EUROSTX caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 08:00:34.898000 2025-11-05 08:00:35 115234.898 0.102 19574 GASOIL caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 09:00:53.914000 2025-11-05 09:00:54 118853.914 0.086 19575 GOLD_micro caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 14:00:14.950000 2025-11-05 14:02:49 136814.95 154.05 19576 COPPER caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 14:02:50.322000 2025-11-05 14:10:36 136970.322 465.678 19577 NASDAQ_micro caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:00:03.542000 2025-11-05 15:03:14 140403.542 190.458 19579 RUSSELL caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:10:25.306000 2025-11-05 15:10:25 141025.306 NaN 19580 CHF caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:10:26.606000 2025-11-05 15:10:26 141026.606 NaN 19581 US10U caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:10:27.842000 2025-11-05 15:10:54 141027.842 26.158 19582 SP500_micro caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:10:55.314000 2025-11-05 15:14:12 141055.314 196.686 19583 DOW caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:14:13.363000 2025-11-05 15:14:39 141253.363 25.637 19587 SOYBEAN caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:30:35.443000 2025-11-05 15:30:35 142235.443 NaN 19584 JPY caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:14:58.355000 2025-11-05 19:45:03.910000 141298.355 16205.555 19585 JPY caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:25:01.967000 2025-11-05 15:25:55 141901.967 53.033 19578 JPY caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:03:15.350000 2025-11-05 15:10:24 140595.35 428.65 19586 CORN caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:30:04.406000 2025-11-05 15:30:34 142204.406 29.594 19588 CORN caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:31:03.597000 2025-11-05 19:45:03.957000 142263.597 15240.36 19589 CORN caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 15:41:07.221000 2025-11-05 15:48:43 142867.221 455.779 19569 DAX caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 08:00:36.150000 2025-11-05 08:01:59 115236.15 82.85 19570 DAX caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 08:02:03.237000 2025-11-05 19:45:03.816000 115323.237 42180.579 19571 DAX caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 08:12:06.707000 2025-11-05 08:12:06 115926.707 NaN 19572 DAX caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 08:13:06.779000 2025-11-05 19:45:03.863000 115986.779 41517.084 19573 DAX caleb_strategy_v3 2025-11-04 00:00:00 2025-11-05 08:23:10.291000 2025-11-05 08:24:43 116590.291 92.709 =================================================================================================================================================================================================================================== 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 19566 NIKKEI caleb_strategy_v3 [-1] 51190.0 None 49337.5 49335.0 49340.0 49340.0 49545.0 -1852.5 -2.5 210.0 205.0 NaN 207.5 19567 NIKKEI caleb_strategy_v3 [-1] 51190.0 None 49337.5 49335.0 49340.0 49340.0 49530.0 -1852.5 -2.5 195.0 190.0 NaN 192.5 19568 EUROSTX caleb_strategy_v3 [1] 5644.0 None 5628.5 5629.0 5628.0 5628.0 5619.0 15.5 -0.5 10.0 9.0 NaN 9.5 19574 GASOIL caleb_strategy_v3 [-1] 683.0 None 683.875 683.75 684.0 684.0 684.0 0.875 -0.125 0.25 -0.0 NaN 0.125 19575 GOLD_micro caleb_strategy_v3 [1] 3948.0 None 3981.8 3981.9 3981.7 3981.7 3985.5 -33.8 -0.1 -3.6 -3.8 NaN -3.7 19576 COPPER caleb_strategy_v3 [-1] 4.935 None 4.961 4.9605 4.9615 4.9615 4.95 0.026 -0.0005 -0.0105 -0.0115 NaN -0.011 19577 NASDAQ_micro caleb_strategy_v3 [1] 25606.0 None 25608.5 25608.75 25608.25 25608.25 25643.0 -2.5 -0.25 -34.25 -34.75 NaN -34.5 19579 RUSSELL caleb_strategy_v3 [-1] 2443.0 None 2453.15 2453.1 2453.2 2453.2 2455.1 10.15 -0.05 2.0 1.9 NaN 1.95 19580 CHF caleb_strategy_v3 [-1] 1.23985 None 1.2374 1.23735 1.23745 1.23745 1.23775 -0.00245 -0.00005 0.0004 0.0003 NaN 0.00035 19581 US10U caleb_strategy_v3 [-1] 115.59375 None 115.101562 115.09375 115.109375 115.109375 115.09375 -0.492188 -0.007812 -0.0 -0.015625 NaN -0.007812 19582 SP500_micro caleb_strategy_v3 [1] 6801.25 None 6818.625 6818.75 6818.5 6818.5 6819.25 -17.375 -0.125 -0.5 -0.75 NaN -0.625 19583 DOW caleb_strategy_v3 [1] 47151.0 None 47294.5 47295.0 47294.0 47294.0 47322.0 -143.5 -0.5 -27.0 -28.0 NaN -27.5 19587 SOYBEAN caleb_strategy_v3 [1] 1101.75 None 1107.0 1107.25 1106.75 NaN 1109.25 -5.25 -0.25 -2.0 NaN NaN -2.25 19584 JPY caleb_strategy_v3 [-1] 0.006536 None 0.003254 0.006509 0.0 0.0 NaN -0.003282 0.003254 NaN NaN NaN NaN 19585 JPY caleb_strategy_v3 [-1] 0.006536 None 0.006511 0.00651 0.006511 0.006511 0.006511 -0.000025 -0.0 0.000001 0.0 NaN 0.0 19578 JPY caleb_strategy_v3 [-1] 0.006536 None 0.006521 0.006521 0.006522 0.006521 0.006509 -0.000015 -0.0 -0.000012 -0.000012 NaN -0.000012 19586 CORN caleb_strategy_v3 [1] 465.5 None 467.375 467.5 467.25 467.25 467.75 -1.875 -0.125 -0.25 -0.5 NaN -0.375 19588 CORN caleb_strategy_v3 [1] 465.5 None 233.875 467.75 0.0 0.0 NaN 231.625 -233.875 NaN NaN NaN NaN 19589 CORN caleb_strategy_v3 [1] 465.5 None 467.625 467.75 467.5 467.5 468.25 -2.125 -0.125 -0.5 -0.75 NaN -0.625 19569 DAX caleb_strategy_v3 [-1] 23958.0 None 23881.5 23880.0 23883.0 23883.0 23862.0 -76.5 -1.5 -18.0 -21.0 NaN -19.5 19570 DAX caleb_strategy_v3 [-1] 23958.0 None 11931.0 23862.0 0.0 0.0 NaN -12027.0 11931.0 NaN NaN NaN NaN 19571 DAX caleb_strategy_v3 [-1] 23958.0 None 23883.0 23882.0 23884.0 23884.0 23881.0 -75.0 -1.0 -1.0 -3.0 NaN -2.0 19572 DAX caleb_strategy_v3 [-1] 23958.0 None 11940.5 23881.0 0.0 0.0 NaN -12017.5 11940.5 NaN NaN NaN NaN 19573 DAX caleb_strategy_v3 [-1] 23958.0 None 23854.0 23853.0 23855.0 23855.0 23855.0 -104.0 -1.0 2.0 -0.0 NaN 1.0 =================================================================================================================================================================== 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 19566 NIKKEI caleb_strategy_v3 [-1] 10724.375842 -1727.373255 -2.331138 195.815592 191.153316 NaN 193.484454 19567 NIKKEI caleb_strategy_v3 [-1] 10724.375842 -1727.373255 -2.331138 181.828764 177.166488 NaN 179.497626 19568 EUROSTX caleb_strategy_v3 [1] 657.279803 235.820421 -7.60711 