******************************************************************************** Trades report produced on 13/11/2025 21:39 from 12/11/2025 21:39 to 13/11/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19697 CHF caleb_strategy_v3 [20251200] 2025-11-13 15:01:45.000 [1] 1.26215 19687 COFFEE caleb_strategy_v3 [20260300] 2025-11-13 14:03:30.000 [1] 375.70000 19683 COPPER caleb_strategy_v3 [20251200] 2025-11-13 14:00:08.000 [-1] 5.15400 19688 CRUDE_W caleb_strategy_v3 [20261200] 2025-11-13 14:10:46.000 [-1] 58.99000 19680 DAX caleb_strategy_v3 [20251200] 2025-11-13 08:03:31.000 [1] 24438.00000 19677 DAX caleb_strategy_v3 [20251200] 2025-11-13 08:00:31.000 [1] 24468.00000 19678 DAX caleb_strategy_v3 [20251200] 2025-11-13 08:01:30.000 [1] 24460.00000 19679 DAX caleb_strategy_v3 [20251200] 2025-11-13 08:02:31.000 [1] 24452.00000 19698 DOW caleb_strategy_v3 [20251200] 2025-11-13 15:01:46.000 [1] 48228.00000 19695 EUR caleb_strategy_v3 [20251200] 2025-11-13 15:01:13.000 [1] 1.16450 19681 GASOIL caleb_strategy_v3 [20260200] 2025-11-13 09:02:41.000 [-1] 684.75000 19691 GAS_US_mini caleb_strategy_v3 [20260100] 2025-11-13 14:13:54.000 [1] 4.76500 19690 GAS_US_mini caleb_strategy_v3 [20260100] 2025-11-13 14:12:18.000 [1] 4.76000 19689 GAS_US_mini caleb_strategy_v3 [20260100] 2025-11-13 14:11:00.000 [1] 4.76500 19685 GAS_US_mini caleb_strategy_v3 [20260100] 2025-11-13 14:00:15.000 [1] 4.76500 19693 GAS_US_mini caleb_strategy_v3 [20260100] 2025-11-13 14:24:04.000 [1] 4.74000 19692 GAS_US_mini caleb_strategy_v3 [20260100] 2025-11-13 19:45:13.332 [0] NaN 19696 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-13 15:01:44.000 [1] 25361.25000 19675 NIKKEI caleb_strategy_v3 [20251200] 2025-11-13 19:45:13.281 [0] NaN 19676 NIKKEI caleb_strategy_v3 [20251200] 2025-11-13 03:18:04.000 [-1] 51100.00000 19682 ROBUSTA caleb_strategy_v3 [20260100] 2025-11-13 10:00:59.000 [-1] 4360.00000 19686 SILVER-mini caleb_strategy_v3 [20260300] 2025-11-13 14:01:14.000 [1] 54.13750 19694 SP500_micro caleb_strategy_v3 [20251200] 2025-11-13 15:01:12.000 [1] 6828.75000 19684 SUGAR11 caleb_strategy_v3 [20260500] 2025-11-13 14:00:14.000 [-1] 14.05000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19680 DAX caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 08:03:30.887000 2025-11-13 08:03:31 115410.887 0.113 19677 DAX caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 08:00:31.218000 2025-11-13 08:00:31 115231.218 NaN 19678 DAX caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 08:01:30.862000 2025-11-13 08:01:30 115290.862 NaN 19679 DAX caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 08:02:30.875000 2025-11-13 08:02:31 115350.875 0.125 19681 GASOIL caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 09:00:33.438000 2025-11-13 09:02:41 118833.438 127.562 19682 ROBUSTA caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 10:00:55.770000 2025-11-13 10:00:59 122455.77 3.23 19683 COPPER caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:00:08.466000 