******************************************************************************** Trades report produced on 17/11/2025 21:39 from 16/11/2025 21:39 to 17/11/2025 21:39 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 19749 CHF caleb_strategy_v3 [20251200] 2025-11-17 15:00:44.000 [1] 1.26080 19744 COPPER caleb_strategy_v3 [20260300] 2025-11-17 14:05:09.000 [1] 5.08750 19740 EUROSTX caleb_strategy_v3 [20251200] 2025-11-17 08:03:12.000 [-1] 5700.00000 19741 GASOIL caleb_strategy_v3 [20260200] 2025-11-17 09:00:28.000 [1] 695.50000 19742 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-17 14:01:29.000 [-1] 4098.30000 19745 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-17 19:45:01.372 [0] NaN 19746 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-17 14:15:16.000 [-1] 4109.60000 19759 LEANHOG caleb_strategy_v3 [20260200] 2025-11-17 15:40:34.000 [-1] 79.60000 19761 LEANHOG caleb_strategy_v3 [20260200] 2025-11-17 15:40:38.000 [-1] 79.60000 19758 LIVECOW caleb_strategy_v3 [20260200] 2025-11-17 19:45:01.500 [0] NaN 19760 LIVECOW caleb_strategy_v3 [20260200] 2025-11-17 15:40:37.000 [1] 220.95000 19752 MXP caleb_strategy_v3 [20251200] 2025-11-17 15:01:25.000 [1] 0.05435 19747 MXP caleb_strategy_v3 [20251200] 2025-11-17 15:00:25.000 [1] 0.05436 19751 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-17 15:00:46.000 [1] 25197.00000 19739 NIKKEI caleb_strategy_v3 [20251200] 2025-11-17 03:01:17.000 [-1] 50165.00000 19743 OJ caleb_strategy_v3 [20260100] 2025-11-17 14:04:55.000 [-1] 157.85000 19750 RUSSELL caleb_strategy_v3 [20251200] 2025-11-17 15:00:45.000 [1] 2395.40000 19753 RUSSELL caleb_strategy_v3 [20251200] 2025-11-17 19:45:01.432 [0] NaN 19754 RUSSELL caleb_strategy_v3 [20251200] 2025-11-17 15:11:29.000 [1] 2393.40000 19755 RUSSELL caleb_strategy_v3 [20251200] 2025-11-17 15:12:29.000 [1] 2393.60000 19756 RUSSELL caleb_strategy_v3 [20251200] 2025-11-17 15:13:29.000 [1] 2392.60000 19757 RUSSELL caleb_strategy_v3 [20251200] 2025-11-17 15:14:30.000 [1] 2392.40000 19748 SP400 caleb_strategy_v3 [20251200] 2025-11-17 15:00:28.000 [-1] 3209.10000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19739 NIKKEI caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 03:01:17.050000 2025-11-17 03:01:17 270077.05 NaN 19740 EUROSTX caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 08:00:31.806000 2025-11-17 08:03:12 288031.806 160.194 19741 GASOIL caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 09:00:27.294000 2025-11-17 09:00:28 291627.294 0.706 19743 OJ caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 14:01:30.334000 2025-11-17 14:04:55 309690.334 204.666 19744 COPPER caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 14:04:57.051000 2025-11-17 14:05:09 309897.051 11.949 19748 SP400 caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:00:27.130000 2025-11-17 15:00:28 313227.13 0.87 19749 CHF caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:00:29.438000 2025-11-17 15:00:44 313229.438 14.562 19751 NASDAQ_micro caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:00:46.870000 2025-11-17 15:00:46 313246.87 NaN 19752 MXP caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:01:25.115000 2025-11-17 15:01:25 313285.115 NaN 19747 MXP caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:00:25.786000 2025-11-17 15:00:25 313225.786 NaN 19761 LEANHOG caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:40:38.442000 2025-11-17 15:40:38 315638.442 NaN 19759 LEANHOG caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:40:34.114000 2025-11-17 15:40:34 315634.114 NaN 19745 GOLD_micro caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 14:05:12.566000 2025-11-17 19:45:01.372000 309912.566 20388.806 19746 GOLD_micro caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 14:15:16.092000 2025-11-17 14:15:16 310516.092 NaN 19742 GOLD_micro caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 14:00:44.330000 2025-11-17 14:01:29 309644.33 44.67 19760 LIVECOW caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:40:37.838000 2025-11-17 15:40:37 315637.838 NaN 19758 LIVECOW caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:30:32.822000 2025-11-17 19:45:01.500000 315032.822 15268.678 19750 RUSSELL caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:00:45.291000 2025-11-17 15:00:45 313245.291 NaN 19753 RUSSELL caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:01:25.710000 2025-11-17 19:45:01.432000 313285.71 17015.722 19754 RUSSELL caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:11:29.259000 2025-11-17 15:11:29 313889.259 NaN 19755 RUSSELL caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:12:29.749000 2025-11-17 15:12:29 313949.749 NaN 19756 RUSSELL caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:13:29.930000 2025-11-17 15:13:29 314009.93 NaN 19757 RUSSELL caleb_strategy_v3 2025-11-14 00:00:00 2025-11-17 15:14:30.416000 2025-11-17 15:14:30 314070.416 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 19739 NIKKEI caleb_strategy_v3 [-1] 50530.0 None 50127.5 50125.0 50130.0 50130.0 50165.0 -402.5 -2.5 40.0 35.0 NaN 37.5 19740 EUROSTX caleb_strategy_v3 [-1] 5696.0 None 5700.5 5700.0 5701.0 5701.0 5700.0 4.5 -0.5 -0.0 -1.0 NaN -0.5 19741 GASOIL caleb_strategy_v3 [1] 698.75 None 696.375 696.5 696.25 696.25 695.5 2.375 -0.125 1.0 0.75 NaN 0.875 19743 OJ caleb_strategy_v3 [-1] 160.2 None 159.25 157.9 160.6 160.6 157.85 -0.95 -1.35 -0.05 -2.75 NaN -1.4 19744 COPPER caleb_strategy_v3 [1] 5.13 None 5.086 5.0865 5.0855 5.0855 5.0875 0.044 -0.0005 -0.001 -0.002 NaN -0.0015 19748 SP400 caleb_strategy_v3 [-1] 3223.3 None 3206.15 3205.8 3206.5 3206.5 3209.1 -17.15 -0.35 3.3 2.6 NaN 2.95 19749 CHF caleb_strategy_v3 [1] 1.2638 None 1.260525 1.26055 1.2605 1.2605 1.2608 0.003275 -0.000025 -0.00025 -0.0003 NaN -0.000275 19751 NASDAQ_micro caleb_strategy_v3 [1] 25232.25 None 25237.25 25237.5 25237.0 25237.0 25197.0 -5.0 -0.25 40.5 40.0 NaN 40.25 19752 MXP caleb_strategy_v3 [1] 0.05445 None 0.054375 0.05438 0.05437 0.05437 0.05435 0.000075 -0.000005 0.00003 0.00002 NaN 0.000025 19747 MXP caleb_strategy_v3 [1] 0.05445 None 0.054375 0.05438 0.05437 0.05437 0.05436 0.000075 -0.000005 0.00002 0.00001 NaN 0.000015 19761 LEANHOG caleb_strategy_v3 [-1] 79.075 None 79.525 79.5 79.55 79.55 79.6 0.45 -0.025 0.1 0.05 NaN 0.075 19759 LEANHOG caleb_strategy_v3 [-1] 79.075 None 79.525 79.5 79.55 79.55 79.6 0.45 -0.025 0.1 0.05 NaN 0.075 19745 GOLD_micro caleb_strategy_v3 [-1] 4126.0 None 2049.15 4098.3 0.0 0.0 NaN -2076.85 2049.15 NaN NaN NaN NaN 19746 GOLD_micro caleb_strategy_v3 [-1] 4126.0 None 4101.55 4101.4 4101.7 4101.7 4109.6 -24.45 -0.15 8.2 7.9 NaN 8.05 19742 GOLD_micro caleb_strategy_v3 [-1] 4126.0 None 4099.15 4099.0 4099.3 4099.3 4098.3 -26.85 -0.15 -0.7 -1.0 NaN -0.85 19760 LIVECOW caleb_strategy_v3 [1] 219.175 None 221.2 221.225 221.175 221.175 220.95 -2.025 -0.025 0.275 0.225 NaN 0.25 19758 LIVECOW caleb_strategy_v3 [1] 219.175 None 220.2625 220.3 220.225 220.225 NaN -1.0875 -0.0375 