******************************************************************************** Trades report produced on 21/11/2025 21:39 from 20/11/2025 21:39 to 21/11/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 19858 CHF caleb_strategy_v3 [20251200] 2025-11-21 15:01:28.000 [-1] 1.242750 19854 COPPER caleb_strategy_v3 [20260300] 2025-11-21 14:00:34.000 [-1] 5.062000 19853 CRUDE_W caleb_strategy_v3 [20261200] 2025-11-21 14:00:33.000 [1] 57.860000 19850 DAX caleb_strategy_v3 [20251200] 2025-11-21 08:00:47.000 [1] 23014.000000 19852 GASOIL caleb_strategy_v3 [20260200] 2025-11-21 09:00:04.000 [-1] 675.500000 19855 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-21 14:00:35.000 [-1] 4117.300000 19860 JPY caleb_strategy_v3 [20251200] 2025-11-21 15:06:15.000 [-1] 0.006402 19867 LIVECOW caleb_strategy_v3 [20260200] 2025-11-21 15:30:46.000 [-1] 214.100000 19865 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-21 19:45:09.090 [0] NaN 19861 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-21 15:06:29.000 [-1] 24210.750000 19863 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-21 19:45:09.045 [0] NaN 19864 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-21 15:19:20.000 [-1] 24137.500000 19866 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-21 15:30:42.000 [-1] 24068.750000 19848 NIKKEI caleb_strategy_v3 [20251200] 2025-11-21 03:22:22.000 [-1] 48750.000000 19849 NIKKEI caleb_strategy_v3 [20251200] 2025-11-21 03:23:22.000 [-1] 48765.000000 19846 NIKKEI caleb_strategy_v3 [20251200] 2025-11-21 19:45:08.955 [0] NaN 19847 NIKKEI caleb_strategy_v3 [20251200] 2025-11-21 19:45:09.000 [0] NaN 19851 OAT caleb_strategy_v3 [20251200] 2025-11-21 08:05:49.000 [-1] 122.280000 19857 OJ _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-11-21 14:08:12.000 [1, -1] -2.750000 19856 OJ _ROLL_PSEUDO_STRATEGY [20260100, 20260300] 2025-11-21 14:01:53.000 [1, -1] -2.800000 19862 RUSSELL caleb_strategy_v3 [20251200] 2025-11-21 15:06:29.000 [-1] 2331.200000 19859 SP500_micro caleb_strategy_v3 [20251200] 2025-11-21 15:06:14.000 [-1] 6583.750000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 19850 DAX caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 08:00:47.462000 2025-11-21 08:00:47 115247.462 NaN 19851 OAT caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 08:00:48.470000 2025-11-21 08:05:49 115248.47 300.53 19852 GASOIL caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 09:00:03.658000 2025-11-21 09:00:04 118803.658 0.342 19853 CRUDE_W caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 14:00:33.886000 2025-11-21 14:00:33 136833.886 NaN 19854 COPPER caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 14:00:34.786000 2025-11-21 14:00:34 136834.786 NaN 19855 GOLD_micro caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 14:00:35.694000 2025-11-21 14:00:35 136835.694 NaN 19856 OJ _ROLL_PSEUDO_STRATEGY 2025-11-20 18:00:00 2025-11-21 14:00:37.370000 2025-11-21 14:01:53 72037.37 75.63 19857 OJ _ROLL_PSEUDO_STRATEGY 2025-11-20 18:00:00 2025-11-21 14:01:56.554000 2025-11-21 14:08:12 72116.554 375.446 19858 CHF caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 15:00:39.118000 2025-11-21 15:01:28 140439.118 48.882 19859 SP500_micro caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 15:01:29.118000 2025-11-21 15:06:14 140489.118 284.882 19860 JPY caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 15:06:15.002000 2025-11-21 15:06:15 140775.002 NaN 19862 RUSSELL caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 15:06:29.930000 2025-11-21 15:06:29 140789.93 NaN 19867 LIVECOW caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 