2025-11-13 14:00:08 136808.466 NaN 19684 SUGAR11 caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:00:10.094000 2025-11-13 14:00:14 136810.094 3.906 19686 SILVER-mini caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:00:17.202000 2025-11-13 14:01:14 136817.202 56.798 19687 COFFEE caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:01:15.382000 2025-11-13 14:03:30 136875.382 134.618 19688 CRUDE_W caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:03:31.394000 2025-11-13 14:10:46 137011.394 434.606 19694 SP500_micro caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 15:00:11.262000 2025-11-13 15:01:12 140411.262 60.738 19695 EUR caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 15:01:13.859000 2025-11-13 15:01:13 140473.859 NaN 19696 NASDAQ_micro caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 15:01:15.186000 2025-11-13 15:01:44 140475.186 28.814 19697 CHF caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 15:01:45.346000 2025-11-13 15:01:45 140505.346 NaN 19698 DOW caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 15:01:46.574000 2025-11-13 15:01:46 140506.574 NaN 19675 NIKKEI caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 03:01:15.898000 2025-11-13 19:45:13.281000 97275.898 60237.383 19676 NIKKEI caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 03:12:19.607000 2025-11-13 03:18:04 97939.607 344.393 19685 GAS_US_mini caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:00:15.895000 2025-11-13 14:00:15 136815.895 NaN 19689 GAS_US_mini caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:11:00.546000 2025-11-13 14:11:00 137460.546 NaN 19690 GAS_US_mini caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:12:01.165000 2025-11-13 14:12:18 137521.165 16.835 19691 GAS_US_mini caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:13:01.215000 2025-11-13 14:13:54 137581.215 52.785 19692 GAS_US_mini caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:14:01.261000 2025-11-13 19:45:13.332000 137641.261 19872.071 19693 GAS_US_mini caleb_strategy_v3 2025-11-12 00:00:00 2025-11-13 14:24:04.788000 2025-11-13 14:24:04 138244.788 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 19680 DAX caleb_strategy_v3 [1] 24454.0 None 24527.5 24529.0 24526.0 24526.0 24438.0 -73.5 -1.5 91.0 88.0 NaN 89.5 19677 DAX caleb_strategy_v3 [1] 24454.0 None 24529.5 24531.0 24528.0 24528.0 24468.0 -75.5 -1.5 63.0 60.0 NaN 61.5 19678 DAX caleb_strategy_v3 [1] 24454.0 None 24529.5 24531.0 24528.0 24528.0 24460.0 -75.5 -1.5 71.0 68.0 NaN 69.5 19679 DAX caleb_strategy_v3 [1] 24454.0 None 24529.5 24531.0 24528.0 24528.0 24452.0 -75.5 -1.5 79.0 76.0 NaN 77.5 19681 GASOIL caleb_strategy_v3 [-1] 687.5 None 685.25 685.0 685.5 685.5 684.75 -2.25 -0.25 -0.25 -0.75 NaN -0.5 19682 ROBUSTA caleb_strategy_v3 [-1] 4362.0 None 4364.0 4362.0 4366.0 4366.0 4360.0 2.0 -2.0 -2.0 -6.0 NaN -4.0 19683 COPPER caleb_strategy_v3 [-1] 5.085 None 5.13975 5.1395 5.14 5.14 5.154 0.05475 -0.00025 0.0145 