******************************************************************************** Trades report produced on 10/11/2025 21:39 from 09/11/2025 21:39 to 10/11/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19636 BUXL caleb_strategy_v3 [20251200] 2025-11-10 08:03:04.000 [-1] 114.500000 19650 CHF caleb_strategy_v3 [20251200] 2025-11-10 15:09:57.000 [1] 1.246800 19641 DAX caleb_strategy_v3 [20251200] 2025-11-10 08:35:02.000 [-1] 23950.000000 19639 DAX caleb_strategy_v3 [20251200] 2025-11-10 19:45:07.980 [0] NaN 19638 DAX caleb_strategy_v3 [20251200] 2025-11-10 19:45:07.940 [0] NaN 19637 DAX caleb_strategy_v3 [20251200] 2025-11-10 08:03:11.000 [-1] 23983.000000 19640 DAX caleb_strategy_v3 [20251200] 2025-11-10 19:45:08.022 [0] NaN 19635 DAX caleb_strategy_v3 [20251200] 2025-11-10 08:00:30.000 [-1] 23990.000000 19648 DOW caleb_strategy_v3 [20251200] 2025-11-10 15:09:56.000 [-1] 47228.000000 19651 DOW caleb_strategy_v3 [20251200] 2025-11-10 15:10:01.000 [-1] 47233.000000 19653 DOW caleb_strategy_v3 [20251200] 2025-11-10 15:11:01.000 [-1] 47254.000000 19642 GASOIL caleb_strategy_v3 [20260200] 2025-11-10 09:02:03.000 [1] 686.750000 19643 GOLD_micro caleb_strategy_v3 [20251200] 2025-11-10 14:00:37.000 [1] 4101.400000 19645 GOLD_micro caleb_strategy_v3 [20251200] 2025-11-10 14:01:36.000 [1] 4100.500000 19646 JPY caleb_strategy_v3 [20251200] 2025-11-10 15:09:54.000 [1] 0.006513 19654 LEANHOG caleb_strategy_v3 [20260200] 2025-11-10 15:30:06.000 [-1] 79.400000 19634 NIKKEI caleb_strategy_v3 [20251200] 2025-11-10 03:01:17.000 [-1] 50815.000000 19649 RUSSELL caleb_strategy_v3 [20251200] 2025-11-10 15:09:56.000 [1] 2461.000000 19652 RUSSELL caleb_strategy_v3 [20251200] 2025-11-10 15:10:02.000 [1] 2461.600000 19644 SILVER-mini caleb_strategy_v3 [20260300] 2025-11-10 14:01:18.000 [-1] 50.362500 19647 SP500_micro caleb_strategy_v3 [20251200] 2025-11-10 15:09:55.000 [-1] 6830.250000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19634 NIKKEI caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 03:01:16.214000 2025-11-10 03:01:17 270076.214 0.786 19636 BUXL caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 08:00:31.206000 2025-11-10 08:03:04 288031.206 152.794 19642 GASOIL caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 09:00:26.607000 2025-11-10 09:02:03 291626.607 96.393 19644 SILVER-mini caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 14:00:37.998000 2025-11-10 14:01:18 309637.998 40.002 19643 GOLD_micro caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 14:00:37.102000 2025-11-10 14:00:37 309637.102 NaN 19645 GOLD_micro caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 14:01:36.786000 2025-11-10 14:01:36 309696.786 NaN 19646 JPY caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 15:00:44.042000 2025-11-10 15:09:54 313244.042 549.958 19647 SP500_micro caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 15:09:54.954000 2025-11-10 15:09:55 313794.954 0.046 19650 CHF caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 15:09:57.767000 2025-11-10 15:09:57 313797.767 NaN 19649 RUSSELL caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 15:09:56.858000 2025-11-10 15:09:56 313796.858 NaN 19652 RUSSELL caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 15:10:02.016000 2025-11-10 15:10:02 