******************************************************************************** Trades report produced on 03/12/2025 21:41 from 02/12/2025 21:41 to 03/12/2025 21:41 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 20083 GOLD_micro caleb_strategy_v3 [20260200] 2025-12-03 14:03:19.000 [1] 4265.400000 20084 JPY _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-03 19:45:02.868 [0, 0] NaN 20085 JPY _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-03 19:45:02.955 [0, 0] NaN 20086 JPY _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-03 19:45:03.005 [0, 0] NaN 20087 JPY _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-03 19:45:03.064 [0, 0] NaN 20088 JPY _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-03 19:45:03.147 [0, 0] NaN 20089 JPY _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-03 19:45:03.317 [0, 0] NaN 20090 JPY _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-03 19:45:03.470 [0, 0] NaN 20091 JPY _ROLL_PSEUDO_STRATEGY [20251200, 20260300] 2025-12-03 15:10:14.000 [1, -1] -0.000054 20082 NIKKEI caleb_strategy_v3 [20260300] 2025-12-03 03:01:26.000 [1] 49945.000000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20082 NIKKEI caleb_strategy_v3 2025-12-02 00:00:00 2025-12-03 03:01:25.028000 2025-12-03 03:01:26 97285.028 0.972 20083 GOLD_micro caleb_strategy_v3 2025-12-02 00:00:00 2025-12-03 14:00:48.167000 2025-12-03 14:03:19 136848.167 150.833 20084 JPY _ROLL_PSEUDO_STRATEGY 2025-12-02 20:00:00 2025-12-03 15:00:55.004000 2025-12-03 19:45:02.868000 68455.004 17047.864 20085 JPY _ROLL_PSEUDO_STRATEGY 2025-12-02 20:00:00 2025-12-03 15:01:59.172000 2025-12-03 19:45:02.955000 68519.172 16983.783 20086 JPY _ROLL_PSEUDO_STRATEGY 2025-12-02 20:00:00 2025-12-03 15:04:23.902000 2025-12-03 19:45:03.005000 68663.902 16839.103 20087 JPY _ROLL_PSEUDO_STRATEGY 2025-12-02 20:00:00 2025-12-03 15:05:25.621000 2025-12-03 19:45:03.064000 68725.621 16777.443 20088 JPY _ROLL_PSEUDO_STRATEGY 2025-12-02 20:00:00 2025-12-03 15:06:26.137000 2025-12-03 19:45:03.147000 68786.137 16717.01 20089 JPY _ROLL_PSEUDO_STRATEGY 2025-12-02 20:00:00 2025-12-03 15:07:26.150000 2025-12-03 19:45:03.317000 68846.15 16657.167 20090 JPY _ROLL_PSEUDO_STRATEGY 2025-12-02 20:00:00 2025-12-03 15:08:26.459000 2025-12-03 19:45:03.470000 68906.459 16597.011 20091 JPY _ROLL_PSEUDO_STRATEGY 2025-12-02 20:00:00 2025-12-03 15:09:26.441000 2025-12-03 15:10:14 68966.441 47.559 ======================================================================================================================================================================================================================================== 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 20082 NIKKEI caleb_strategy_v3 [1] 49610.0 None 49947.5 49950.0 49945.0 NaN 49945.0 -337.5 -2.5 5.0 NaN NaN 2.5 20083 GOLD_micro caleb_strategy_v3 [1] 4229.3 None 4257.5 4257.6 4257.4 4257.4 4265.4 -28.2 -0.1 -7.8 -8.0 NaN -7.9 20084 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.000053 None -0.000054 -0.000053 -0.000055 -0.000055 NaN 0.000001 -0.000001 NaN NaN NaN NaN 20085 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.000053 None -0.000054 -0.000053 -0.000055 -0.000055 NaN 0.000001 -0.000001 NaN NaN NaN NaN 20086 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.000053 None -0.000054 -0.000053 -0.000055 -0.000055 NaN 0.000001 -0.000001 NaN NaN NaN NaN 20087 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.000053 None -0.000054 -0.000053 -0.000055 -0.000055 NaN 0.000001 -0.000001 NaN NaN NaN NaN 20088 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.000053 None -0.000054 -0.000053 -0.000055 -0.000055 NaN 0.000001 -0.000001 NaN NaN NaN NaN 20089 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.000053 None -0.000054 -0.000053 -0.000055 -0.000055 NaN 0.000001 -0.000001 NaN NaN NaN NaN 20090 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.000053 None -0.000054 -0.000053 -0.000055 -0.000055 