******************************************************************************** Trades report produced on 11/12/2025 21:34 from 10/12/2025 21:34 to 11/12/2025 21:34 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20279 BUND caleb_strategy_v3 [20260300] 2025-12-11 08:30:08.000 [-1] 127.450000 20278 BUND caleb_strategy_v3 [20260300] 2025-12-11 19:45:31.847 [0] NaN 20275 BUND caleb_strategy_v3 [20260300] 2025-12-11 19:45:31.810 [0] NaN 20286 CAD caleb_strategy_v3 [20260300] 2025-12-11 15:01:44.000 [1] 0.729000 20280 CANOLA caleb_strategy_v3 [20260300] 2025-12-11 14:00:42.000 [-1] 629.100000 20283 CHF caleb_strategy_v3 [20260300] 2025-12-11 15:01:42.000 [1] 1.271300 20277 DAX caleb_strategy_v3 [20251200] 2025-12-11 08:18:12.000 [1] 24054.000000 20285 DOW caleb_strategy_v3 [20260300] 2025-12-11 15:01:43.000 [1] 48681.000000 20281 EUR caleb_strategy_v3 [20260300] 2025-12-11 15:00:51.000 [1] 1.179000 20276 EUROSTX caleb_strategy_v3 [20251200] 2025-12-11 08:18:11.000 [-1] 5698.000000 20282 JPY caleb_strategy_v3 [20260300] 2025-12-11 15:01:40.000 [1] 0.006504 20289 JPY caleb_strategy_v3 [20260300] 2025-12-11 15:11:54.000 [1] 0.006504 20288 JPY caleb_strategy_v3 [20260300] 2025-12-11 19:45:31.884 [0] NaN 20290 LEANHOG caleb_strategy_v3 [20260400] 2025-12-11 15:30:59.000 [1] 88.925000 20270 NIKKEI caleb_strategy_v3 [20260300] 2025-12-11 03:01:13.000 [1] 50260.000000 20274 NIKKEI caleb_strategy_v3 [20260300] 2025-12-11 03:05:13.000 [1] 50105.000000 20273 NIKKEI caleb_strategy_v3 [20260300] 2025-12-11 03:04:13.000 [1] 50080.000000 20272 NIKKEI caleb_strategy_v3 [20260300] 2025-12-11 03:03:13.000 [1] 50105.000000 20271 NIKKEI caleb_strategy_v3 [20260300] 2025-12-11 03:02:13.000 [1] 50210.000000 20284 RUSSELL caleb_strategy_v3 [20260300] 2025-12-11 15:01:42.000 [1] 2581.800000 20294 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-11 19:45:31.993 [0] NaN 20291 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-11 19:45:31.921 [0] NaN 20292 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-11 19:45:31.957 [0] NaN 20293 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-11 15:51:43.000 [1] 312.200000 20295 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-11 16:03:23.000 [1] 313.100000 20287 VIX caleb_strategy_v3 [20260300] 2025-12-11 15:01:45.000 [-1] 20.650000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20270 NIKKEI caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 03:01:13.021000 2025-12-11 03:01:13 97273.021 NaN 20271 NIKKEI caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 03:02:12.944000 2025-12-11 03:02:13 97332.944 0.056 20272 NIKKEI caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 03:03:12.960000 2025-12-11 03:03:13 97392.96 0.04 20273 NIKKEI caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 03:04:12.846000 2025-12-11 03:04:13 97452.846 0.154 20274 NIKKEI caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 03:05:13.476000 2025-12-11 03:05:13 97513.476 NaN 20276 EUROSTX caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 08:10:28.425000 2025-12-11 08:18:11 115828.425 462.575 20277 DAX caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 08:18:12.225000 2025-12-11 08:18:12 116292.225 NaN 20280 CANOLA caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 14:00:42.057000 2025-12-11 14:00:42 136842.057 NaN 20281 EUR caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:00:50.965000 2025-12-11 15:00:51 140450.965 0.035 20283 CHF caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:01:42.009000 2025-12-11 15:01:42 140502.009 NaN 20284 RUSSELL caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:01:42.909000 2025-12-11 15:01:42 140502.909 NaN 20285 DOW caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:01:43.813000 2025-12-11 15:01:43 140503.813 NaN 20286 CAD caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:01:44.617000 2025-12-11 15:01:44 140504.617 NaN 20287 VIX caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:01:45.602000 2025-12-11 15:01:45 140505.602 NaN 20290 LEANHOG caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:30:58.289000 2025-12-11 15:30:59 142258.289 0.711 20288 JPY caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:01:51.092000 2025-12-11 19:45:31.884000 140511.092 17020.792 20289 JPY caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:11:53.965000 2025-12-11 15:11:54 141113.965 0.035 20282 JPY caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:00:51.861000 2025-12-11 15:01:40 140451.861 48.139 20275 BUND caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 08:00:27.233000 2025-12-11 19:45:31.810000 115227.233 42304.577 20278 BUND caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 08:18:14.930000 2025-12-11 19:45:31.847000 116294.93 41236.917 20279 BUND caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 08:28:17.583000 2025-12-11 08:30:08 116897.583 110.417 20291 SOYMEAL caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:31:00.494000 2025-12-11 19:45:31.921000 142260.494 15271.427 20292 SOYMEAL caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:41:03.453000 2025-12-11 19:45:31.957000 142863.453 14668.504 20293 SOYMEAL caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:51:06.328000 2025-12-11 15:51:43 143466.328 36.672 20294 SOYMEAL caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 15:52:06.355000 2025-12-11 19:45:31.993000 143526.355 14005.638 20295 SOYMEAL caleb_strategy_v3 2025-12-10 00:00:00 2025-12-11 16:02:24.736000 2025-12-11 16:03:23 144144.736 58.264 ================================================================================================================================================================================================================================= 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 20270 NIKKEI caleb_strategy_v3 [1] 50670.0 None 50317.5 50320.0 50315.0 50315.0 50260.0 352.5 -2.5 60.0 55.0 NaN 57.5 20271 NIKKEI caleb_strategy_v3 [1] 50670.0 None 50317.5 50320.0 50315.0 50315.0 50210.0 352.5 -2.5 110.0 105.0 NaN 107.5 20272 NIKKEI caleb_strategy_v3 [1] 50670.0 None 50312.5 50315.0 50310.0 50310.0 50105.0 357.5 -2.5 210.0 205.0 NaN 207.5 20273 NIKKEI caleb_strategy_v3 [1] 50670.0 None 50332.5 50335.0 50330.0 50330.0 