313802.016 NaN 19648 DOW caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 15:09:56.022000 2025-11-10 15:09:56 313796.022 NaN 19651 DOW caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 15:10:01.437000 2025-11-10 15:10:01 313801.437 NaN 19653 DOW caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 15:11:01.519000 2025-11-10 15:11:01 313861.519 NaN 19654 LEANHOG caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 15:30:06.806000 2025-11-10 15:30:06 315006.806 NaN 19635 DAX caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 08:00:30.002000 2025-11-10 08:00:30 288030.002 NaN 19637 DAX caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 08:03:08.263000 2025-11-10 08:03:11 288188.263 2.737 19638 DAX caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 08:04:08.736000 2025-11-10 19:45:07.940000 288248.736 42059.204 19639 DAX caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 08:14:12.398000 2025-11-10 19:45:07.980000 288852.398 41455.582 19640 DAX caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 08:24:16.374000 2025-11-10 19:45:08.022000 289456.374 40851.648 19641 DAX caleb_strategy_v3 2025-11-07 00:00:00 2025-11-10 08:34:20.215000 2025-11-10 08:35:02 290060.215 41.785 ================================================================================================================================================================================================================================ 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 19634 NIKKEI caleb_strategy_v3 [-1] 50330.0 None 50797.5 50795.0 50800.0 50800.0 50815.0 467.5 -2.5 20.0 15.0 NaN 17.5 19636 BUXL caleb_strategy_v3 [-1] 114.98 None 114.53 114.52 114.54 114.54 114.5 -0.45 -0.01 -0.02 -0.04 NaN -0.03 19642 GASOIL caleb_strategy_v3 [1] 688.25 None 687.5 687.75 687.25 687.25 686.75 0.75 -0.25 1.0 0.5 NaN 0.75 19644 SILVER-mini caleb_strategy_v3 [-1] 48.8875 None 50.40625 50.3875 50.425 50.425 50.3625 1.51875 -0.01875 -0.025 -0.0625 NaN -0.04375 19643 GOLD_micro caleb_strategy_v3 [1] 4014.2 None 4104.0 4104.1 4103.9 4103.9 4101.4 -89.8 -0.1 2.7 2.5 NaN 2.6 19645 GOLD_micro caleb_strategy_v3 [1] 4014.2 None 4104.0 4104.1 4103.9 4103.9 4100.5 -89.8 -0.1 3.6 3.4 NaN 3.5 19646 JPY caleb_strategy_v3 [1] 0.006534 None 0.006512 0.006513 0.006512 0.006512 0.006513 0.000022 -0.0 -0.0 -0.000001 NaN -0.000001 19647 SP500_micro caleb_strategy_v3 [-1] 6742.0 None 6829.125 6829.0 6829.25 6829.25 6830.25 87.125 -0.125 1.25 1.0 NaN 1.125 19650 CHF caleb_strategy_v3 [1] 1.24645 None 1.24705 1.2471 1.247 1.247 1.2468 -0.0006 -0.00005 0.0003 0.0002 NaN 0.00025 19649 RUSSELL caleb_strategy_v3 [1] 2437.5 None 2461.2 2461.3 2461.1 2461.1 2461.0 -23.7 -0.1 0.3 0.1 NaN 0.2 19652 RUSSELL caleb_strategy_v3 [1] 2437.5 None 2461.2 2461.3 2461.1 2461.1 2461.6 -23.7 -0.1 -0.3 -0.5 NaN -0.4 19648 DOW caleb_strategy_v3 [-1] 47046.0 None 47220.0 47219.0 47221.0 47221.0 47228.0 174.0 -1.0 9.0 7.0 NaN 8.0 19651 DOW caleb_strategy_v3 [-1] 47046.0 None 47220.0 47219.0 47221.0 47221.0 47233.0 174.0 -1.0 14.0 12.0 NaN 13.0 19653 DOW caleb_strategy_v3 [-1] 47046.0 None 47222.0 47221.0 47223.0 47223.0 47254.0 176.0 -1.0 33.0 31.0 NaN 32.0 19654 LEANHOG caleb_strategy_v3 [-1] 79.35 None 79.2375 79.225 79.25 79.25 79.4 -0.1125 -0.0125 0.175 0.15 NaN 0.1625 19635 