NaN 0.000001 -0.000001 NaN NaN NaN NaN 20091 JPY _ROLL_PSEUDO_STRATEGY [1, -1] -0.000053 None -0.000054 -0.000053 -0.000055 -0.000055 -0.000054 0.000001 -0.000001 0.000001 -0.000001 NaN -0.0 ====================================================================================================================================================================== 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 20082 NIKKEI caleb_strategy_v3 [1] 11391.564215 -296.271867 -2.194606 4.389213 NaN NaN 2.194606 20083 GOLD_micro caleb_strategy_v3 [1] 758.927922 -371.576788 -1.317648 -102.776558 -105.411855 NaN -104.094207 20084 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.000555 13.522388 -13.522388 NaN NaN NaN NaN 20085 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.000555 13.522388 -13.522388 NaN NaN NaN NaN 20086 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.000555 13.522388 -13.522388 NaN NaN NaN NaN 20087 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.000555 13.522388 -13.522388 NaN NaN NaN NaN 20088 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.000555 13.522388 -13.522388 NaN NaN NaN NaN 20089 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.000555 13.522388 -13.522388 NaN NaN NaN NaN 20090 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.000555 13.522388 -13.522388 NaN NaN NaN NaN 20091 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 0.000555 13.522388 -13.522388 9.014926 -18.029851 NaN -4.507463 =============================================================================================================================================================================== 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 20082 NIKKEI caleb_strategy_v3 [1] 0.642828 -216.9546 -1.607071 3.214142 NaN NaN 1.607071 20083 GOLD_micro caleb_strategy_v3 [1] 10.0 -282.0 -1.0 -78.0 -80.0 NaN -79.0 20084 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 12500000.0 9.375 -9.375 NaN NaN NaN NaN 20085 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 12500000.0 9.375 -9.375 NaN NaN NaN NaN 20086 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 12500000.0 9.375 -9.375 NaN NaN NaN NaN 20087 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 12500000.0 9.375 -9.375 NaN NaN NaN NaN 20088 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 12500000.0 9.375 -9.375 NaN NaN NaN NaN 20089 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 12500000.0 9.375 -9.375 NaN NaN NaN NaN 20090 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 12500000.0 9.375 -9.375 NaN NaN NaN NaN 20091 JPY _ROLL_PSEUDO_STRATEGY [1, -1] 12500000.0 9.375 -9.375 6.25 -12.5 NaN -3.125 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY JPY 75.0 caleb_strategy_v3 GOLD_micro -282.0 NIKKEI -216.9546 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 75.0 caleb_strategy_v3 -498.9546 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY JPY -75.0 caleb_strategy_v3 GOLD_micro -1.0 NIKKEI -1.607071 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -75.0 caleb_strategy_v3 -2.607071 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY JPY 6.25 caleb_strategy_v3 GOLD_micro -78.0 NIKKEI 3.214142 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 6.25 caleb_strategy_v3 -74.785858 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY JPY -12.5 caleb_strategy_v3 GOLD_micro -80.0 NIKKEI 0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -12.5 caleb_strategy_v3 -80.0 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY JPY 0 caleb_strategy_v3 GOLD_micro 0 NIKKEI 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 JPY -3.125 caleb_strategy_v3 GOLD_micro -79.0 NIKKEI 1.607071 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -3.125 caleb_strategy_v3 -77.392929 ******************************************************************************** END OF REPORT ********************************************************************************