15:30:46.366000 2025-11-21 15:30:46 142246.366 NaN 19848 NIKKEI caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 03:22:22.249000 2025-11-21 03:22:22 98542.249 NaN 19849 NIKKEI caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 03:23:22.365000 2025-11-21 03:23:22 98602.365 NaN 19846 NIKKEI caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 03:01:15.230000 2025-11-21 19:45:08.955000 97275.23 60233.725 19847 NIKKEI caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 03:12:18.897000 2025-11-21 19:45:09 97938.897 59570.103 19861 NASDAQ_micro caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 15:06:15.910000 2025-11-21 15:06:29 140775.91 13.09 19863 NASDAQ_micro caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 15:06:33.363000 2025-11-21 19:45:09.045000 140793.363 16715.682 19864 NASDAQ_micro caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 15:16:36.614000 2025-11-21 15:19:20 141396.614 163.386 19865 NASDAQ_micro caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 15:19:23.626000 2025-11-21 19:45:09.090000 141563.626 15945.464 19866 NASDAQ_micro caleb_strategy_v3 2025-11-20 00:00:00 2025-11-21 15:29:27.064000 2025-11-21 15:30:42 142167.064 74.936 =========================================================================================================================================================================================================================================== 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 19850 DAX caleb_strategy_v3 [1] 23084.0 None 23037.5 23039.0 23036.0 23036.0 23014.0 46.5 -1.5 25.0 22.0 NaN 23.5 19851 OAT caleb_strategy_v3 [-1] 122.07 None 122.285 122.28 122.29 122.29 122.28 0.215 -0.005 -0.0 -0.01 NaN -0.005 19852 GASOIL caleb_strategy_v3 [-1] 683.5 None 675.0 674.75 675.25 675.25 675.5 -8.5 -0.25 0.75 0.25 NaN 0.5 19853 CRUDE_W caleb_strategy_v3 [1] 58.21 None 57.91 57.92 57.9 57.9 57.86 0.3 -0.01 0.06 0.04 NaN 0.05 19854 COPPER caleb_strategy_v3 [-1] 5.051 None 5.057 5.0565 5.0575 5.0575 5.062 0.006 -0.0005 0.0055 0.0045 NaN 0.005 19855 GOLD_micro caleb_strategy_v3 [-1] 4120.6 None 4111.55 4111.4 4111.7 4111.7 4117.3 -9.05 -0.15 5.9 5.6 NaN 5.75 19856 OJ _ROLL_PSEUDO_STRATEGY [1, -1] -3.05 None -2.85 -2.2 -3.5 -3.5 -2.8 -0.2 -0.65 0.6 -0.7 NaN -0.05 19857 OJ _ROLL_PSEUDO_STRATEGY [1, -1] -3.05 None -1.15 -2.3 0.0 0.0 -2.75 -1.9 1.15 0.45 2.75 NaN 1.6 19858 CHF caleb_strategy_v3 [-1] 1.2449 None 1.2427 1.24265 1.24275 1.24275 1.24275 -0.0022 -0.00005 0.0001 -0.0 NaN 0.00005 19859 SP500_micro caleb_strategy_v3 [-1] 6599.0 None 6574.625 6574.5 6574.75 6574.75 6583.75 -24.375 -0.125 9.25 9.0 NaN 9.125 19860 JPY caleb_strategy_v3 [-1] 0.006361 None 0.006393 0.006393 0.006394 0.006394 0.006402 0.000032 -0.0 0.000009 0.000008 NaN 0.000008 19862 RUSSELL caleb_strategy_v3 [-1] 2329.9 None 2326.1 2326.0 2326.2 2326.2 2331.2 -3.8 -0.1 5.2 5.0 NaN 5.1 19867 LIVECOW caleb_strategy_v3 [-1] 215.1 None 213.3375 213.3 213.375 213.375 214.1 -1.7625 -0.0375 0.8 0.725 NaN 0.7625 19848 NIKKEI caleb_strategy_v3 [-1] 48700.0 None 48697.5 48695.0 48700.0 48700.0 48750.0 -2.5 -2.5 55.0 50.0 NaN 52.5 19849 NIKKEI caleb_strategy_v3 [-1] 48700.0 None 48697.5 48695.0 48700.0 48700.0 48765.0 -2.5 -2.5 70.0 65.0 NaN 67.5 19846 NIKKEI caleb_strategy_v3 [-1] 48700.0 None 48752.5 48750.0 48755.0 48755.0 NaN 52.5 -2.5 NaN NaN NaN NaN 19847 NIKKEI caleb_strategy_v3 [-1] 48700.0 None 24390.0 48780.0 0.0 0.0 NaN -24310.0 24390.0 NaN NaN NaN NaN 19861 NASDAQ_micro caleb_strategy_v3 [-1] 24397.75 None 24221.0 24220.75 24221.25 24221.25 24210.75 -176.75 -0.25 -10.0 -10.5 NaN -10.25 19863 