DAX caleb_strategy_v3 [-1] 23811.0 None 23981.5 23980.0 23983.0 23983.0 23990.0 170.5 -1.5 10.0 7.0 NaN 8.5 19637 DAX caleb_strategy_v3 [-1] 23811.0 None 23981.5 23980.0 23983.0 23983.0 23983.0 170.5 -1.5 3.0 -0.0 NaN 1.5 19638 DAX caleb_strategy_v3 [-1] 23811.0 None 11990.5 23981.0 0.0 0.0 NaN -11820.5 11990.5 NaN NaN NaN NaN 19639 DAX caleb_strategy_v3 [-1] 23811.0 None 23987.0 23986.0 23988.0 23988.0 NaN 176.0 -1.0 NaN NaN NaN NaN 19640 DAX caleb_strategy_v3 [-1] 23811.0 None 12006.0 24012.0 0.0 0.0 NaN -11805.0 12006.0 NaN NaN NaN NaN 19641 DAX caleb_strategy_v3 [-1] 23811.0 None 23956.0 23955.0 23957.0 23957.0 23950.0 145.0 -1.0 -5.0 -7.0 NaN -6.0 =================================================================================================================================================================== 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 19634 NIKKEI caleb_strategy_v3 [-1] 11460.634776 407.918068 -2.18138 17.45104 13.08828 NaN 15.26966 19636 BUXL caleb_strategy_v3 [-1] 11.78926 -381.703343 -8.482297 -16.964593 -33.929186 NaN -25.44689 19642 GASOIL caleb_strategy_v3 [1] 168.235088 44.580474 -14.860158 59.440632 29.720316 NaN 44.580474 19644 SILVER-mini caleb_strategy_v3 [-1] 16.222351 936.208317 -11.558127 -15.410837 -38.527091 NaN -26.968964 19643 GOLD_micro caleb_strategy_v3 [1] 946.338141 -948.920857 -1.056705 28.531028 26.417619 NaN 27.474323 19645 GOLD_micro caleb_strategy_v3 [1] 946.338141 -948.920857 -1.056705 38.041371 35.927961 NaN 36.984666 19646 JPY caleb_strategy_v3 [1] 0.000589 369.550344 -4.247705 -8.49541 -16.99082 NaN -12.743115 19647 SP500_micro caleb_strategy_v3 [-1] 906.80119 960.794945 -1.378472 13.784719 11.027776 NaN 12.406247 19650 CHF caleb_strategy_v3 [1] 0.083603 -71.767505 -5.980625 35.883752 23.922502 NaN 29.903127 19649 RUSSELL caleb_strategy_v3 [1] 510.258174 -464.470756 -1.959792 5.879377 1.959792 NaN 3.919584 19652 RUSSELL caleb_strategy_v3 [1] 510.258174 -464.470756 -1.959792 -5.879377 -9.798961 NaN -7.839169 19648 DOW caleb_strategy_v3 [-1] 5309.641181 327.70576 -1.883366 16.950298 13.183565 NaN 15.066932 19651 DOW caleb_strategy_v3 [-1] 5309.641181 327.70576 -1.883366 26.36713 22.600397 NaN 24.483764 19653 DOW caleb_strategy_v3 [-1] 5309.641181 331.472493 -1.883366 62.151092 58.38436 NaN 60.267726 19654 LEANHOG caleb_strategy_v3 [-1] 17.71795 -63.494929 -7.054992 98.76989 84.659906 NaN 91.714898 19635 DAX caleb_strategy_v3 [-1] 3417.989967 498.831189 -4.388544 29.256961 20.479873 NaN 24.868417 19637 DAX caleb_strategy_v3 [-1] 3417.989967 498.831189 -4.388544 8.777088 -0.0 NaN 4.388544 19638 DAX caleb_strategy_v3 [-1] 3417.989967 -34583.191042 35080.559384 NaN NaN NaN NaN 19639 DAX caleb_strategy_v3 [-1] 3417.989967 514.922518 -2.925696 NaN NaN NaN NaN 19640 DAX caleb_strategy_v3 [-1] 3417.989967 -34537.842752 35125.907673 NaN NaN NaN NaN 19641 DAX caleb_strategy_v3 [-1] 3417.989967 424.225938 -2.925696 -14.628481 -20.479873 NaN -17.554177 ============================================================================================================================================================================ 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 19634 NIKKEI caleb_strategy_v3 [-1] 0.649195 303.49851 -1.622987 12.983893 9.73792 NaN 11.360907 19636 