152.142207 136.927986 NaN 144.535097 19574 GASOIL caleb_strategy_v3 [-1] 175.851143 49.757993 -7.108285 14.21657 -0.0 NaN 7.108285 19575 GOLD_micro caleb_strategy_v3 [1] 957.644749 -352.949254 -1.044229 -37.592228 -39.680685 NaN -38.636457 19576 COPPER caleb_strategy_v3 [-1] 1.415714 183.652869 -3.531786 -74.167505 -81.231076 NaN -77.699291 19577 NASDAQ_micro caleb_strategy_v3 [1] 4190.437254 -5.965965 -0.596596 -81.733714 -82.926907 NaN -82.33031 19579 RUSSELL caleb_strategy_v3 [-1] 513.672142 197.596855 -0.973384 38.935341 36.988574 NaN 37.961957 19580 CHF caleb_strategy_v3 [-1] 0.085233 -287.447467 -5.866275 46.930199 35.197649 NaN 41.063924 19581 US10U caleb_strategy_v3 [-1] 6.203539 -793.397958 -12.593618 -0.0 -25.187237 NaN -12.593618 19582 SP500_micro caleb_strategy_v3 [1] 872.238078 -199.2002 -1.433095 -5.73238 -8.59857 NaN -7.165475 19583 DOW caleb_strategy_v3 [1] 5316.106772 -269.934383 -0.940538 -50.789048 -52.670123 NaN -51.729586 19587 SOYBEAN caleb_strategy_v3 [1] 124.592327 -421.374263 -20.065441 -160.523529 NaN NaN -180.58897 19584 JPY caleb_strategy_v3 [-1] 0.000593 -55383.86799 54919.76915 NaN NaN NaN NaN 19585 JPY caleb_strategy_v3 [-1] 0.000593 -426.127117 -4.21908 8.438161 0.0 NaN 4.21908 19578 JPY caleb_strategy_v3 [-1] 0.000593 -248.925742 -4.21908 -202.515858 -210.954018 NaN -206.734938 19586 CORN caleb_strategy_v3 [1] 51.08573 -367.030087 -24.468672 -48.937345 -97.87469 NaN -73.406017 19588 CORN caleb_strategy_v3 [1] 51.08573 45340.450051 -45780.886156 NaN NaN NaN NaN 19589 CORN caleb_strategy_v3 [1] 51.08573 -415.967432 -24.468672 -97.87469 -146.812035 NaN -122.343362 19569 DAX caleb_strategy_v3 [-1] 2939.605412 -260.239009 -5.102726 -61.232708 -71.438159 NaN -66.335434 19570 DAX caleb_strategy_v3 [-1] 2939.605412 -40913.654441 40587.079998 NaN NaN NaN NaN 19571 DAX caleb_strategy_v3 [-1] 2939.605412 -255.136284 -3.401817 -3.401817 -10.205451 NaN -6.803634 19572 DAX caleb_strategy_v3 [-1] 2939.605412 -40881.337178 40619.39726 NaN NaN NaN NaN 19573 DAX caleb_strategy_v3 [-1] 2939.605412 -353.78898 -3.401817 6.803634 -0.0 NaN 3.401817 ========================================================================================================================================================================== 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 19566 NIKKEI caleb_strategy_v3 [-1] 0.65094 -1205.866271 -1.62735 136.697391 133.442691 NaN 135.070041 19567 NIKKEI caleb_strategy_v3 [-1] 0.65094 -1205.866271 -1.62735 126.933292 123.678592 NaN 125.305942 19568 EUROSTX caleb_strategy_v3 [1] 11.4866 178.0423 -5.7433 114.866 103.3794 NaN 109.1227 19574 GASOIL caleb_strategy_v3 [-1] 100.0 87.5 -12.5 25.0 -0.0 NaN 12.5 19575 GOLD_micro caleb_strategy_v3 [1] 10.0 -338.0 -1.0 -36.0 -38.0 NaN -37.0 19576 COPPER caleb_strategy_v3 [-1] 25000.0 650.0 -12.5 -262.5 -287.5 NaN -275.0 19577 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -5.0 -0.5 -68.5 -69.5 NaN -69.0 19579 RUSSELL caleb_strategy_v3 [-1] 5.0 50.75 -0.25 10.0 9.5 NaN 9.75 19580 CHF caleb_strategy_v3 [-1] 125000.0 -306.25 -6.25 50.0 37.5 NaN 43.75 19581 US10U caleb_strategy_v3 [-1] 1000.0 -492.1875 -7.8125 -0.0 -15.625 NaN -7.8125 19582 SP500_micro caleb_strategy_v3 [1] 5.0 -86.875 -0.625 -2.5 -3.75 NaN -3.125 19583 DOW caleb_strategy_v3 [1] 0.5 -71.75 -0.25 -13.5 -14.0 NaN -13.75 19587 SOYBEAN caleb_strategy_v3 [1] 50.0 -262.5 -12.5 -100.0 NaN NaN -112.5 19584 JPY caleb_strategy_v3 [-1] 12500000.0 -41021.875 40678.125 NaN NaN NaN NaN 19585 JPY caleb_strategy_v3 [-1] 12500000.0 -315.625 -3.125 6.25 0.0 NaN 3.125 19578 JPY caleb_strategy_v3 [-1] 12500000.0 -184.375 -3.125 -150.0 -156.25 NaN -153.125 19586 CORN caleb_strategy_v3 [1] 50.0 -93.75 -6.25 -12.5 -25.0 NaN -18.75 19588 CORN caleb_strategy_v3 [1] 50.0 11581.25 -11693.75 NaN NaN NaN NaN 19589 CORN caleb_strategy_v3 [1] 50.0 -106.25 -6.25 -25.0 -37.5 NaN -31.25 19569 DAX caleb_strategy_v3 [-1] 1.14866 -87.87249 -1.72299 -20.67588 -24.12186 NaN -22.39887 19570 DAX caleb_strategy_v3 [-1] 1.14866 -13814.93382 13704.66246 NaN NaN NaN NaN 19571 DAX caleb_strategy_v3 [-1] 1.14866 -86.1495 -1.14866 -1.14866 -3.44598 NaN -2.29732 19572 DAX caleb_strategy_v3 [-1] 1.14866 -13804.02155 13715.57473 NaN NaN NaN NaN 19573 DAX caleb_strategy_v3 [-1] 1.14866 -119.46064 -1.14866 2.29732 -0.0 NaN 1.14866 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF -306.25 COPPER 650.0 CORN 11381.25 DAX -27912.438 DOW -71.75 EUROSTX 178.0423 GASOIL 87.5 GOLD_micro -338.0 JPY -41521.875 NASDAQ_micro -5.0 NIKKEI -2411.732542 RUSSELL 50.75 SOYBEAN -262.5 SP500_micro -86.875 US10U -492.1875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -61061.065742 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 COPPER -12.5 CORN -11706.25 DAX 27416.21688 DOW -0.25 EUROSTX -5.7433 GASOIL -12.5 GOLD_micro -1.0 JPY 40671.875 NASDAQ_micro -0.5 NIKKEI -3.2547 RUSSELL -0.25 SOYBEAN -12.5 SP500_micro -0.625 US10U -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 56318.65638 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF 50.0 COPPER -262.5 CORN -37.5 DAX -19.52722 DOW -13.5 EUROSTX 114.866 GASOIL 25.0 GOLD_micro -36.0 JPY -143.75 NASDAQ_micro -68.5 NIKKEI 263.630683 RUSSELL 10.0 SOYBEAN -100.0 SP500_micro -2.5 US10U -0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -220.280537 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 37.5 COPPER -287.5 CORN -62.5 DAX -27.56784 DOW -14.0 EUROSTX 103.3794 GASOIL -0.0 GOLD_micro -38.0 JPY -156.25 NASDAQ_micro -69.5 NIKKEI 257.121283 RUSSELL 9.5 SOYBEAN 0 SP500_micro -3.75 US10U -15.625 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -267.192157 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 COPPER 0 CORN 0 DAX 0 DOW 0 EUROSTX 0 GASOIL 0 GOLD_micro 0 JPY 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 0 SOYBEAN 0 SP500_micro 0 US10U 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 CHF 43.75 COPPER -275.0 CORN -50.0 DAX -23.54753 DOW -13.75 EUROSTX 109.1227 GASOIL 12.5 GOLD_micro -37.0 JPY -150.0 NASDAQ_micro -69.0 NIKKEI 260.375983 RUSSELL 9.75 SOYBEAN -112.5 SP500_micro -3.125 US10U -7.8125 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -306.236347 ******************************************************************************** END OF REPORT ********************************************************************************