NaN NaN NaN NaN 19750 RUSSELL caleb_strategy_v3 [1] 2404.6 None 2395.5 2395.6 2395.4 2395.4 2395.4 9.1 -0.1 0.2 0.0 NaN 0.1 19753 RUSSELL caleb_strategy_v3 [1] 2404.6 None 1197.8 2395.6 0.0 0.0 NaN 1206.8 -1197.8 NaN NaN NaN NaN 19754 RUSSELL caleb_strategy_v3 [1] 2404.6 None 2394.15 2394.2 2394.1 2394.1 2393.4 10.45 -0.05 0.8 0.7 NaN 0.75 19755 RUSSELL caleb_strategy_v3 [1] 2404.6 None 2394.2 2394.3 2394.1 2394.1 2393.6 10.4 -0.1 0.7 0.5 NaN 0.6 19756 RUSSELL caleb_strategy_v3 [1] 2404.6 None 2395.4 2395.5 2395.3 2395.3 2392.6 9.2 -0.1 2.9 2.7 NaN 2.8 19757 RUSSELL caleb_strategy_v3 [1] 2404.6 None 2395.4 2395.5 2395.3 2395.3 2392.4 9.2 -0.1 3.1 2.9 NaN 3.0 =================================================================================================================================================================== 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 19739 NIKKEI caleb_strategy_v3 [-1] 11123.735158 -361.838892 -2.247447 35.959145 31.464251 NaN 33.711698 19740 EUROSTX caleb_strategy_v3 [-1] 811.160737 55.476058 -6.164006 -0.0 -12.328013 NaN -6.164006 19741 GASOIL caleb_strategy_v3 [1] 177.638681 133.698358 -7.036756 56.294046 42.220534 NaN 49.25729 19743 OJ caleb_strategy_v3 [-1] 124.43503 -76.345061 -108.49035 -4.018161 -220.998862 NaN -112.508512 19744 COPPER caleb_strategy_v3 [1] 1.301744 338.008153 -3.841002 -7.682003 -15.364007 NaN -11.523005 19748 SP400 caleb_strategy_v3 [-1] 563.265291 -304.474646 -6.213768 58.586958 46.159422 NaN 52.37319 19749 CHF caleb_strategy_v3 [1] 0.084865 385.905284 -2.945842 -29.458419 -35.350102 NaN -32.40426 19751 NASDAQ_micro caleb_strategy_v3 [1] 4501.825902 -11.106605 -0.55533 89.963497 88.852836 NaN 89.408167 19752 MXP caleb_strategy_v3 [1] 0.004363 171.886673 -11.459112 68.754669 45.836446 NaN 57.295558 19747 MXP caleb_strategy_v3 [1] 0.004363 171.886673 -11.459112 45.836446 22.918223 NaN 34.377335 19761 LEANHOG caleb_strategy_v3 [-1] 18.437821 244.06355 -13.559086 54.236345 27.118172 NaN 40.677258 19759 LEANHOG caleb_strategy_v3 [-1] 18.437821 244.06355 -13.559086 54.236345 27.118172 NaN 40.677258 19745 GOLD_micro caleb_strategy_v3 [-1] 934.80399 -22216.956936 21920.638133 NaN NaN NaN NaN 19746 GOLD_micro caleb_strategy_v3 [-1] 934.80399 -261.552157 -1.604614 87.718924 84.509695 NaN 86.114309 19742 GOLD_micro caleb_strategy_v3 [-1] 934.80399 -287.225988 -1.604614 -7.488201 -10.69743 NaN -9.092815 19760 LIVECOW caleb_strategy_v3 [1] 51.699091 -391.689671 -4.835675 53.192424 43.521075 NaN 48.356749 19758 LIVECOW caleb_strategy_v3 [1] 51.699091 -210.35186 -7.253512 NaN NaN NaN NaN 19750 RUSSELL caleb_strategy_v3 [1] 525.582623 173.141188 -1.90265 3.805301 0.0 NaN 1.90265 19753 RUSSELL caleb_strategy_v3 [1] 525.582623 22961.185285 -22789.946747 NaN NaN NaN NaN 19754 RUSSELL caleb_strategy_v3 [1] 525.582623 198.826969 -0.951325 15.221203 13.318553 NaN 14.269878 19755 RUSSELL caleb_strategy_v3 [1] 525.582623 197.875644 -1.90265 13.318553 9.513252 NaN 11.415903 19756 RUSSELL caleb_strategy_v3 [1] 525.582623 175.043839 -1.90265 55.176862 51.371561 NaN 53.274212 19757 RUSSELL caleb_strategy_v3 [1] 525.582623 175.043839 -1.90265 58.982163 55.176862 NaN 57.079513 ========================================================================================================================================================================= 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 19739 NIKKEI caleb_strategy_v3 [-1] 0.646542 -260.233143 -1.616355 25.861679 22.628969 NaN 