******************************************************************************** Trades report produced on 05/12/2025 21:37 from 04/12/2025 21:37 to 05/12/2025 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20127 DAX caleb_strategy_v3 [20251200] 2025-12-05 08:00:44.000 [1] 23948.000000 20140 DOW caleb_strategy_v3 [20251200] 2025-12-05 15:14:37.000 [1] 48139.000000 20134 DX caleb_strategy_v3 [20260300] 2025-12-05 14:00:45.000 [1] 98.600000 20135 EUR caleb_strategy_v3 [20260300] 2025-12-05 15:10:34.000 [-1] 1.170800 20129 EUROSTX caleb_strategy_v3 [20251200] 2025-12-05 08:02:20.000 [1] 5737.000000 20131 EUROSTX caleb_strategy_v3 [20251200] 2025-12-05 08:13:28.000 [1] 5740.000000 20133 GASOIL caleb_strategy_v3 [20260300] 2025-12-05 09:01:30.000 [-1] 647.500000 20142 JPY caleb_strategy_v3 [20260300] 2025-12-05 15:25:38.000 [-1] 0.006503 20141 JPY caleb_strategy_v3 [20260300] 2025-12-05 19:45:06.665 [0] NaN 20136 JPY caleb_strategy_v3 [20260300] 2025-12-05 15:12:04.000 [-1] 0.006500 20144 LEANHOG caleb_strategy_v3 [20260400] 2025-12-05 15:37:46.000 [1] 86.600000 20143 LIVECOW caleb_strategy_v3 [20260200] 2025-12-05 15:37:44.000 [-1] 225.800000 20139 NASDAQ_micro caleb_strategy_v3 [20251200] 2025-12-05 15:14:36.000 [1] 25853.250000 20126 NIKKEI caleb_strategy_v3 [20260300] 2025-12-05 03:01:31.000 [1] 50365.000000 20128 OAT caleb_strategy_v3 [20260300] 2025-12-05 08:02:19.000 [-1] 120.810000 20130 OAT caleb_strategy_v3 [20260300] 2025-12-05 19:45:06.465 [0] NaN 20132 OAT caleb_strategy_v3 [20260300] 2025-12-05 08:15:59.000 [-1] 120.800000 20138 US10U caleb_strategy_v3 [20260300] 2025-12-05 15:14:34.000 [-1] 115.296875 20137 VIX caleb_strategy_v3 [20260300] 2025-12-05 15:14:33.000 [-1] 20.700000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20126 NIKKEI caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 03:01:30.133000 2025-12-05 03:01:31 97290.133 0.867 20127 DAX caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 08:00:44.169000 2025-12-05 08:00:44 115244.169 NaN 20129 EUROSTX caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 08:02:20.487000 2025-12-05 08:02:20 115340.487 NaN 20131 EUROSTX caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 08:12:27.702000 2025-12-05 08:13:28 115947.702 60.298 20133 GASOIL caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 09:00:18.915000 2025-12-05 09:01:30 118818.915 71.085 20134 DX caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 14:00:38.661000 2025-12-05 14:00:45 136838.661 6.339 20135 EUR caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 15:00:49.380000 2025-12-05 15:10:34 140449.38 584.62 20137 VIX caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 15:12:06.064000 2025-12-05 15:14:33 141126.064 146.936 20138 US10U caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 15:14:34.804000 2025-12-05 15:14:34 141274.804 NaN 20139 NASDAQ_micro caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 15:14:36.296000 2025-12-05 15:14:36 141276.296 NaN 20140 DOW caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 15:14:37.782000 2025-12-05 15:14:37 