NASDAQ_micro caleb_strategy_v3 [-1] 24397.75 None 12099.125 24198.25 0.0 0.0 NaN -12298.625 12099.125 NaN NaN NaN NaN 19864 NASDAQ_micro caleb_strategy_v3 [-1] 24397.75 None 24208.375 24208.0 24208.75 24208.75 24137.5 -189.375 -0.375 -70.5 -71.25 NaN -70.875 19865 NASDAQ_micro caleb_strategy_v3 [-1] 24397.75 None 12068.75 24137.5 0.0 0.0 NaN -12329.0 12068.75 NaN NaN NaN NaN 19866 NASDAQ_micro caleb_strategy_v3 [-1] 24397.75 None 24137.75 24137.5 24138.0 24138.0 24068.75 -260.0 -0.25 -68.75 -69.25 NaN -69.0 ========================================================================================================================================================================== 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 19850 DAX caleb_strategy_v3 [1] 3388.797952 137.216797 -4.426348 73.772471 64.919775 NaN 69.346123 19851 OAT caleb_strategy_v3 [-1] 4.881566 440.432477 -10.242616 -0.0 -20.485231 NaN -10.242616 19852 GASOIL caleb_strategy_v3 [-1] 197.900525 -429.508713 -12.632609 37.897828 12.632609 NaN 25.265218 19853 CRUDE_W caleb_strategy_v3 [1] 12.479836 240.38778 -8.012926 48.077556 32.051704 NaN 40.06463 19854 COPPER caleb_strategy_v3 [-1] 1.255659 47.783678 -3.981973 43.801704 35.837758 NaN 39.819731 19855 GOLD_micro caleb_strategy_v3 [-1] 837.743067 -108.028349 -1.790525 70.427321 66.846271 NaN 68.636796 19856 OJ _ROLL_PSEUDO_STRATEGY [1, -1] 124.030433 -16.125075 -52.406493 48.375224 -56.437762 NaN -4.031269 19857 OJ _ROLL_PSEUDO_STRATEGY [1, -1] 124.030433 -153.18821 92.71918 36.281418 221.719778 NaN 129.000598 19858 CHF caleb_strategy_v3 [-1] 0.085649 -256.861022 -5.83775 11.675501 -0.0 NaN 5.83775 19859 SP500_micro caleb_strategy_v3 [-1] 958.21695 -254.378719 -1.304506 96.533462 93.92445 NaN 95.228956 19860 JPY caleb_strategy_v3 [-1] 0.000577 554.834271 -8.669285 156.047139 138.708568 NaN 147.377853 19862 RUSSELL caleb_strategy_v3 [-1] 552.531568 -68.774351 -1.809851 94.11227 90.492567 NaN 92.302418 19867 LIVECOW caleb_strategy_v3 [-1] 47.99206 -367.248249 -7.813793 166.694241 151.066656 NaN 158.880448 19848 NIKKEI caleb_strategy_v3 [-1] 12705.497228 -1.967652 -1.967652 43.288349 39.353045 NaN 41.320697 19849 NIKKEI caleb_strategy_v3 [-1] 12705.497228 -1.967652 -1.967652 55.094263 51.158958 NaN 53.12661 19846 NIKKEI caleb_strategy_v3 [-1] 12705.497228 41.320697 -1.967652 NaN NaN NaN NaN 19847 NIKKEI caleb_strategy_v3 [-1] 12705.497228 -19133.45032 19196.415191 NaN NaN NaN NaN 19861 NASDAQ_micro caleb_strategy_v3 [-1] 4650.307635 -380.082381 -0.537599 -21.503954 -22.579151 NaN -22.041553 19863 NASDAQ_micro caleb_strategy_v3 [-1] 4650.307635 -26446.906239 26017.902363 NaN NaN NaN NaN 19864 NASDAQ_micro caleb_strategy_v3 [-1] 4650.307635 -407.231123 -0.806398 -151.602873 -153.21567 NaN -152.409272 19865 NASDAQ_micro caleb_strategy_v3 [-1] 4650.307635 -26512.224498 25952.584104 NaN NaN NaN NaN 19866 NASDAQ_micro caleb_strategy_v3 [-1] 4650.307635 -559.102796 -0.537599 -147.839682 -148.914879 NaN -148.37728 =================================================================================================================================================================================== 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 19850 DAX caleb_strategy_v3 [1] 1.15417 53.668905 -1.731255 28.85425 25.39174 NaN 27.122995 19851 OAT caleb_strategy_v3 [-1] 1154.17 248.14655 -5.77085 -0.0 -11.5417 NaN -5.77085 19852 GASOIL caleb_strategy_v3 [-1] 100.0 -850.0 -25.0 75.0 25.0 NaN 50.0 19853 CRUDE_W caleb_strategy_v3 [1] 1000.0 300.0 -10.0 60.0 40.0 NaN 50.0 19854 COPPER caleb_strategy_v3 [-1] 25000.0 150.0 -12.5 137.5 112.5 NaN 125.0 19855 