24.245324 19740 EUROSTX caleb_strategy_v3 [-1] 11.60815 52.236675 -5.804075 -0.0 -11.60815 NaN -5.804075 19741 GASOIL caleb_strategy_v3 [1] 100.0 237.5 -12.5 100.0 75.0 NaN 87.5 19743 OJ caleb_strategy_v3 [-1] 150.0 -142.5 -202.5 -7.5 -412.5 NaN -210.0 19744 COPPER caleb_strategy_v3 [1] 25000.0 1100.0 -12.5 -25.0 -50.0 NaN -37.5 19748 SP400 caleb_strategy_v3 [-1] 100.0 -1715.0 -35.0 330.0 260.0 NaN 295.0 19749 CHF caleb_strategy_v3 [1] 125000.0 409.375 -3.125 -31.25 -37.5 NaN -34.375 19751 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -10.0 -0.5 81.0 80.0 NaN 80.5 19752 MXP caleb_strategy_v3 [1] 500000.0 37.5 -2.5 15.0 10.0 NaN 12.5 19747 MXP caleb_strategy_v3 [1] 500000.0 37.5 -2.5 10.0 5.0 NaN 7.5 19761 LEANHOG caleb_strategy_v3 [-1] 400.0 180.0 -10.0 40.0 20.0 NaN 30.0 19759 LEANHOG caleb_strategy_v3 [-1] 400.0 180.0 -10.0 40.0 20.0 NaN 30.0 19745 GOLD_micro caleb_strategy_v3 [-1] 10.0 -20768.5 20491.5 NaN NaN NaN NaN 19746 GOLD_micro caleb_strategy_v3 [-1] 10.0 -244.5 -1.5 82.0 79.0 NaN 80.5 19742 GOLD_micro caleb_strategy_v3 [-1] 10.0 -268.5 -1.5 -7.0 -10.0 NaN -8.5 19760 LIVECOW caleb_strategy_v3 [1] 400.0 -810.0 -10.0 110.0 90.0 NaN 100.0 19758 LIVECOW caleb_strategy_v3 [1] 400.0 -435.0 -15.0 NaN NaN NaN NaN 19750 RUSSELL caleb_strategy_v3 [1] 5.0 45.5 -0.5 1.0 0.0 NaN 0.5 19753 RUSSELL caleb_strategy_v3 [1] 5.0 6034.0 -5989.0 NaN NaN NaN NaN 19754 RUSSELL caleb_strategy_v3 [1] 5.0 52.25 -0.25 4.0 3.5 NaN 3.75 19755 RUSSELL caleb_strategy_v3 [1] 5.0 52.0 -0.5 3.5 2.5 NaN 3.0 19756 RUSSELL caleb_strategy_v3 [1] 5.0 46.0 -0.5 14.5 13.5 NaN 14.0 19757 RUSSELL caleb_strategy_v3 [1] 5.0 46.0 -0.5 15.5 14.5 NaN 15.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF 409.375 COPPER 1100.0 EUROSTX 52.236675 GASOIL 237.5 GOLD_micro -21281.5 LEANHOG 360.0 LIVECOW -1245.0 MXP 75.0 NASDAQ_micro -10.0 NIKKEI -260.233143 OJ -142.5 RUSSELL 6275.75 SP400 -1715.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -16144.371468 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -3.125 COPPER -12.5 EUROSTX -5.804075 GASOIL -12.5 GOLD_micro 20488.5 LEANHOG -20.0 LIVECOW -25.0 MXP -5.0 NASDAQ_micro -0.5 NIKKEI -1.616355 OJ -202.5 RUSSELL -5991.25 SP400 -35.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 14173.70457 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF -31.25 COPPER -25.0 EUROSTX -0.0 GASOIL 100.0 GOLD_micro 75.0 LEANHOG 80.0 LIVECOW 110.0 MXP 25.0 NASDAQ_micro 81.0 NIKKEI 25.861679 OJ -7.5 RUSSELL 38.5 SP400 330.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 801.611679 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF -37.5 COPPER -50.0 EUROSTX -11.60815 GASOIL 75.0 GOLD_micro 69.0 LEANHOG 40.0 LIVECOW 90.0 MXP 15.0 NASDAQ_micro 80.0 NIKKEI 22.628969 OJ -412.5 RUSSELL 34.0 SP400 260.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 174.020819 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 COPPER 0 EUROSTX 0 GASOIL 0 GOLD_micro 0 LEANHOG 0 LIVECOW 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 OJ 0 RUSSELL 0 SP400 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 -34.375 COPPER -37.5 EUROSTX -5.804075 GASOIL 87.5 GOLD_micro 72.0 LEANHOG 60.0 LIVECOW 100.0 MXP 20.0 NASDAQ_micro 80.5 NIKKEI 24.245324 OJ -210.0 RUSSELL 36.25 SP400 295.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 487.816249 ******************************************************************************** END OF REPORT ********************************************************************************