BUXL caleb_strategy_v3 [-1] 1155.715 -520.07175 -11.55715 -23.1143 -46.2286 NaN -34.67145 19642 GASOIL caleb_strategy_v3 [1] 100.0 75.0 -25.0 100.0 50.0 NaN 75.0 19644 SILVER-mini caleb_strategy_v3 [-1] 2500.0 3796.875 -46.875 -62.5 -156.25 NaN -109.375 19643 GOLD_micro caleb_strategy_v3 [1] 10.0 -898.0 -1.0 27.0 25.0 NaN 26.0 19645 GOLD_micro caleb_strategy_v3 [1] 10.0 -898.0 -1.0 36.0 34.0 NaN 35.0 19646 JPY caleb_strategy_v3 [1] 12500000.0 271.875 -3.125 -6.25 -12.5 NaN -9.375 19647 SP500_micro caleb_strategy_v3 [-1] 5.0 435.625 -0.625 6.25 5.0 NaN 5.625 19650 CHF caleb_strategy_v3 [1] 125000.0 -75.0 -6.25 37.5 25.0 NaN 31.25 19649 RUSSELL caleb_strategy_v3 [1] 5.0 -118.5 -0.5 1.5 0.5 NaN 1.0 19652 RUSSELL caleb_strategy_v3 [1] 5.0 -118.5 -0.5 -1.5 -2.5 NaN -2.0 19648 DOW caleb_strategy_v3 [-1] 0.5 87.0 -0.5 4.5 3.5 NaN 4.0 19651 DOW caleb_strategy_v3 [-1] 0.5 87.0 -0.5 7.0 6.0 NaN 6.5 19653 DOW caleb_strategy_v3 [-1] 0.5 88.0 -0.5 16.5 15.5 NaN 16.0 19654 LEANHOG caleb_strategy_v3 [-1] 400.0 -45.0 -5.0 70.0 60.0 NaN 65.0 19635 DAX caleb_strategy_v3 [-1] 1.155715 197.049408 -1.733573 11.55715 8.090005 NaN 9.823578 19637 DAX caleb_strategy_v3 [-1] 1.155715 197.049408 -1.733573 3.467145 -0.0 NaN 1.733573 19638 DAX caleb_strategy_v3 [-1] 1.155715 -13661.129158 13857.600707 NaN NaN NaN NaN 19639 DAX caleb_strategy_v3 [-1] 1.155715 203.40584 -1.155715 NaN NaN NaN NaN 19640 DAX caleb_strategy_v3 [-1] 1.155715 -13643.215575 13875.51429 NaN NaN NaN NaN 19641 DAX caleb_strategy_v3 [-1] 1.155715 167.578675 -1.155715 -5.778575 -8.090005 NaN -6.93429 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL -520.07175 CHF -75.0 DAX -26539.261403 DOW 262.0 GASOIL 75.0 GOLD_micro -1796.0 JPY 271.875 LEANHOG -45.0 NIKKEI 303.49851 RUSSELL -237.0 SILVER-mini 3796.875 SP500_micro 435.625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -24067.459642 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -11.55715 CHF -6.25 DAX 27727.336422 DOW -1.5 GASOIL -25.0 GOLD_micro -2.0 JPY -3.125 LEANHOG -5.0 NIKKEI -1.622987 RUSSELL -1.0 SILVER-mini -46.875 SP500_micro -0.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 27622.781286 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL -23.1143 CHF 37.5 DAX 9.24572 DOW 28.0 GASOIL 100.0 GOLD_micro 63.0 JPY -6.25 LEANHOG 70.0 NIKKEI 12.983893 RUSSELL 0.0 SILVER-mini -62.5 SP500_micro 6.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 235.115313 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL -46.2286 CHF 25.0 DAX 0.0 DOW 25.0 GASOIL 50.0 GOLD_micro 59.0 JPY -12.5 LEANHOG 60.0 NIKKEI 9.73792 RUSSELL -2.0 SILVER-mini -156.25 SP500_micro 5.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 16.75932 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 CHF 0 DAX 0 DOW 0 GASOIL 0 GOLD_micro 0 JPY 0 LEANHOG 0 NIKKEI 0 RUSSELL 0 SILVER-mini 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 BUXL -34.67145 CHF 31.25 DAX 4.62286 DOW 26.5 GASOIL 75.0 GOLD_micro 61.0 JPY -9.375 LEANHOG 65.0 NIKKEI 11.360907 RUSSELL -1.0 SILVER-mini -109.375 SP500_micro 5.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 125.937317 ******************************************************************************** END OF REPORT ********************************************************************************