******************************************************************************** Trades report produced on 15/12/2025 21:36 from 14/12/2025 21:36 to 15/12/2025 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20320 DOW caleb_strategy_v3 [20260300] 2025-12-15 15:00:48 [1] 48866.00 20321 DOW caleb_strategy_v3 [20260300] 2025-12-15 15:01:48 [1] 48877.00 20322 DOW caleb_strategy_v3 [20260300] 2025-12-15 15:02:48 [1] 48871.00 20323 SOYOIL caleb_strategy_v3 [20260500] 2025-12-15 15:30:53 [-1] 50.42 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20320 DOW caleb_strategy_v3 2025-12-12 00:00:00 2025-12-15 15:00:48.478000 2025-12-15 15:00:48 313248.478 NaN 20321 DOW caleb_strategy_v3 2025-12-12 00:00:00 2025-12-15 15:01:48.036000 2025-12-15 15:01:48 313308.036 NaN 20322 DOW caleb_strategy_v3 2025-12-12 00:00:00 2025-12-15 15:02:48.274000 2025-12-15 15:02:48 313368.274 NaN 20323 SOYOIL caleb_strategy_v3 2025-12-12 00:00:00 2025-12-15 15:30:52.718000 2025-12-15 15:30:53 315052.718 0.282 ============================================================================================================================================================================================================================ 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 20320 DOW caleb_strategy_v3 [1] 48879.0 None 48933.5 48934.0 48933.0 48933.0 48866.0 -54.5 -0.5 68.0 67.0 NaN 67.5 20321 DOW caleb_strategy_v3 [1] 48879.0 None 48933.5 48934.0 48933.0 48933.0 48877.0 -54.5 -0.5 57.0 56.0 NaN 56.5 20322 DOW caleb_strategy_v3 [1] 48879.0 None 48933.5 48934.0 48933.0 48933.0 48871.0 -54.5 -0.5 63.0 62.0 NaN 62.5 20323 SOYOIL caleb_strategy_v3 [-1] 50.99 None 50.535 50.53 50.54 NaN 50.42 -0.455 -0.005 -0.11 NaN NaN -0.115 ============================================================================================================================================================== 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 20320 DOW caleb_strategy_v3 [1] 5861.906674 -92.973162 -0.852965 116.003212 114.297282 NaN 115.150247 20321 DOW caleb_strategy_v3 [1] 5861.906674 -92.973162 -0.852965 97.237986 95.532057 NaN 96.385021 20322 DOW caleb_strategy_v3 [1] 5861.906674 -92.973162 -0.852965 107.473564 105.767634 NaN 106.620599 20323 SOYOIL caleb_strategy_v3 [-1] 9.519673 -477.95759 -5.252281 -115.550187 NaN NaN -120.802468 ======================================================================================================================================================================== 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 20320 DOW caleb_strategy_v3 [1] 0.5 -27.25 -0.25 34.0 33.5 NaN 33.75 20321 DOW caleb_strategy_v3 [1] 0.5 -27.25 -0.25 28.5 28.0 NaN 28.25 20322 DOW caleb_strategy_v3 [1] 0.5 -27.25 -0.25 31.5 31.0 NaN 31.25 20323 SOYOIL caleb_strategy_v3 [-1] 600.0 -273.0 -3.0 -66.0 NaN NaN -69.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DOW -81.75 SOYOIL -273.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -354.75 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DOW -0.75 SOYOIL -3.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -3.75 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DOW 94.0 SOYOIL -66.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 28.0 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 92.5 SOYOIL 0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 92.5 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 0 SOYOIL 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 DOW 93.25 SOYOIL -69.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 24.25 ******************************************************************************** END OF REPORT ********************************************************************************