50080.0 337.5 -2.5 255.0 250.0 NaN 252.5 20274 NIKKEI caleb_strategy_v3 [1] 50670.0 None 50332.5 50335.0 50330.0 50330.0 50105.0 337.5 -2.5 230.0 225.0 NaN 227.5 20276 EUROSTX caleb_strategy_v3 [-1] 5732.0 None 5712.5 5712.0 5713.0 5713.0 5698.0 -19.5 -0.5 -14.0 -15.0 NaN -14.5 20277 DAX caleb_strategy_v3 [1] 24184.0 None 24056.0 24057.0 24055.0 24055.0 24054.0 128.0 -1.0 3.0 1.0 NaN 2.0 20280 CANOLA caleb_strategy_v3 [-1] 626.5 None 628.95 628.9 629.0 NaN 629.1 2.45 -0.05 0.2 NaN NaN 0.15 20281 EUR caleb_strategy_v3 [1] 1.1737 None 1.179525 1.17955 1.1795 1.1795 1.179 -0.005825 -0.000025 0.00055 0.0005 NaN 0.000525 20283 CHF caleb_strategy_v3 [1] 1.26065 None 1.2717 1.27175 1.27165 1.27165 1.2713 -0.01105 -0.00005 0.00045 0.00035 NaN 0.0004 20284 RUSSELL caleb_strategy_v3 [1] 2586.7 None 2586.05 2586.9 2585.2 2585.2 2581.8 0.65 -0.85 5.1 3.4 NaN 4.25 20285 DOW caleb_strategy_v3 [1] 48499.0 None 48693.5 48695.0 48692.0 48692.0 48681.0 -194.5 -1.5 14.0 11.0 NaN 12.5 20286 CAD caleb_strategy_v3 [1] 0.72695 None 0.729125 0.72915 0.7291 0.7291 0.729 -0.002175 -0.000025 0.00015 0.0001 NaN 0.000125 20287 VIX caleb_strategy_v3 [-1] 20.4 None 20.625 20.6 20.65 20.65 20.65 0.225 -0.025 0.05 -0.0 NaN 0.025 20290 LEANHOG caleb_strategy_v3 [1] 87.375 None 89.05 89.075 89.025 89.025 88.925 -1.675 -0.025 0.15 0.1 NaN 0.125 20288 JPY caleb_strategy_v3 [1] 0.006456 None 0.003252 0.006503 0.0 0.0 NaN 0.003204 -0.003252 NaN NaN NaN NaN 20289 JPY caleb_strategy_v3 [1] 0.006456 None 0.006504 0.006504 0.006504 0.006504 0.006504 -0.000049 -0.0 0.0 -0.0 NaN 0.0 20282 JPY caleb_strategy_v3 [1] 0.006456 None 0.006504 0.006504 0.006503 0.006503 0.006504 -0.000048 -0.0 0.0 -0.000001 NaN -0.0 20275 BUND caleb_strategy_v3 [-1] 127.32 None 127.515 127.51 127.52 127.52 NaN 0.195 -0.005 NaN NaN NaN NaN 20278 BUND caleb_strategy_v3 [-1] 127.32 None 63.745 127.49 0.0 0.0 NaN -63.575 63.745 NaN NaN NaN NaN 20279 BUND caleb_strategy_v3 [-1] 127.32 None 127.445 127.44 127.45 127.45 127.45 0.125 -0.005 0.01 -0.0 NaN 0.005 20291 SOYMEAL caleb_strategy_v3 [1] 311.2 None 311.2 311.3 311.1 311.1 NaN -0.0 -0.1 NaN NaN NaN NaN 20292 SOYMEAL caleb_strategy_v3 [1] 311.2 None 155.75 311.5 0.0 0.0 NaN 155.45 -155.75 NaN NaN NaN NaN 20293 SOYMEAL caleb_strategy_v3 [1] 311.2 None 312.05 312.1 312.0 312.0 312.2 -0.85 -0.05 -0.1 -0.2 NaN -0.15 20294 SOYMEAL caleb_strategy_v3 [1] 311.2 None 156.1 312.2 0.0 0.0 NaN 155.1 -156.1 NaN NaN NaN NaN 20295 SOYMEAL caleb_strategy_v3 [1] 311.2 None 312.25 312.3 312.2 312.2 313.1 -1.05 -0.05 -0.8 -0.9 NaN -0.85 ===================================================================================================================================================================== 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 20270 NIKKEI caleb_strategy_v3 [1] 10202.782916 345.493972 -2.450312 58.807485 53.906861 NaN 56.357173 20271 NIKKEI caleb_strategy_v3 [1] 10202.782916 345.493972 -2.450312 107.813722 102.913098 NaN 105.36341 20272 NIKKEI caleb_strategy_v3 [1] 10202.782916 350.394596 -2.450312 205.826196 200.925573 NaN 203.375885 20273 NIKKEI caleb_strategy_v3 [1] 