******************************************************************************** Trades report produced on 28/11/2025 21:40 from 27/11/2025 21:40 to 28/11/2025 21:40 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20022 CAD caleb_strategy_v3 [20251200] 2025-11-28 15:03:26.000 [-1] 0.716000 20012 DAX caleb_strategy_v3 [20251200] 2025-11-28 08:00:36.000 [1] 23811.000000 20013 DAX caleb_strategy_v3 [20251200] 2025-11-28 08:01:35.000 [1] 23809.000000 20014 DAX caleb_strategy_v3 [20251200] 2025-11-28 08:02:35.000 [1] 23809.000000 20015 DAX caleb_strategy_v3 [20251200] 2025-11-28 08:03:35.000 [1] 23788.000000 20021 DOW caleb_strategy_v3 [20251200] 2025-11-28 15:03:24.000 [1] 47614.000000 20017 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-28 19:45:06.742 [0] NaN 20018 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-28 19:45:06.797 [0] NaN 20019 GOLD_micro caleb_strategy_v3 [20260200] 2025-11-28 14:29:09.000 [1] 4231.200000 20016 HEATOIL caleb_strategy_v3 [20260300] 2025-11-28 14:01:02.000 [1] 2.268900 20024 JPY caleb_strategy_v3 [20251200] 2025-11-28 15:09:53.000 [1] 0.006410 20026 JPY caleb_strategy_v3 [20251200] 2025-11-28 19:45:06.908 [0] NaN 20031 JPY caleb_strategy_v3 [20251200] 2025-11-28 15:45:32.000 [1] 0.006409 20030 LEANHOG caleb_strategy_v3 [20260400] 2025-11-28 15:41:16.000 [1] 86.100000 20023 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-11-28 15:03:27.000 [1] 25380.000000 20027 REDWHEAT caleb_strategy_v3 [20260500] 2025-11-28 15:30:20.000 [-1] 541.500000 20032 RUSSELL caleb_strategy_v3 [20260300] 2025-11-28 19:45:06.963 [0] NaN 20033 RUSSELL caleb_strategy_v3 [20260300] 2025-11-28 15:55:49.000 [-1] 2522.400000 20020 RUSSELL caleb_strategy_v3 [20260300] 2025-11-28 15:01:24.000 [-1] 2518.100000 20025 RUSSELL caleb_strategy_v3 [20260300] 2025-11-28 19:45:06.853 [0] NaN 20028 RUSSELL caleb_strategy_v3 [20260300] 2025-11-28 15:30:21.000 [-1] 2520.200000 20029 SOYMEAL caleb_strategy_v3 [20260500] 2025-11-28 15:35:48.000 [1] 329.800000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20012 DAX caleb_strategy_v3 2025-11-27 00:00:00 2025-11-28 08:00:35.938000 2025-11-28 08:00:36 115235.938 0.062 20013 DAX caleb_strategy_v3 2025-11-27 00:00:00 2025-11-28 08:01:35.614000 2025-11-28 08:01:35 115295.614 NaN 20014 DAX caleb_strategy_v3 2025-11-27 00:00:00 2025-11-28 08:02:35.657000 2025-11-28 08:02:35 115355.657 NaN 20015 DAX caleb_strategy_v3 2025-11-27 00:00:00 2025-11-28 08:03:35.517000 2025-11-28 08:03:35 115415.517 NaN 20016 HEATOIL caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 14:00:48.766000 2025-11-28 14:01:02 223248.766 13.234 20021 DOW caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:01:25.339000 2025-11-28 15:03:24 226885.339 118.661 20022 CAD caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:03:26.036000 2025-11-28 15:03:26 227006.036 NaN 20023 NASDAQ_micro caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:03:27.207000 2025-11-28 15:03:27 227007.207 NaN 20027 REDWHEAT caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:30:19.258000 2025-11-28 15:30:20 228619.258 0.742 20029 SOYMEAL caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:30:22.372000 2025-11-28 15:35:48 228622.372 325.628 20030 LEANHOG caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:35:49.434000 2025-11-28 15:41:16 228949.434 326.566 20032 RUSSELL caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:45:36.954000 2025-11-28 19:45:06.963000 229536.954 14370.009 20033 RUSSELL caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:55:41.019000 2025-11-28 15:55:49 230141.019 7.981 20020 RUSSELL caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:00:19.994000 2025-11-28 15:01:24 226819.994 64.006 20025 RUSSELL caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:10:14.215000 2025-11-28 19:45:06.853000 227414.215 16492.638 20028 RUSSELL caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:30:20.894000 2025-11-28 15:30:21 228620.894 0.106 20024 JPY caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:03:28.546000 2025-11-28 15:09:53 227008.546 384.454 20026 JPY caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:20:14.691000 2025-11-28 19:45:06.908000 228014.691 15892.217 20031 JPY caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 15:41:16.846000 2025-11-28 15:45:32 229276.846 255.154 20017 GOLD_micro caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 14:01:03.682000 2025-11-28 19:45:06.742000 223263.682 20643.06 20018 GOLD_micro caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 14:11:07.217000 2025-11-28 19:45:06.797000 223867.217 20039.58 20019 GOLD_micro caleb_strategy_v3 2025-11-26 00:00:00 2025-11-28 14:21:10.751000 2025-11-28 14:29:09 224470.751 478.249 ================================================================================================================================================================================================================================== 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 20012 DAX caleb_strategy_v3 [1] 23806.0 None 23815.0 23817.0 23813.0 23813.0 23811.0 -9.0 -2.0 6.0 2.0 NaN 4.0 20013 DAX caleb_strategy_v3 [1] 23806.0 None 23815.0 23817.0 23813.0 23813.0 23809.0 -9.0 -2.0 8.0 4.0 NaN 6.0 20014 DAX caleb_strategy_v3 [1] 23806.0 None 23815.0 23817.0 23813.0 23813.0 23809.0 -9.0 -2.0 8.0 4.0 NaN 6.0 20015 DAX caleb_strategy_v3 [1] 23806.0 None 23815.0 23817.0 23813.0 23813.0 23788.0 -9.0 -2.0 29.0 25.0 NaN 27.0 20016 HEATOIL caleb_strategy_v3 [1] 2.2381 None 2.2699 2.2709 2.2689 2.2689 2.2689 -0.0318 -0.001 0.002 0.0 NaN 0.001 20021 DOW caleb_strategy_v3 [1] 47560.0 None 47602.0 47603.0 47601.0 47601.0 47614.0 -42.0 -1.0 -11.0 -13.0 NaN -12.0 20022 CAD caleb_strategy_v3 [-1] 0.713 None 0.715725 0.7157 0.71575 0.71575 0.716 0.002725 -0.000025 0.0003 0.00025 NaN 0.000275 20023 NASDAQ_micro caleb_strategy_v3 [1] 25329.75 None 25383.625 25384.0 25383.25 25383.25 25380.0 -53.875 -0.375 4.0 3.25 NaN 3.625 20027 REDWHEAT caleb_strategy_v3 [-1] 542.25 None 541.0 540.75 541.25 541.25 541.5 -1.25 -0.25 0.75 0.25 NaN 0.5 20029 SOYMEAL caleb_strategy_v3 [1] 331.7 None 329.35 329.4 329.3 329.3 329.8 2.35 -0.05 -0.4 -0.5 NaN -0.45 20030 LEANHOG caleb_strategy_v3 [1] 85.55 None 85.9875 86.0 85.975 85.975 86.1 -0.4375 -0.0125 -0.1 -0.125 NaN -0.1125 20032 RUSSELL caleb_strategy_v3 [-1] 2523.4 None 1260.05 2520.1 0.0 0.0 NaN -1263.35 1260.05 NaN NaN NaN NaN 20033 RUSSELL caleb_strategy_v3 [-1] 2523.4 None 2522.25 2521.9 2522.6 2522.6 2522.4 -1.15 -0.35 0.5 -0.2 NaN 0.15 20020 RUSSELL caleb_strategy_v3 [-1] 2523.4 None 2519.5 2518.0 2521.0 2521.0 2518.1 -3.9 -1.5 0.1 -2.9 NaN -1.4 20025 RUSSELL caleb_strategy_v3 [-1] 2523.4 None 1258.5 2517.0 0.0 0.0 NaN -1264.9 1258.5 NaN NaN NaN NaN 20028 RUSSELL caleb_strategy_v3 [-1] 2523.4 None 2520.4 2519.7 2521.1 2521.1 2520.2 -3.0 -0.7 0.5 -0.9 NaN -0.2 20024 JPY caleb_strategy_v3 [1] 0.006404 None 0.006406 0.006406 0.006406 0.006406 0.00641 -0.000002 -0.0 -0.000004 -0.000004 NaN -0.000004 20026 JPY caleb_strategy_v3 [1] 0.006404 None 0.003205 0.00641 0.0 0.0 NaN 0.003199 -0.003205 NaN NaN NaN NaN 20031 JPY caleb_strategy_v3 [1] 0.006404 None 0.006407 0.006407 0.006406 0.006406 0.006409 -0.000003 -0.0 -0.000002 -0.000002 NaN -0.000002 20017 GOLD_micro caleb_strategy_v3 [1] 4197.2 None 4209.05 4209.3 4208.8 4208.8 NaN -11.85 -0.25 NaN NaN NaN NaN 20018 GOLD_micro caleb_strategy_v3 [1] 4197.2 None 2111.0 4222.0 0.0 0.0 NaN 2086.2 -2111.0 NaN NaN NaN NaN 20019 GOLD_micro caleb_strategy_v3 [1] 4197.2 None 4224.65 4225.0 4224.3 4224.3 4231.2 -27.45 -0.35 -6.2 -6.9 NaN -6.55 =================================================================================================================================================================== 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 20012 DAX caleb_strategy_v3 [1] 3341.948219 -26.930399 -5.984533 17.9536 5.984533 NaN 11.969066 20013 DAX caleb_strategy_v3 [1] 3341.948219 -26.930399 -5.984533 23.938133 11.969066 NaN 17.9536 20014 DAX caleb_strategy_v3 [1] 3341.948219 -26.930399 -5.984533 23.938133 11.969066 NaN 17.9536 20015 DAX caleb_strategy_v3 [1] 3341.948219 -26.930399 -5.984533 86.775731 74.806665 NaN 80.791198 20016 HEATOIL caleb_strategy_v3 [1] 0.749671 -424.185819 -13.339177 26.678353 0.0 NaN 13.339177 20021 DOW caleb_strategy_v3 [1] 6230.113757 -67.414499 -1.605107 -17.656178 -20.866393 NaN -19.261286 20022 CAD caleb_strategy_v3 [-1] 0.031604 862.241374 -7.910471 94.925656 79.104713 NaN 87.015185 20023 NASDAQ_micro caleb_strategy_v3 [1] 4786.928242 -112.546078 -0.783383 8.356089 6.789323 NaN 7.572706 20027 REDWHEAT caleb_strategy_v3 [-1] 121.713065 -102.70056 -20.540112 61.620336 20.540112 NaN 41.080224 20029 SOYMEAL caleb_strategy_v3 [1] 66.667487 352.495661 -7.499908 -59.999261 -74.999077 NaN -67.499169 20030 LEANHOG caleb_strategy_v3 [1] 20.675207 -211.606104 -6.045889 -48.36711 -60.458887 NaN -54.412998 20032 RUSSELL caleb_strategy_v3 [-1] 550.205984 -22961.400598 22901.423061 NaN NaN NaN NaN 20033 RUSSELL caleb_strategy_v3 [-1] 550.205984 -20.901263 -6.361254 9.087506 -3.635002 NaN 2.726252 20020 RUSSELL caleb_strategy_v3 [-1] 550.205984 -70.882544 -27.262517 1.817501 -52.707533 NaN -25.445016 20025 RUSSELL caleb_strategy_v3 [-1] 550.205984 -22989.571866 22873.251793 NaN NaN NaN NaN 20028 RUSSELL caleb_strategy_v3 [-1] 550.205984 -54.525034 -12.722508 9.087506 -16.35751 NaN -3.635002 20024 JPY caleb_strategy_v3 [1] 0.00056 -40.213633 -4.468181 -62.55454 -71.490903 NaN -67.022721 20026 JPY caleb_strategy_v3 [1] 0.00056 57174.849526 -57282.08588 NaN NaN NaN NaN 20031 JPY caleb_strategy_v3 [1] 0.00056 -49.149996 -4.468181 -35.745451 -44.681814 NaN -40.213633 20017 GOLD_micro caleb_strategy_v3 [1] 810.39437 -146.225103 -3.084918 NaN NaN NaN NaN 20018 GOLD_micro caleb_strategy_v3 [1] 810.39437 25743.021888 -26049.045731 NaN NaN NaN NaN 20019 GOLD_micro caleb_strategy_v3 [1] 810.39437 -338.723972 -4.318885 -76.505961 -85.143731 NaN -80.824846 ======================================================================================================================================================================== 