******************************************************************************** Trades report produced on 18/11/2025 21:39 from 17/11/2025 21:39 to 18/11/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 19771 COFFEE caleb_strategy_v3 [20260300] 2025-11-18 14:11:12.000 [-1] 384.600000 19763 DAX caleb_strategy_v3 [20251200] 2025-11-18 08:04:30.000 [-1] 23314.000000 19764 DAX caleb_strategy_v3 [20251200] 2025-11-18 19:45:02.604 [0] NaN 19765 DAX caleb_strategy_v3 [20251200] 2025-11-18 08:14:37.000 [-1] 23320.000000 19766 DAX caleb_strategy_v3 [20251200] 2025-11-18 08:15:37.000 [-1] 23314.000000 19767 DAX caleb_strategy_v3 [20251200] 2025-11-18 08:16:37.000 [-1] 23309.000000 19769 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-18 14:00:54.000 [1] 4099.700000 19777 LEANHOG caleb_strategy_v3 [20260200] 2025-11-18 15:30:58.000 [-1] 79.175000 19773 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-18 15:10:39.000 [-1] 24551.750000 19762 NIKKEI caleb_strategy_v3 [20251200] 2025-11-18 03:01:16.000 [-1] 49205.000000 19776 NZD caleb_strategy_v3 [20251200] 2025-11-18 15:20:56.000 [-1] 0.566300 19772 NZD caleb_strategy_v3 [20251200] 2025-11-18 19:45:02.641 [0] NaN 19775 NZD caleb_strategy_v3 [20251200] 2025-11-18 19:45:02.679 [0] NaN 19768 ROBUSTA caleb_strategy_v3 [20260300] 2025-11-18 10:06:28.000 [1] 4364.000000 19770 SUGAR11 caleb_strategy_v3 [20260500] 2025-11-18 14:05:14.000 [1] 14.400000 19774 US10U _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-11-18 15:10:49.000 [1, -1] 0.171875 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19762 NIKKEI caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 03:01:16.002000 2025-11-18 03:01:16 97276.002 NaN 19768 ROBUSTA caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 10:00:54.802000 2025-11-18 10:06:28 122454.802 333.198 19769 GOLD_micro caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 14:00:54.510000 2025-11-18 14:00:54 136854.51 NaN 19770 SUGAR11 caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 14:00:55.434000 2025-11-18 14:05:14 136855.434 258.566 19771 COFFEE caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 14:05:14.974000 2025-11-18 14:11:12 137114.974 357.026 19773 NASDAQ_micro caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 15:10:39.822000 2025-11-18 15:10:39 141039.822 NaN 19774 US10U _ROLL_PSEUDO_STRATEGY 2025-11-17 20:00:00 2025-11-18 15:10:41.490000 2025-11-18 15:10:49 69041.49 7.51 19777 LEANHOG caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 15:30:58.814000 2025-11-18 15:30:58 142258.814 NaN 19776 NZD caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 15:20:56.283000 2025-11-18 15:20:56 141656.283 NaN 19772 NZD caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 15:00:38.994000 2025-11-18 19:45:02.641000 140438.994 17063.647 19775 NZD caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 15:10:52.710000 2025-11-18 19:45:02.679000 141052.71 16449.969 19763 DAX caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 08:00:28.286000 2025-11-18 08:04:30 115228.286 241.714 19764 DAX caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 08:04:33.773000 2025-11-18 19:45:02.604000 115473.773 42028.831 19765 DAX caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 08:14:37.244000 2025-11-18 08:14:37 116077.244 NaN 19766 DAX caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 08:15:37.352000 2025-11-18 08:15:37 116137.352 NaN 19767 DAX caleb_strategy_v3 2025-11-17 00:00:00 2025-11-18 08:16:37.798000 2025-11-18 08:16:37 116197.798 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 19762 NIKKEI