10202.782916 330.792101 -2.450312 249.93181 245.031186 NaN 247.481498 20274 NIKKEI caleb_strategy_v3 [1] 10202.782916 330.792101 -2.450312 225.428691 220.528068 NaN 222.978379 20276 EUROSTX caleb_strategy_v3 [-1] 709.268619 -274.931098 -7.049515 -197.386429 -211.48546 NaN -204.435945 20277 DAX caleb_strategy_v3 [1] 3098.237013 413.13818 -3.227642 9.682926 3.227642 NaN 6.455284 20280 CANOLA caleb_strategy_v3 [-1] 110.679246 221.360381 -4.517559 18.070235 NaN NaN 13.552676 20281 EUR caleb_strategy_v3 [1] 0.060144 -968.505337 -4.156675 91.446856 83.133505 NaN 87.290181 20283 CHF caleb_strategy_v3 [1] 0.087209 -1267.066592 -5.733333 51.599997 40.133331 NaN 45.866664 20284 RUSSELL caleb_strategy_v3 [1] 494.519016 13.144085 -17.188419 103.130513 68.753676 NaN 85.942094 20285 DOW caleb_strategy_v3 [1] 6043.114873 -321.853885 -2.482164 23.166861 18.202533 NaN 20.684697 20286 CAD caleb_strategy_v3 [1] 0.036845 -590.308353 -6.785153 40.710921 27.140614 NaN 33.925767 20287 VIX caleb_strategy_v3 [-1] 6.974636 322.597464 -35.844163 71.688325 -0.0 NaN 35.844163 20290 LEANHOG caleb_strategy_v3 [1] 18.54373 -903.27028 -13.481646 80.889876 53.926584 NaN 67.40823 20288 JPY caleb_strategy_v3 [1] 0.000535 59859.769637 -60756.61519 NaN NaN NaN NaN 20289 JPY caleb_strategy_v3 [1] 0.000535 -910.858765 -4.671071 9.342141 -0.0 NaN 4.671071 20282 JPY caleb_strategy_v3 [1] 0.000535 -901.516624 -4.671071 0.0 -9.342141 NaN -4.671071 20275 BUND caleb_strategy_v3 [-1] 5.286245 368.8819 -9.45851 NaN NaN NaN NaN 20278 BUND caleb_strategy_v3 [-1] 5.286245 -120264.957976 120586.547325 NaN NaN NaN NaN 20279 BUND caleb_strategy_v3 [-1] 5.286245 236.462757 -9.45851 18.917021 -0.0 NaN 9.45851 20291 SOYMEAL caleb_strategy_v3 [1] 59.678471 -0.0 -16.756462 NaN NaN NaN NaN 20292 SOYMEAL caleb_strategy_v3 [1] 59.678471 26047.919565 -26098.18895 NaN NaN NaN NaN 20293 SOYMEAL caleb_strategy_v3 [1] 59.678471 -142.429924 -8.378231 -16.756462 -33.512923 NaN -25.134692 20294 SOYMEAL caleb_strategy_v3 [1] 59.678471 25989.27195 -26156.836566 NaN NaN NaN NaN 20295 SOYMEAL caleb_strategy_v3 [1] 59.678471 -175.942847 -8.378231 -134.051693 -150.808154 NaN -142.429924 ========================================================================================================================================================================= 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 20270 NIKKEI caleb_strategy_v3 [1] 0.641089 225.983992 -1.602723 38.46536 35.259914 NaN 36.862637 20271 NIKKEI caleb_strategy_v3 [1] 0.641089 225.983992 -1.602723 70.519827 67.314381 NaN 68.917104 20272 NIKKEI caleb_strategy_v3 [1] 0.641089 229.189439 -1.602723 134.628761 131.423314 NaN 133.026038 20273 NIKKEI caleb_strategy_v3 [1] 0.641089 216.367652 -1.602723 163.477781 160.272335 NaN 161.875058 20274 NIKKEI caleb_strategy_v3 [1] 0.641089 216.367652 -1.602723 147.450548 144.245101 NaN 145.847825 20276 EUROSTX caleb_strategy_v3 [-1] 11.69 -227.955 -5.845 -163.66 -175.35 NaN -169.505 20277 DAX caleb_strategy_v3 [1] 1.169 149.632 -1.169 3.507 1.169 NaN 2.338 20280 CANOLA caleb_strategy_v3 [-1] 14.473927 35.461121 -0.723696 2.894785 NaN