0.014 NaN 0.01425 19684 SUGAR11 caleb_strategy_v3 [-1] 14.11 None 14.045 14.04 14.05 14.05 14.05 -0.065 -0.005 0.01 -0.0 NaN 0.005 19686 SILVER-mini caleb_strategy_v3 [1] 54.0875 None 54.075 54.0875 54.0625 54.0625 54.1375 0.0125 -0.0125 -0.05 -0.075 NaN -0.0625 19687 COFFEE caleb_strategy_v3 [1] 374.7 None 375.1 375.2 375.0 375.0 375.7 -0.4 -0.1 -0.5 -0.7 NaN -0.6 19688 CRUDE_W caleb_strategy_v3 [-1] 58.59 None 58.985 58.98 58.99 58.99 58.99 0.395 -0.005 0.01 -0.0 NaN 0.005 19694 SP500_micro caleb_strategy_v3 [1] 6869.25 None 6826.625 6826.75 6826.5 6826.5 6828.75 42.625 -0.125 -2.0 -2.25 NaN -2.125 19695 EUR caleb_strategy_v3 [1] 1.16085 None 1.164675 1.1647 1.16465 1.16465 1.1645 -0.003825 -0.000025 0.0002 0.00015 NaN 0.000175 19696 NASDAQ_micro caleb_strategy_v3 [1] 25581.0 None 25341.25 25341.5 25341.0 25341.0 25361.25 239.75 -0.25 -19.75 -20.25 NaN -20.0 19697 CHF caleb_strategy_v3 [1] 1.25835 None 1.2624 1.26245 1.26235 1.26235 1.26215 -0.00405 -0.00005 0.0003 0.0002 NaN 0.00025 19698 DOW caleb_strategy_v3 [1] 48399.0 None 48290.5 48291.0 48290.0 48290.0 48228.0 108.5 -0.5 63.0 62.0 NaN 62.5 19675 NIKKEI caleb_strategy_v3 [-1] 51185.0 None 51157.5 51155.0 51160.0 51160.0 NaN -27.5 -2.5 NaN NaN NaN NaN 19676 NIKKEI caleb_strategy_v3 [-1] 51185.0 None 51137.5 51135.0 51140.0 51140.0 51100.0 -47.5 -2.5 -35.0 -40.0 NaN -37.5 19685 GAS_US_mini caleb_strategy_v3 [1] 4.74 None 4.7375 4.74 4.735 NaN 4.765 0.0025 -0.0025 -0.025 NaN NaN -0.0275 19689 GAS_US_mini caleb_strategy_v3 [1] 4.74 None 4.75 4.755 4.745 NaN 4.765 -0.01 -0.005 -0.01 NaN NaN -0.015 19690 GAS_US_mini caleb_strategy_v3 [1] 4.74 None 4.755 4.76 4.75 4.75 4.76 -0.015 -0.005 0.0 -0.01 NaN -0.005 19691 GAS_US_mini caleb_strategy_v3 [1] 4.74 None 4.76 4.765 4.755 4.755 4.765 -0.02 -0.005 0.0 -0.01 NaN -0.005 19692 GAS_US_mini caleb_strategy_v3 [1] 4.74 None 2.3825 4.765 0.0 0.0 NaN 2.3575 -2.3825 NaN NaN NaN NaN 19693 GAS_US_mini caleb_strategy_v3 [1] 4.74 None 4.7675 4.77 4.765 4.765 4.74 -0.0275 -0.0025 0.03 0.025 NaN 0.0275 ================================================================================================================================================================== 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 19680 DAX caleb_strategy_v3 [1] 3505.212528 -209.687713 -4.279341 259.613359 251.054677 NaN 255.334018 19677 DAX caleb_strategy_v3 [1] 3505.212528 -215.393502 -4.279341 179.732326 171.173644 NaN 175.452985 19678 DAX caleb_strategy_v3 [1] 3505.212528 -215.393502 -4.279341 202.555478 193.996796 NaN 198.276137 19679 DAX caleb_strategy_v3 [1] 3505.212528 -215.393502 -4.279341 225.378631 216.819949 NaN 221.09929 19681 GASOIL caleb_strategy_v3 [-1] 182.85555 -123.047947 -13.671994 -13.671994 -41.015982 NaN -27.343988 19682 ROBUSTA caleb_strategy_v3 [-1] 1785.917869 11.198723 -11.198723 -11.198723 -33.59617 NaN -22.397447 19683 COPPER caleb_strategy_v3 [-1] 1.335716 409.892657 -1.871656 108.556046 104.812734 NaN 106.68439 19684 SUGAR11 