caleb_strategy_v3 [-1] 49650.0 None 49332.5 49330.0 49335.0 NaN 49205.0 -317.5 -2.5 -125.0 NaN NaN -127.5 19768 ROBUSTA caleb_strategy_v3 [1] 4381.0 None 4346.0 4349.0 4343.0 4343.0 4364.0 35.0 -3.0 -15.0 -21.0 NaN -18.0 19769 GOLD_micro caleb_strategy_v3 [1] 4046.3 None 4103.65 4103.8 4103.5 4103.5 4099.7 -57.35 -0.15 4.1 3.8 NaN 3.95 19770 SUGAR11 caleb_strategy_v3 [1] 14.33 None 14.365 14.37 14.36 14.36 14.4 -0.035 -0.005 -0.03 -0.04 NaN -0.035 19771 COFFEE caleb_strategy_v3 [-1] 377.85 None 384.875 384.75 385.0 385.0 384.6 7.025 -0.125 -0.15 -0.4 NaN -0.275 19773 NASDAQ_micro caleb_strategy_v3 [-1] 24756.0 None 24540.625 24540.25 24541.0 24541.0 24551.75 -215.375 -0.375 11.5 10.75 NaN 11.125 19774 US10U _ROLL_PSEUDO_STRATEGY [1, -1] 0.171875 None 0.15625 0.171875 0.140625 0.140625 0.171875 0.015625 -0.015625 0.0 -0.03125 NaN -0.015625 19777 LEANHOG caleb_strategy_v3 [-1] 79.3 None 79.0875 79.075 79.1 79.1 79.175 -0.2125 -0.0125 0.1 0.075 NaN 0.0875 19776 NZD caleb_strategy_v3 [-1] 0.5657 None 0.56625 0.5662 0.5663 0.5663 0.5663 0.00055 -0.00005 0.0001 -0.0 NaN 0.00005 19772 NZD caleb_strategy_v3 [-1] 0.5657 None 0.56695 0.5669 0.567 0.567 NaN 0.00125 -0.00005 NaN NaN NaN NaN 19775 NZD caleb_strategy_v3 [-1] 0.5657 None 0.283325 0.56665 0.0 0.0 NaN -0.282375 0.283325 NaN NaN NaN NaN 19763 DAX caleb_strategy_v3 [-1] 23469.0 None 23325.5 23324.0 23327.0 23327.0 23314.0 -143.5 -1.5 -10.0 -13.0 NaN -11.5 19764 DAX caleb_strategy_v3 [-1] 23469.0 None 11657.0 23314.0 0.0 0.0 NaN -11812.0 11657.0 NaN NaN NaN NaN 19765 DAX caleb_strategy_v3 [-1] 23469.0 None 23282.5 23282.0 23283.0 23283.0 23320.0 -186.5 -0.5 38.0 37.0 NaN 37.5 19766 DAX caleb_strategy_v3 [-1] 23469.0 None 23282.5 23282.0 23283.0 23283.0 23314.0 -186.5 -0.5 32.0 31.0 NaN 31.5 19767 DAX caleb_strategy_v3 [-1] 23469.0 None 23287.0 23286.0 23288.0 23288.0 23309.0 -182.0 -1.0 23.0 21.0 NaN 22.0 ========================================================================================================================================================================== 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 19762 NIKKEI caleb_strategy_v3 [-1] 11097.353799 -286.104242 -2.252789 -112.639465 NaN NaN -114.892255 19768 ROBUSTA caleb_strategy_v3 [1] 1911.006097 183.149599 -15.698537 -78.492685 -109.889759 NaN -94.191222 19769 GOLD_micro caleb_strategy_v3 [1] 901.133939 -636.420376 -1.664569 45.498231 42.169092 NaN 43.833661 19770 SUGAR11 caleb_strategy_v3 [1] 3.918579 -89.318092 -12.759727 -76.558365 -102.07782 NaN -89.318092 19771 COFFEE caleb_strategy_v3 [-1] 136.522002 514.569071 -9.156033 -10.98724 -29.299307 NaN -20.143273 19773 NASDAQ_micro caleb_strategy_v3 [-1] 4349.228662 -495.202751 -0.862222 26.44147 24.717026 NaN 25.579248 19774 US10U _ROLL_PSEUDO_STRATEGY [1, -1] 5.906873 26.452235 -26.452235 0.0 -52.904471 NaN -26.452235 19777 LEANHOG caleb_strategy_v3 [-1] 18.504199 -114.838802 -6.755224 54.041789 40.531342 NaN 47.286565 19776 NZD caleb_strategy_v3 [-1] 0.04169 131.927204 -11.993382 23.986764 -0.0 NaN 11.993382 19772 NZD caleb_strategy_v3 [-1] 0.04169 299.834555 -11.993382 NaN NaN NaN NaN 19775 NZD caleb_strategy_v3 [-1] 0.04169 -67732.626013 67960.500274 NaN NaN NaN NaN 19763 DAX caleb_strategy_v3 [-1] 3515.467193 -408.196101 -4.266858 -28.445721 -36.979438 NaN -32.712579 19764 DAX caleb_strategy_v3 [-1] 3515.467193 -33600.086 33159.17732 NaN NaN NaN NaN 19765 DAX caleb_strategy_v3 [-1] 3515.467193 -530.512702 -1.422286 108.093741 105.249169 NaN 106.671455 19766 DAX caleb_strategy_v3 [-1] 3515.467193 -530.512702 -1.422286 91.026308 88.181736 NaN 89.604022 