141277.782 NaN 20143 LIVECOW caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 15:30:16.315000 2025-12-05 15:37:44 142216.315 447.685 20144 LEANHOG caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 15:37:45.717000 2025-12-05 15:37:46 142665.717 0.283 20136 JPY caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 15:10:35.489000 2025-12-05 15:12:04 141035.489 88.511 20141 JPY caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 15:15:06.929000 2025-12-05 19:45:06.665000 141306.929 16199.736 20142 JPY caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 15:25:13.914000 2025-12-05 15:25:38 141913.914 24.086 20128 OAT caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 08:00:45.624000 2025-12-05 08:02:19 115245.624 93.376 20130 OAT caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 08:02:27.172000 2025-12-05 19:45:06.465000 115347.172 42159.293 20132 OAT caleb_strategy_v3 2025-12-04 00:00:00 2025-12-05 08:13:33.181000 2025-12-05 08:15:59 116013.181 145.819 =================================================================================================================================================================================================================================== 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 20126 NIKKEI caleb_strategy_v3 [1] 50615.0 None 50417.5 50420.0 50415.0 50415.0 50365.0 197.5 -2.5 55.0 50.0 NaN 52.5 20127 DAX caleb_strategy_v3 [1] 23905.0 None 23958.0 23959.0 23957.0 23957.0 23948.0 -53.0 -1.0 11.0 9.0 NaN 10.0 20129 EUROSTX caleb_strategy_v3 [1] 5722.0 None 5738.5 5739.0 5738.0 5738.0 5737.0 -16.5 -0.5 2.0 1.0 NaN 1.5 20131 EUROSTX caleb_strategy_v3 [1] 5722.0 None 5738.5 5739.0 5738.0 5738.0 5740.0 -16.5 -0.5 -1.0 -2.0 NaN -1.5 20133 GASOIL caleb_strategy_v3 [-1] 645.0 None 647.375 647.25 647.5 647.5 647.5 2.375 -0.125 0.25 -0.0 NaN 0.125 20134 DX caleb_strategy_v3 [1] 98.63 None 98.605 98.61 98.6 98.6 98.6 0.025 -0.005 0.01 0.0 NaN 0.005 20135 EUR caleb_strategy_v3 [-1] 1.1711 None 1.171375 1.17135 1.1714 1.1714 1.1708 0.000275 -0.000025 -0.00055 -0.0006 NaN -0.000575 20137 VIX caleb_strategy_v3 [-1] 20.9 None 20.775 20.75 20.8 20.8 20.7 -0.125 -0.025 -0.05 -0.1 NaN -0.075 20138 US10U caleb_strategy_v3 [-1] 115.34375 None 115.289062 115.28125 115.296875 115.296875 115.296875 -0.054688 -0.007812 0.015625 -0.0 NaN 0.007812 20139 NASDAQ_micro caleb_strategy_v3 [1] 25589.75 None 25806.25 25806.5 25806.0 NaN 25853.25 -216.5 -0.25 -46.75 NaN NaN -47.0 20140 DOW caleb_strategy_v3 [1] 47888.0 None 48144.0 48145.0 48143.0 48143.0 48139.0 -256.0 -1.0 6.0 4.0 NaN 5.0 20143 LIVECOW caleb_strategy_v3 [-1] 224.025 None 226.4 226.375 226.425 226.425 225.8 2.375 -0.025 -0.575 -0.625 NaN -0.6 20144 LEANHOG caleb_strategy_v3 [1] 85.825 None 86.7375 86.75 86.725 86.725 86.6 -0.9125 -0.0125 0.15 0.125 NaN 0.1375 20136 JPY caleb_strategy_v3 [-1] 0.00651 None 0.006501 0.006501 0.006502 0.006501 0.0065 -0.000009 -0.0 -0.000001 -0.000001 NaN -0.000001 20141 JPY caleb_strategy_v3 [-1] 0.00651 None 0.00325 0.0065 0.0 0.0 NaN -0.00326 0.00325 NaN NaN NaN NaN 20142 JPY caleb_strategy_v3 [-1] 0.00651 None 0.006502 0.006502 0.006503 0.006503 0.006503 -0.000008 -0.0 0.000001 -0.0 NaN 0.000001 20128 OAT caleb_strategy_v3 [-1] 120.81 None 120.845 120.84 120.85 120.85 120.81 0.035 -0.005 -0.03 -0.04 NaN -0.035 20130 OAT caleb_strategy_v3 [-1] 120.81 None 60.405 120.81 0.0 0.0 NaN -60.405 60.405 NaN NaN NaN NaN 20132 OAT caleb_strategy_v3 [-1] 120.81 None 120.825 120.82 120.83 120.83 120.8 0.015 -0.005 -0.02 -0.03 NaN -0.025 ===================================================================================================================================================================== 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 20126 NIKKEI caleb_strategy_v3 [1] 11053.623546 178.67444 -2.261702 49.757439 45.234036 NaN 47.495737 20127 DAX caleb_strategy_v3 [1] 3218.480426 -164.673986 -3.107056 34.17762 27.963507 NaN 31.070563 20129 EUROSTX caleb_strategy_v3 [1] 721.057393 -228.830606 -6.934261 27.737043 13.868522 NaN 20.802782 20131 EUROSTX caleb_strategy_v3 [1] 721.057393 -228.830606 -6.934261 -13.868522 -27.737043 NaN -20.802782 20133 GASOIL caleb_strategy_v3 [-1] 187.64053 126.571802 -6.661674 13.323348 -0.0 NaN 6.661674 20134 DX caleb_strategy_v3 [1] 5.120444 48.823888 -9.764778 19.529555 0.0 NaN 9.764778 20135 EUR caleb_strategy_v3 [-1] 0.057676 47.679751 -4.334523 -95.359502 -104.028547 NaN -99.694025 20137 VIX caleb_strategy_v3 [-1] 7.35852 -169.871125 -33.974225 -67.94845 -135.8969 NaN -101.922675 20138 US10U caleb_strategy_v3 [-1] 6.045632 -90.457865 -12.922552 25.845104 -0.0 NaN 12.922552 20139 NASDAQ_micro caleb_strategy_v3 [1] 4338.263207 -499.047637 -0.576267 -107.762019 NaN NaN -108.338286 20140 DOW caleb_strategy_v3 [1] 5874.744515 -435.763631 -1.702202 10.21321 6.808807 NaN 8.511008 20143 LIVECOW caleb_strategy_v3 [-1] 50.433136 470.920543 -4.957058 -114.012342 -123.926459 NaN -118.9694 20144 LEANHOG caleb_strategy_v3 [1] 19.174699 -475.88753 -6.519007 78.228087 65.190073 NaN 71.70908 20136 JPY caleb_strategy_v3 [-1] 0.00053 -169.761706 -9.431206 -9.431206 -28.293618 NaN -18.862412 20141 JPY caleb_strategy_v3 [-1] 0.00053 -61491.462485 61302.838367 NaN NaN NaN NaN 20142 JPY caleb_strategy_v3 [-1] 0.00053 -141.468089 -9.431206 18.862412 -0.0 NaN 9.431206 20128 OAT caleb_strategy_v3 [-1] 5.002408 69.966304 -9.995186 -59.971118 -79.961491 NaN -69.966304 20130 OAT caleb_strategy_v3 [-1] 5.002408 -120751.846159 120751.846159 NaN NaN NaN NaN 20132 OAT caleb_strategy_v3 [-1] 5.002408 29.985559 -9.995186 -39.980745 -59.971118 NaN -49.975932 ============================================================================================================================================================================ 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 20126 NIKKEI caleb_strategy_v3 [1] 0.646663 127.715986 -1.616658 35.566477 32.333161 NaN 33.949819 20127 DAX caleb_strategy_v3 [1] 1.165905 -61.792965 -1.165905 12.824955 10.493145 NaN 11.65905 20129 EUROSTX caleb_strategy_v3 [1] 11.65905 -192.374325 -5.829525 23.3181 11.65905 NaN 17.488575 20131 EUROSTX caleb_strategy_v3 [1] 11.65905 -192.374325 -5.829525 -11.65905 -23.3181 NaN -17.488575 20133 GASOIL caleb_strategy_v3 [-1] 100.0 237.5 -12.5 25.0 -0.0 NaN 12.5 20134 DX caleb_strategy_v3 [1] 1000.0 25.0 -5.0 10.0 0.0 NaN 5.0 20135 EUR caleb_strategy_v3 [-1] 125000.0 34.375 -3.125 -68.75 -75.0 NaN -71.875 20137 VIX caleb_strategy_v3 [-1] 1000.0 -125.0 -25.0 -50.0 -100.0 NaN -75.0 20138 US10U caleb_strategy_v3 [-1] 1000.0 -54.6875 -7.8125 15.625 -0.0 NaN 7.8125 20139 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -433.0 -0.5 -93.5 NaN NaN -94.0 20140 DOW caleb_strategy_v3 [1] 0.5 -128.0 -0.5 3.0 2.0 NaN 2.5 20143 LIVECOW caleb_strategy_v3 [-1] 400.0 950.0 -10.0 -230.0 -250.0 NaN -240.0 20144 LEANHOG caleb_strategy_v3 [1] 400.0 -365.0 -5.0 60.0 50.0 NaN 55.0 20136 JPY caleb_strategy_v3 [-1] 12500000.0 -112.5 -6.25 -6.25 -18.75 NaN -12.5 20141 JPY caleb_strategy_v3 [-1] 12500000.0 -40750.0 40625.0 NaN NaN NaN NaN 20142 JPY caleb_strategy_v3 [-1] 12500000.0 -93.75 -6.25 12.5 -0.0 NaN 6.25 20128 OAT caleb_strategy_v3 [-1] 1165.905 40.806675 -5.829525 -34.97715 -46.6362 NaN -40.806675 20130 OAT caleb_strategy_v3 [-1] 1165.905 -70426.491525 70426.491525 NaN NaN NaN NaN 20132 OAT caleb_strategy_v3 [-1] 1165.905 17.488575 -5.829525 -23.3181 -34.97715 NaN -29.147625 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DAX -61.792965 DOW -128.0 DX 25.0 EUR 34.375 EUROSTX -384.74865 GASOIL 237.5 JPY -40956.25 LEANHOG -365.0 LIVECOW 950.0 NASDAQ_micro -433.0 NIKKEI 127.715986 OAT -70368.196275 US10U -54.6875 VIX -125.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -111502.084404 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DAX -1.165905 DOW -0.5 DX -5.0 EUR -3.125 EUROSTX -11.65905 GASOIL -12.5 JPY 40612.5 LEANHOG -5.0 LIVECOW -10.0 NASDAQ_micro -0.5 NIKKEI -1.616658 OAT 70414.832475 US10U -7.8125 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 110943.453362 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DAX 12.824955 DOW 3.0 DX 10.0 EUR -68.75 EUROSTX 11.65905 GASOIL 25.0 JPY 6.25 LEANHOG 60.0 LIVECOW -230.0 NASDAQ_micro -93.5 NIKKEI 35.566477 OAT -58.29525 US10U 15.625 VIX -50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -320.619768 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 10.493145 DOW 2.0 DX 0.0 EUR -75.0 EUROSTX -11.65905 GASOIL -0.0 JPY -18.75 LEANHOG 50.0 LIVECOW -250.0 NASDAQ_micro 0 NIKKEI 32.333161 OAT -81.61335 US10U -0.0 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -442.196094 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 0 DOW 0 DX 0 EUR 0 EUROSTX 0 GASOIL 0 JPY 0 LEANHOG 0 LIVECOW 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 US10U 0 VIX 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 DAX 11.65905 DOW 2.5 DX 5.0 EUR -71.875 EUROSTX 0.0 GASOIL 12.5 JPY -6.25 LEANHOG 55.0 LIVECOW -240.0 NASDAQ_micro -94.0 NIKKEI 33.949819 OAT -69.9543 US10U 7.8125 VIX -75.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -428.657931 ******************************************************************************** END OF REPORT ********************************************************************************