caleb_strategy_v3 [-1] 3.704587 -175.458147 -13.496781 26.993561 -0.0 NaN 13.496781 19686 SILVER-mini caleb_strategy_v3 [1] 16.409006 7.617768 -7.617768 -30.471071 -45.706607 NaN -38.088839 19687 COFFEE caleb_strategy_v3 [1] 143.819293 -27.81268 -6.95317 -34.76585 -48.67219 NaN -41.71902 19688 CRUDE_W caleb_strategy_v3 [-1] 12.814106 308.254033 -3.90195 7.8039 -0.0 NaN 3.90195 19694 SP500_micro caleb_strategy_v3 [1] 933.269513 456.727659 -1.339377 -21.430037 -24.108791 NaN -22.769414 19695 EUR caleb_strategy_v3 [1] 0.063775 -599.763107 -3.92002 31.360162 23.520122 NaN 27.440142 19696 NASDAQ_micro caleb_strategy_v3 [1] 4623.074132 518.594323 -0.540766 -42.720492 -43.802023 NaN -43.261257 19697 CHF caleb_strategy_v3 [1] 0.087155 -464.68836 -5.736893 34.42136 22.947573 NaN 28.684467 19698 DOW caleb_strategy_v3 [1] 5958.088857 182.105374 -0.839195 105.738604 104.060214 NaN 104.899409 19675 NIKKEI caleb_strategy_v3 [-1] 11385.996913 -24.152474 -2.195679 NaN NaN NaN NaN 19676 NIKKEI caleb_strategy_v3 [-1] 11385.996913 -41.71791 -2.195679 -30.739513 -35.130872 NaN -32.935192 19685 GAS_US_mini caleb_strategy_v3 [1] 1.560829 16.017128 -16.017128 -160.171283 NaN NaN -176.188411 19689 GAS_US_mini caleb_strategy_v3 [1] 1.560829 -64.068513 -32.034257 -64.068513 NaN NaN -96.10277 19690 GAS_US_mini caleb_strategy_v3 [1] 1.560829 -96.10277 -32.034257 0.0 -64.068513 NaN -32.034257 19691 GAS_US_mini caleb_strategy_v3 [1] 1.560829 -128.137026 -32.034257 0.0 -64.068513 NaN -32.034257 19692 GAS_US_mini caleb_strategy_v3 [1] 1.560829 15104.15199 -15264.323273 NaN NaN NaN NaN 19693 GAS_US_mini caleb_strategy_v3 [1] 1.560829 -176.188411 -16.017128 192.20554 160.171283 NaN 176.188411 ======================================================================================================================================================================== 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 19680 DAX caleb_strategy_v3 [1] 1.158665 -85.161878 -1.737998 105.438515 101.96252 NaN 103.700518 19677 DAX caleb_strategy_v3 [1] 1.158665 -87.479208 -1.737998 72.995895 69.5199 NaN 71.257897 19678 DAX caleb_strategy_v3 [1] 1.158665 -87.479208 -1.737998 82.265215 78.78922 NaN 80.527218 19679 DAX caleb_strategy_v3 [1] 1.158665 -87.479208 -1.737998 91.534535 88.05854 NaN 89.796537 19681 GASOIL caleb_strategy_v3 [-1] 100.0 -225.0 -25.0 -25.0 -75.0 NaN -50.0 19682 ROBUSTA caleb_strategy_v3 [-1] 10.0 20.0 -20.0 -20.0 -60.0 NaN -40.0 19683 COPPER caleb_strategy_v3 [-1] 25000.0 1368.75 -6.25 362.5 350.0 NaN 356.25 19684 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -72.8 -5.6 11.2 -0.0 NaN 5.6 19686 SILVER-mini caleb_strategy_v3 [1] 2500.0 31.25 -31.25 -125.0 -187.5 NaN -156.25 19687 COFFEE caleb_strategy_v3 [1] 375.0 -150.0 -37.5 -187.5 -262.5 NaN -225.0 19688 CRUDE_W caleb_strategy_v3 [-1] 1000.0 395.0 -5.0 10.0 -0.0 NaN 5.0 19694 SP500_micro caleb_strategy_v3 [1] 5.0 213.125 -0.625 -10.0 -11.25 NaN -10.625 19695 EUR caleb_strategy_v3 [1] 125000.0 -478.125 -3.125 25.0 18.75 NaN 21.875 19696 NASDAQ_micro caleb_strategy_v3 [1] 2.0 479.5 -0.5 -39.5 -40.5 NaN -40.0 19697 CHF caleb_strategy_v3 [1] 125000.0 -506.25 -6.25 37.5 25.0 NaN 31.25 19698 DOW caleb_strategy_v3 [1] 0.5 54.25 -0.25 31.5 31.0 NaN 31.25 19675 NIKKEI caleb_strategy_v3 [-1] 0.645542 -17.752415 -1.613856 NaN NaN NaN NaN 19676 NIKKEI caleb_strategy_v3 [-1] 0.645542 -30.663263 -1.613856 -22.593983 -25.821695 NaN -24.207839 19685 GAS_US_mini caleb_strategy_v3 [1] 2500.0 6.25 -6.25 -62.5 NaN NaN -68.75 19689 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -25.0 -12.5 -25.0 NaN NaN -37.5 19690 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -37.5 -12.5 0.0 -25.0 NaN -12.5 19691 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -50.0 -12.5 0.0 -25.0 NaN -12.5 19692 GAS_US_mini caleb_strategy_v3 [1] 2500.0 5893.75 -5956.25 NaN NaN NaN NaN 19693 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -68.75 -6.25 75.0 62.5 NaN 68.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF -506.25 COFFEE -150.0 COPPER 1368.75 CRUDE_W 395.0 DAX -347.5995 DOW 54.25 EUR -478.125 GASOIL -225.0 GAS_US_mini 5718.75 NASDAQ_micro 479.5 NIKKEI -48.415678 ROBUSTA 20.0 SILVER-mini 31.25 SP500_micro 213.125 SUGAR11 -72.8 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 6452.434822 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 COFFEE -37.5 COPPER -6.25 CRUDE_W -5.0 DAX -6.95199 DOW -0.25 EUR -3.125 GASOIL -25.0 GAS_US_mini -6006.25 NASDAQ_micro -0.5 NIKKEI -3.227712 ROBUSTA -20.0 SILVER-mini -31.25 SP500_micro -0.625 SUGAR11 -5.6 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -6157.779702 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF 37.5 COFFEE -187.5 COPPER 362.5 CRUDE_W 10.0 DAX 352.23416 DOW 31.5 EUR 25.0 GASOIL -25.0 GAS_US_mini -12.5 NASDAQ_micro -39.5 NIKKEI -22.593983 ROBUSTA -20.0 SILVER-mini -125.0 SP500_micro -10.0 SUGAR11 11.2 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 387.840177 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 25.0 COFFEE -262.5 COPPER 350.0 CRUDE_W -0.0 DAX 338.33018 DOW 31.0 EUR 18.75 GASOIL -75.0 GAS_US_mini 12.5 NASDAQ_micro -40.5 NIKKEI -25.821695 ROBUSTA -60.0 SILVER-mini -187.5 SP500_micro -11.25 SUGAR11 -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 113.008485 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 COFFEE 0 COPPER 0 CRUDE_W 0 DAX 0 DOW 0 EUR 0 GASOIL 0 GAS_US_mini 0 NASDAQ_micro 0 NIKKEI 0 ROBUSTA 0 SILVER-mini 0 SP500_micro 0 SUGAR11 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 31.25 COFFEE -225.0 COPPER 356.25 CRUDE_W 5.0 DAX 345.28217 DOW 31.25 EUR 21.875 GASOIL -50.0 GAS_US_mini -62.5 NASDAQ_micro -40.0 NIKKEI -24.207839 ROBUSTA -40.0 SILVER-mini -156.25 SP500_micro -10.625 SUGAR11 5.6 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 187.924331 ******************************************************************************** END OF REPORT ********************************************************************************