19767 DAX caleb_strategy_v3 [-1] 3515.467193 -517.712128 -2.844572 65.425159 59.736015 NaN 62.580587 ================================================================================================================================================================================== 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 19762 NIKKEI caleb_strategy_v3 [-1] 0.644939 -204.768032 -1.612347 -80.617335 NaN NaN -82.229682 19768 ROBUSTA caleb_strategy_v3 [1] 10.0 350.0 -30.0 -150.0 -210.0 NaN -180.0 19769 GOLD_micro caleb_strategy_v3 [1] 10.0 -573.5 -1.5 41.0 38.0 NaN 39.5 19770 SUGAR11 caleb_strategy_v3 [1] 1120.0 -39.2 -5.6 -33.6 -44.8 NaN -39.2 19771 COFFEE caleb_strategy_v3 [-1] 375.0 2634.375 -46.875 -56.25 -150.0 NaN -103.125 19773 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -430.75 -0.75 23.0 21.5 NaN 22.25 19774 US10U _ROLL_PSEUDO_STRATEGY [1, -1] 1000.0 15.625 -15.625 0.0 -31.25 NaN -15.625 19777 LEANHOG caleb_strategy_v3 [-1] 400.0 -85.0 -5.0 40.0 30.0 NaN 35.0 19776 NZD caleb_strategy_v3 [-1] 100000.0 55.0 -5.0 10.0 -0.0 NaN 5.0 19772 NZD caleb_strategy_v3 [-1] 100000.0 125.0 -5.0 NaN NaN NaN NaN 19775 NZD caleb_strategy_v3 [-1] 100000.0 -28237.5 28332.5 NaN NaN NaN NaN 19763 DAX caleb_strategy_v3 [-1] 1.159865 -166.440627 -1.739797 -11.59865 -15.078245 NaN -13.338447 19764 DAX caleb_strategy_v3 [-1] 1.159865 -13700.32538 13520.546305 NaN NaN NaN NaN 19765 DAX caleb_strategy_v3 [-1] 1.159865 -216.314822 -0.579932 44.07487 42.915005 NaN 43.494937 19766 DAX caleb_strategy_v3 [-1] 1.159865 -216.314822 -0.579932 37.11568 35.955815 NaN 36.535747 19767 DAX caleb_strategy_v3 [-1] 1.159865 -211.09543 -1.159865 26.676895 24.357165 NaN 25.51703 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY US10U 15.625 caleb_strategy_v3 COFFEE 2634.375 DAX -14510.491082 GOLD_micro -573.5 LEANHOG -85.0 NASDAQ_micro -430.75 NIKKEI -204.768032 NZD -28057.5 ROBUSTA 350.0 SUGAR11 -39.2 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 15.625 caleb_strategy_v3 -40916.834114 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY US10U -15.625 caleb_strategy_v3 COFFEE -46.875 DAX 13516.486777 GOLD_micro -1.5 LEANHOG -5.0 NASDAQ_micro -0.75 NIKKEI -1.612347 NZD 28322.5 ROBUSTA -30.0 SUGAR11 -5.6 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -15.625 caleb_strategy_v3 41747.649431 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY US10U 0.0 caleb_strategy_v3 COFFEE -56.25 DAX 96.268795 GOLD_micro 41.0 LEANHOG 40.0 NASDAQ_micro 23.0 NIKKEI -80.617335 NZD 10.0 ROBUSTA -150.0 SUGAR11 -33.6 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 0.0 caleb_strategy_v3 -110.19854 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY US10U -31.25 caleb_strategy_v3 COFFEE -150.0 DAX 88.14974 GOLD_micro 38.0 LEANHOG 30.0 NASDAQ_micro 21.5 NIKKEI 0 NZD -0.0 ROBUSTA -210.0 SUGAR11 -44.8 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -31.25 caleb_strategy_v3 -227.15026 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY US10U 0 caleb_strategy_v3 COFFEE 0 DAX 0 GOLD_micro 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 NZD 0 ROBUSTA 0 SUGAR11 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY US10U -15.625 caleb_strategy_v3 COFFEE -103.125 DAX 92.209268 GOLD_micro 39.5 LEANHOG 35.0 NASDAQ_micro 22.25 NIKKEI -82.229682 NZD 5.0 ROBUSTA -180.0 SUGAR11 -39.2 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -15.625 caleb_strategy_v3 -210.595415 ******************************************************************************** END OF REPORT ********************************************************************************