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 20012 DAX caleb_strategy_v3 [1] 1.15832 -10.42488 -2.31664 6.94992 2.31664 NaN 4.63328 20013 DAX caleb_strategy_v3 [1] 1.15832 -10.42488 -2.31664 9.26656 4.63328 NaN 6.94992 20014 DAX caleb_strategy_v3 [1] 1.15832 -10.42488 -2.31664 9.26656 4.63328 NaN 6.94992 20015 DAX caleb_strategy_v3 [1] 1.15832 -10.42488 -2.31664 33.59128 28.958 NaN 31.27464 20016 HEATOIL caleb_strategy_v3 [1] 42000.0 -1335.6 -42.0 84.0 0.0 NaN 42.0 20021 DOW caleb_strategy_v3 [1] 0.5 -21.0 -0.5 -5.5 -6.5 NaN -6.0 20022 CAD caleb_strategy_v3 [-1] 100000.0 272.5 -2.5 30.0 25.0 NaN 27.5 20023 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -107.75 -0.75 8.0 6.5 NaN 7.25 20027 REDWHEAT caleb_strategy_v3 [-1] 50.0 -62.5 -12.5 37.5 12.5 NaN 25.0 20029 SOYMEAL caleb_strategy_v3 [1] 100.0 235.0 -5.0 -40.0 -50.0 NaN -45.0 20030 LEANHOG caleb_strategy_v3 [1] 400.0 -175.0 -5.0 -40.0 -50.0 NaN -45.0 20032 RUSSELL caleb_strategy_v3 [-1] 5.0 -6316.75 6300.25 NaN NaN NaN NaN 20033 RUSSELL caleb_strategy_v3 [-1] 5.0 -5.75 -1.75 2.5 -1.0 NaN 0.75 20020 RUSSELL caleb_strategy_v3 [-1] 5.0 -19.5 -7.5 0.5 -14.5 NaN -7.0 20025 RUSSELL caleb_strategy_v3 [-1] 5.0 -6324.5 6292.5 NaN NaN NaN NaN 20028 RUSSELL caleb_strategy_v3 [-1] 5.0 -15.0 -3.5 2.5 -4.5 NaN -1.0 20024 JPY caleb_strategy_v3 [1] 12500000.0 -28.125 -3.125 -43.75 -50.0 NaN -46.875 20026 JPY caleb_strategy_v3 [1] 12500000.0 39987.5 -40062.5 NaN NaN NaN NaN 20031 JPY caleb_strategy_v3 [1] 12500000.0 -34.375 -3.125 -25.0 -31.25 NaN -28.125 20017 GOLD_micro caleb_strategy_v3 [1] 10.0 -118.5 -2.5 NaN NaN NaN NaN 20018 GOLD_micro caleb_strategy_v3 [1] 10.0 20862.0 -21110.0 NaN NaN NaN NaN 20019 GOLD_micro caleb_strategy_v3 [1] 10.0 -274.5 -3.5 -62.0 -69.0 NaN -65.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CAD 272.5 DAX -41.69952 DOW -21.0 GOLD_micro 20469.0 HEATOIL -1335.6 JPY 39925.0 LEANHOG -175.0 NASDAQ_micro -107.75 REDWHEAT -62.5 RUSSELL -12681.5 SOYMEAL 235.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 46476.45048 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CAD -2.5 DAX -9.26656 DOW -0.5 GOLD_micro -21116.0 HEATOIL -42.0 JPY -40068.75 LEANHOG -5.0 NASDAQ_micro -0.75 REDWHEAT -12.5 RUSSELL 12580.0 SOYMEAL -5.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -48682.26656 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CAD 30.0 DAX 59.07432 DOW -5.5 GOLD_micro -62.0 HEATOIL 84.0 JPY -68.75 LEANHOG -40.0 NASDAQ_micro 8.0 REDWHEAT 37.5 RUSSELL 5.5 SOYMEAL -40.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 7.82432 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 25.0 DAX 40.5412 DOW -6.5 GOLD_micro -69.0 HEATOIL 0.0 JPY -81.25 LEANHOG -50.0 NASDAQ_micro 6.5 REDWHEAT 12.5 RUSSELL -20.0 SOYMEAL -50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -192.2088 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0 DAX 0 DOW 0 GOLD_micro 0 HEATOIL 0 JPY 0 LEANHOG 0 NASDAQ_micro 0 REDWHEAT 0 RUSSELL 0 SOYMEAL 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 CAD 27.5 DAX 49.80776 DOW -6.0 GOLD_micro -65.5 HEATOIL 42.0 JPY -75.0 LEANHOG -45.0 NASDAQ_micro 7.25 REDWHEAT 25.0 RUSSELL -7.25 SOYMEAL -45.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -92.19224 ******************************************************************************** END OF REPORT ********************************************************************************