GOLD_micro caleb_strategy_v3 [-1] 10.0 -90.5 -1.5 59.0 56.0 NaN 57.5 19856 OJ _ROLL_PSEUDO_STRATEGY [1, -1] 150.0 -30.0 -97.5 90.0 -105.0 NaN -7.5 19857 OJ _ROLL_PSEUDO_STRATEGY [1, -1] 150.0 -285.0 172.5 67.5 412.5 NaN 240.0 19858 CHF caleb_strategy_v3 [-1] 125000.0 -275.0 -6.25 12.5 -0.0 NaN 6.25 19859 SP500_micro caleb_strategy_v3 [-1] 5.0 -121.875 -0.625 46.25 45.0 NaN 45.625 19860 JPY caleb_strategy_v3 [-1] 12500000.0 400.0 -6.25 112.5 100.0 NaN 106.25 19862 RUSSELL caleb_strategy_v3 [-1] 5.0 -19.0 -0.5 26.0 25.0 NaN 25.5 19867 LIVECOW caleb_strategy_v3 [-1] 400.0 -705.0 -15.0 320.0 290.0 NaN 305.0 19848 NIKKEI caleb_strategy_v3 [-1] 0.636458 -1.591146 -1.591146 35.005203 31.822912 NaN 33.414057 19849 NIKKEI caleb_strategy_v3 [-1] 0.636458 -1.591146 -1.591146 44.552077 41.369785 NaN 42.960931 19846 NIKKEI caleb_strategy_v3 [-1] 0.636458 33.414057 -1.591146 NaN NaN NaN NaN 19847 NIKKEI caleb_strategy_v3 [-1] 0.636458 -15472.299746 15523.216405 NaN NaN NaN NaN 19861 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -353.5 -0.5 -20.0 -21.0 NaN -20.5 19863 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -24597.25 24198.25 NaN NaN NaN NaN 19864 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -378.75 -0.75 -141.0 -142.5 NaN -141.75 19865 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -24658.0 24137.5 NaN NaN NaN NaN 19866 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -520.0 -0.5 -137.5 -138.5 NaN -138.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OJ -315.0 caleb_strategy_v3 CHF -275.0 COPPER 150.0 CRUDE_W 300.0 DAX 53.668905 GASOIL -850.0 GOLD_micro -90.5 JPY 400.0 LIVECOW -705.0 NASDAQ_micro -50507.5 NIKKEI -15442.06798 OAT 248.14655 RUSSELL -19.0 SP500_micro -121.875 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -315.0 caleb_strategy_v3 -66859.127525 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OJ 75.0 caleb_strategy_v3 CHF -6.25 COPPER -12.5 CRUDE_W -10.0 DAX -1.731255 GASOIL -25.0 GOLD_micro -1.5 JPY -6.25 LIVECOW -15.0 NASDAQ_micro 48334.0 NIKKEI 15518.442969 OAT -5.77085 RUSSELL -0.5 SP500_micro -0.625 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY 75.0 caleb_strategy_v3 63767.315864 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OJ 157.5 caleb_strategy_v3 CHF 12.5 COPPER 137.5 CRUDE_W 60.0 DAX 28.85425 GASOIL 75.0 GOLD_micro 59.0 JPY 112.5 LIVECOW 320.0 NASDAQ_micro -298.5 NIKKEI 79.55728 OAT -0.0 RUSSELL 26.0 SP500_micro 46.25 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 157.5 caleb_strategy_v3 658.66153 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OJ 307.5 caleb_strategy_v3 CHF -0.0 COPPER 112.5 CRUDE_W 40.0 DAX 25.39174 GASOIL 25.0 GOLD_micro 56.0 JPY 100.0 LIVECOW 290.0 NASDAQ_micro -302.0 NIKKEI 73.192697 OAT -11.5417 RUSSELL 25.0 SP500_micro 45.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 307.5 caleb_strategy_v3 478.542737 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY OJ 0 caleb_strategy_v3 CHF 0 COPPER 0 CRUDE_W 0 DAX 0 GASOIL 0 GOLD_micro 0 JPY 0 LIVECOW 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 RUSSELL 0 SP500_micro 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 OJ 232.5 caleb_strategy_v3 CHF 6.25 COPPER 125.0 CRUDE_W 50.0 DAX 27.122995 GASOIL 50.0 GOLD_micro 57.5 JPY 106.25 LIVECOW 305.0 NASDAQ_micro -300.25 NIKKEI 76.374988 OAT -5.77085 RUSSELL 25.5 SP500_micro 45.625 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 232.5 caleb_strategy_v3 568.602133 ******************************************************************************** END OF REPORT ********************************************************************************