NaN 2.171089 20281 EUR caleb_strategy_v3 [1] 125000.0 -728.125 -3.125 68.75 62.5 NaN 65.625 20283 CHF caleb_strategy_v3 [1] 125000.0 -1381.25 -6.25 56.25 43.75 NaN 50.0 20284 RUSSELL caleb_strategy_v3 [1] 5.0 3.25 -4.25 25.5 17.0 NaN 21.25 20285 DOW caleb_strategy_v3 [1] 0.5 -97.25 -0.75 7.0 5.5 NaN 6.25 20286 CAD caleb_strategy_v3 [1] 100000.0 -217.5 -2.5 15.0 10.0 NaN 12.5 20287 VIX caleb_strategy_v3 [-1] 1000.0 225.0 -25.0 50.0 -0.0 NaN 25.0 20290 LEANHOG caleb_strategy_v3 [1] 400.0 -670.0 -10.0 60.0 40.0 NaN 50.0 20288 JPY caleb_strategy_v3 [1] 12500000.0 40046.875 -40646.875 NaN NaN NaN NaN 20289 JPY caleb_strategy_v3 [1] 12500000.0 -609.375 -3.125 6.25 -0.0 NaN 3.125 20282 JPY caleb_strategy_v3 [1] 12500000.0 -603.125 -3.125 0.0 -6.25 NaN -3.125 20275 BUND caleb_strategy_v3 [-1] 1169.0 227.955 -5.845 NaN NaN NaN NaN 20278 BUND caleb_strategy_v3 [-1] 1169.0 -74319.175 74517.905 NaN NaN NaN NaN 20279 BUND caleb_strategy_v3 [-1] 1169.0 146.125 -5.845 11.69 -0.0 NaN 5.845 20291 SOYMEAL caleb_strategy_v3 [1] 100.0 -0.0 -10.0 NaN NaN NaN NaN 20292 SOYMEAL caleb_strategy_v3 [1] 100.0 15545.0 -15575.0 NaN NaN NaN NaN 20293 SOYMEAL caleb_strategy_v3 [1] 100.0 -85.0 -5.0 -10.0 -20.0 NaN -15.0 20294 SOYMEAL caleb_strategy_v3 [1] 100.0 15510.0 -15610.0 NaN NaN NaN NaN 20295 SOYMEAL caleb_strategy_v3 [1] 100.0 -105.0 -5.0 -80.0 -90.0 NaN -85.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND -73945.095 CAD -217.5 CANOLA 35.461121 CHF -1381.25 DAX 149.632 DOW -97.25 EUR -728.125 EUROSTX -227.955 JPY 38834.375 LEANHOG -670.0 NIKKEI 1113.892727 RUSSELL 3.25 SOYMEAL 30865.0 VIX 225.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -6040.564152 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND 74506.215 CAD -2.5 CANOLA -0.723696 CHF -6.25 DAX -1.169 DOW -0.75 EUR -3.125 EUROSTX -5.845 JPY -40653.125 LEANHOG -10.0 NIKKEI -8.013617 RUSSELL -4.25 SOYMEAL -31205.0 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 2580.463687 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 11.69 CAD 15.0 CANOLA 2.894785 CHF 56.25 DAX 3.507 DOW 7.0 EUR 68.75 EUROSTX -163.66 JPY 6.25 LEANHOG 60.0 NIKKEI 554.542278 RUSSELL 25.5 SOYMEAL -90.0 VIX 50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 607.724064 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND -0.0 CAD 10.0 CANOLA 0 CHF 43.75 DAX 1.169 DOW 5.5 EUR 62.5 EUROSTX -175.35 JPY -6.25 LEANHOG 40.0 NIKKEI 538.515045 RUSSELL 17.0 SOYMEAL -110.0 VIX -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 426.834045 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 CAD 0 CANOLA 0 CHF 0 DAX 0 DOW 0 EUR 0 EUROSTX 0 JPY 0 LEANHOG 0 NIKKEI 0 RUSSELL 0 SOYMEAL 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 BUND 5.845 CAD 12.5 CANOLA 2.171089 CHF 50.0 DAX 2.338 DOW 6.25 EUR 65.625 EUROSTX -169.505 JPY -0.0 LEANHOG 50.0 NIKKEI 546.528662 RUSSELL 21.25 SOYMEAL -100.0 VIX 25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 518.002751 ******************************************************************************** END OF REPORT ********************************************************************************