******************************************************************************** Trades report produced on 12/11/2025 21:39 from 11/11/2025 21:39 to 12/11/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19665 CHF caleb_strategy_v3 [20251200] 2025-11-12 15:00:09.000 [-1] 1.25715 19660 COPPER caleb_strategy_v3 [20260300] 2025-11-12 14:05:50.000 [1] 5.20500 19659 DAX caleb_strategy_v3 [20251200] 2025-11-12 08:06:21.000 [-1] 24330.00000 19669 DOW caleb_strategy_v3 [20251200] 2025-11-12 15:12:44.000 [1] 48435.00000 19670 GBP caleb_strategy_v3 [20251200] 2025-11-12 15:12:45.000 [1] 1.31040 19663 GOLD_micro caleb_strategy_v3 [20251200] 2025-11-12 19:45:00.651 [0] NaN 19661 GOLD_micro caleb_strategy_v3 [20251200] 2025-11-12 19:45:00.614 [0] NaN 19664 GOLD_micro caleb_strategy_v3 [20251200] 2025-11-12 14:26:00.000 [1] 4138.50000 19662 HEATOIL caleb_strategy_v3 [20260200] 2025-11-12 14:15:53.000 [1] 2.43460 19673 MXP caleb_strategy_v3 [20251200] 2025-11-12 19:45:00.689 [0] NaN 19671 MXP caleb_strategy_v3 [20251200] 2025-11-12 15:13:09.000 [1] 0.05449 19674 MXP caleb_strategy_v3 [20251200] 2025-11-12 15:28:38.000 [1] 0.05447 19668 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-12 15:12:43.000 [1] 25615.50000 19658 NIKKEI caleb_strategy_v3 [20251200] 2025-11-12 03:08:59.000 [-1] 50850.00000 19667 RUSSELL caleb_strategy_v3 [20251200] 2025-11-12 15:09:02.000 [1] 2484.80000 19666 SP500_micro caleb_strategy_v3 [20251200] 2025-11-12 15:06:06.000 [1] 6878.50000 19672 US10U caleb_strategy_v3 [20251200] 2025-11-12 15:18:16.000 [1] 115.71875 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19658 NIKKEI caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 03:01:16.010000 2025-11-12 03:08:59 97276.01 462.99 19659 DAX caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 08:00:28.569000 2025-11-12 08:06:21 115228.569 352.431 19660 COPPER caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 14:00:52.594000 2025-11-12 14:05:50 136852.594 297.406 19662 HEATOIL caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 14:15:52.450000 2025-11-12 14:15:53 137752.45 0.55 19665 CHF caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 15:00:08.422000 2025-11-12 15:00:09 140408.422 0.578 19666 SP500_micro caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 15:00:10.366000 2025-11-12 15:06:06 140410.366 355.634 19667 RUSSELL caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 15:06:07.494000 2025-11-12 15:09:02 140767.494 174.506 19668 NASDAQ_micro caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 15:09:03.758000 2025-11-12 15:12:43 140943.758 219.242 19669 DOW caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 15:12:44.439000 2025-11-12 15:12:44 141164.439 NaN 19670 GBP caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 15:12:45.758000 2025-11-12 15:12:45 141165.758 NaN 19672 US10U caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 15:13:10.414000 2025-11-12 15:18:16 141190.414 305.586 19664 GOLD_micro caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 14:26:00.678000 2025-11-12 14:26:00 138360.678 NaN 19661 GOLD_micro caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 14:05:51.554000 2025-11-12 19:45:00.614000 137151.554 20349.06 19663 GOLD_micro caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 14:15:57.105000 2025-11-12 19:45:00.651000 137757.105 19743.546 19673 MXP caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 15:18:34.671000 2025-11-12 19:45:00.689000 141514.671 15986.018 19674 MXP caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 15:28:38.198000 2025-11-12 15:28:38 142118.198 NaN 19671 MXP caleb_strategy_v3 2025-11-11 00:00:00 2025-11-12 15:12:47.062000 2025-11-12 15:13:09 141167.062 21.938 =================================================================================================================================================================================================================================== 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 19658 NIKKEI caleb_strategy_v3 [-1] 51145.0 None 50927.5 50925.0 50930.0 50930.0 50850.0 -217.5 -2.5 -75.0 -80.0 NaN -77.5 19659 DAX caleb_strategy_v3 [-1] 24237.0 None 24345.5 24344.0 24347.0 24347.0 24330.0 108.5 -1.5 -14.0 -17.0 NaN -15.5 19660 COPPER caleb_strategy_v3 [1] 5.1395 None 5.195 5.1955 5.1945 5.1945 5.205 -0.0555 -0.0005 -0.0095 -0.0105 NaN -0.01 19662 HEATOIL caleb_strategy_v3 [1] 2.4928 None 2.43585 2.4363 2.4354 2.4354 2.4346 0.05695 -0.00045 0.0017 0.0008 NaN 0.00125 19665 CHF caleb_strategy_v3 [-1] 1.25415 None 1.2572 1.25715 1.25725 1.25725 1.25715 0.00305 -0.00005 -0.0 -0.0001 NaN -0.00005 19666 SP500_micro caleb_strategy_v3 [1] 6876.75 None 6875.125 6875.25 6875.0 6875.0 6878.5 1.625 -0.125 -3.25 -3.5 NaN -3.375 19667 RUSSELL caleb_strategy_v3 [1] 2467.6 None 2483.4 2483.5 2483.3 2483.3 2484.8 -15.8 -0.1 -1.3 -1.5 NaN -1.4 19668 NASDAQ_micro caleb_strategy_v3 [1] 25663.5 None 25597.5 25597.75 25597.25 25597.25 25615.5 66.0 -0.25 -17.75 -18.25 NaN -18.0 19669 DOW caleb_strategy_v3 [1] 48037.0 None 48472.5 48473.0 48472.0 48472.0 48435.0 -435.5 -0.5 38.0 37.0 NaN 37.5 19670 GBP caleb_strategy_v3 [1] 1.3167 None 1.31045 1.3105 1.3104 1.3104 1.3104 0.00625 -0.00005 0.0001 0.0 NaN 0.00005 19672 US10U caleb_strategy_v3 [1] 115.734375 None 115.710938 115.71875 115.703125 115.703125 115.71875 0.023438 -0.007812 0.0 -0.015625 NaN -0.007812 19664 GOLD_micro caleb_strategy_v3 [1] 4127.3 None 4141.1 4141.2 4141.0 4141.0 4138.5 -13.8 -0.1 2.7 2.5 NaN 2.6 19661 GOLD_micro caleb_strategy_v3 [1] 4127.3 None 4132.2 4132.3 4132.1 4132.1 NaN -4.9 -0.1 NaN NaN NaN NaN 19663 GOLD_micro caleb_strategy_v3 [1] 4127.3 None 2068.55 4137.1 0.0 0.0 NaN 2058.75 -2068.55 NaN NaN NaN NaN 19673 MXP caleb_strategy_v3 [1] 0.05442 None 0.02725 0.0545 0.0 0.0 NaN 0.02717 -0.02725 NaN NaN NaN NaN 19674 MXP caleb_strategy_v3 [1] 0.05442 None 0.054475 0.05448 0.05447 0.05447 0.05447 -0.000055 -0.000005 0.00001 0.0 NaN 0.000005 19671 MXP caleb_strategy_v3 [1] 0.05442 None 0.05449 0.0545 0.05448 0.05448 0.05449 -0.00007 -0.00001 0.00001 -0.00001 NaN 0.0 =================================================================================================================================================================== 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 19658 NIKKEI caleb_strategy_v3 [-1] 11250.016341 -193.333053 -2.222219 -66.66657 -71.111008 NaN -68.888789 19659 DAX caleb_strategy_v3 [-1] 3310.76169 327.719148 -4.530679 -42.286342 -51.347701 NaN -46.817021 19660 COPPER caleb_strategy_v3 [1] 1.353446 -410.064293 -3.694273 -70.191185 -77.579731 NaN -73.885458 19662 HEATOIL caleb_strategy_v3 [1] 0.649379 876.991991 -6.9297 26.178865 12.319466 NaN 19.249166 19665 CHF caleb_strategy_v3 [-1] 0.084996 358.840085 -5.882624 -0.0 -11.765249 NaN -5.882624 19666 SP500_micro caleb_strategy_v3 [1] 868.756984 18.704886 -1.438837 -37.409771 -40.287446 NaN -38.848609 19667 RUSSELL caleb_strategy_v3 [1] 484.469469 -326.129942 -2.064114 -26.833476 -30.961703 NaN -28.89759 19668 NASDAQ_micro caleb_strategy_v3 [1] 4355.663217 151.526867 -0.573965 -40.751544 -41.899475 NaN -41.325509 19669 DOW caleb_strategy_v3 [1] 5439.017854 -800.69603 -0.919284 69.865555 68.026988 NaN 68.946271 19670 GBP caleb_strategy_v3 [1] 0.08131 768.665353 -6.149323 12.298646 0.0 NaN 6.149323 19672 US10U caleb_strategy_v3 [1] 6.131067 38.22744 -12.74248 0.0 -25.48496 NaN -12.74248 19664 GOLD_micro caleb_strategy_v3 [1] 920.590779 -149.903739 -1.086259 29.328992 27.156474 NaN 28.242733 19661 GOLD_micro caleb_strategy_v3 [1] 920.590779 -53.22669 -1.086259 NaN NaN NaN NaN 19663 GOLD_micro caleb_strategy_v3 [1] 920.590779 22363.35673 -22469.81011 NaN NaN NaN NaN 19673 MXP caleb_strategy_v3 [1] 0.004363 62280.705862 -62464.086666 NaN NaN NaN NaN 19674 MXP caleb_strategy_v3 [1] 0.004363 -126.074303 -11.4613 22.922601 0.0 NaN 11.4613 19671 MXP caleb_strategy_v3 [1] 0.004363 -160.458204 -22.922601 22.922601 -22.922601 NaN 0.0 ========================================================================================================================================================================= 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 19658 NIKKEI caleb_strategy_v3 [-1] 0.64686 -140.692011 -1.61715 -48.514486 -51.748786 NaN -50.131636 19659 DAX caleb_strategy_v3 [-1] 1.15863 125.711355 -1.737945 -16.22082 -19.69671 NaN -17.958765 19660 COPPER caleb_strategy_v3 [1] 25000.0 -1387.5 -12.5 -237.5 -262.5 NaN -250.0 19662 HEATOIL caleb_strategy_v3 [1] 42000.0 2391.9 -18.9 71.4 33.6 NaN 52.5 19665 CHF caleb_strategy_v3 [-1] 125000.0 381.25 -6.25 -0.0 -12.5 NaN -6.25 19666 SP500_micro caleb_strategy_v3 [1] 5.0 8.125 -0.625 -16.25 -17.5 NaN -16.875 19667 RUSSELL caleb_strategy_v3 [1] 5.0 -79.0 -0.5 -6.5 -7.5 NaN -7.0 19668 NASDAQ_micro caleb_strategy_v3 [1] 2.0 132.0 -0.5 -35.5 -36.5 NaN -36.0 19669 DOW caleb_strategy_v3 [1] 0.5 -217.75 -0.25 19.0 18.5 NaN 18.75 19670 GBP caleb_strategy_v3 [1] 62500.0 390.625 -3.125 6.25 0.0 NaN 3.125 19672 US10U caleb_strategy_v3 [1] 1000.0 23.4375 -7.8125 0.0 -15.625 NaN -7.8125 19664 GOLD_micro caleb_strategy_v3 [1] 10.0 -138.0 -1.0 27.0 25.0 NaN 26.0 19661 GOLD_micro caleb_strategy_v3 [1] 10.0 -49.0 -1.0 NaN NaN NaN NaN 19663 GOLD_micro caleb_strategy_v3 [1] 10.0 20587.5 -20685.5 NaN NaN NaN NaN 19673 MXP caleb_strategy_v3 [1] 500000.0 13585.0 -13625.0 NaN NaN NaN NaN 19674 MXP caleb_strategy_v3 [1] 500000.0 -27.5 -2.5 5.0 0.0 NaN 2.5 19671 MXP caleb_strategy_v3 [1] 500000.0 -35.0 -5.0 5.0 -5.0 NaN 0.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF 381.25 COPPER -1387.5 DAX 125.711355 DOW -217.75 GBP 390.625 GOLD_micro 20400.5 HEATOIL 2391.9 MXP 13522.5 NASDAQ_micro 132.0 NIKKEI -140.692011 RUSSELL -79.0 SP500_micro 8.125 US10U 23.4375 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 35551.106844 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 COPPER -12.5 DAX -1.737945 DOW -0.25 GBP -3.125 GOLD_micro -20687.5 HEATOIL -18.9 MXP -13632.5 NASDAQ_micro -0.5 NIKKEI -1.61715 RUSSELL -0.5 SP500_micro -0.625 US10U -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -34373.817595 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF -0.0 COPPER -237.5 DAX -16.22082 DOW 19.0 GBP 6.25 GOLD_micro 27.0 HEATOIL 71.4 MXP 10.0 NASDAQ_micro -35.5 NIKKEI -48.514486 RUSSELL -6.5 SP500_micro -16.25 US10U 0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -226.835306 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF -12.5 COPPER -262.5 DAX -19.69671 DOW 18.5 GBP 0.0 GOLD_micro 25.0 HEATOIL 33.6 MXP -5.0 NASDAQ_micro -36.5 NIKKEI -51.748786 RUSSELL -7.5 SP500_micro -17.5 US10U -15.625 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -351.470496 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 COPPER 0 DAX 0 DOW 0 GBP 0 GOLD_micro 0 HEATOIL 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 RUSSELL 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 -6.25 COPPER -250.0 DAX -17.958765 DOW 18.75 GBP 3.125 GOLD_micro 26.0 HEATOIL 52.5 MXP 2.5 NASDAQ_micro -36.0 NIKKEI -50.131636 RUSSELL -7.0 SP500_micro -16.875 US10U -7.8125 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -289.152901 ******************************************************************************** END OF REPORT ********************************************************************************