******************************************************************************** Trades report produced on 19/12/2025 21:44 from 18/12/2025 21:44 to 19/12/2025 21:44 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20420 BUND caleb_strategy_v3 [20260300] 2025-12-19 08:00:04.000 [-1] 127.3900 20421 DAX caleb_strategy_v3 [20251200] 2025-12-19 08:05:26.000 [1] 24183.0000 20423 EUR caleb_strategy_v3 [20260300] 2025-12-19 15:03:14.000 [-1] 1.1776 20430 FEEDCOW caleb_strategy_v3 [20260400] 2025-12-19 15:30:13.000 [-1] 336.6250 20422 HEATOIL caleb_strategy_v3 [20260400] 2025-12-19 14:10:04.000 [-1] 2.0705 20424 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-19 15:03:16.000 [-1] 25572.2500 20419 NIKKEI caleb_strategy_v3 [20260300] 2025-12-19 03:08:03.000 [-1] 49650.0000 20425 SP500_micro caleb_strategy_v3 [20260300] 2025-12-19 15:07:35.000 [1] 6877.5000 20426 SP500_micro caleb_strategy_v3 [20260300] 2025-12-19 19:45:00.854 [0] NaN 20427 SP500_micro caleb_strategy_v3 [20260300] 2025-12-19 15:18:24.000 [1] 6877.2500 20428 SP500_micro caleb_strategy_v3 [20260300] 2025-12-19 19:45:00.900 [0] NaN 20429 SP500_micro caleb_strategy_v3 [20260300] 2025-12-19 15:29:10.000 [1] 6875.5000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20419 NIKKEI caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 03:01:22.189000 2025-12-19 03:08:03 97282.189 400.811 20420 BUND caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 08:00:03.835000 2025-12-19 08:00:04 115203.835 0.165 20421 DAX caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 08:01:00.958000 2025-12-19 08:05:26 115260.958 265.042 20422 HEATOIL caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 14:00:49.886000 2025-12-19 14:10:04 136849.886 554.114 20423 EUR caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 15:00:24.595000 2025-12-19 15:03:14 140424.595 169.405 20424 NASDAQ_micro caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 15:03:16.222000 2025-12-19 15:03:16 140596.222 NaN 20430 FEEDCOW caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 15:30:12.396000 2025-12-19 15:30:13 142212.396 0.604 20425 SP500_micro caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 15:03:17.586000 2025-12-19 15:07:35 140597.586 257.414 20426 SP500_micro caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 15:07:59.656000 2025-12-19 19:45:00.854000 140879.656 16621.198 20427 SP500_micro caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 15:18:05.308000 2025-12-19 15:18:24 141485.308 18.692 20428 SP500_micro caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 15:19:05.918000 2025-12-19 19:45:00.900000 141545.918 15954.982 20429 SP500_micro caleb_strategy_v3 2025-12-18 00:00:00 2025-12-19 15:29:10.616000 2025-12-19 15:29:10 142150.616 NaN ================================================================================================================================================================================================================================= 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 20419 NIKKEI caleb_strategy_v3 [-1] 49325.0 None 49667.5 49665.0 49670.0 49670.0 49650.0 342.5 -2.5 -15.0 -20.0 NaN -17.5 20420 BUND caleb_strategy_v3 [-1] 127.54 None 127.375 127.37 127.38 127.38 127.39 -0.165 -0.005 0.02 0.01 NaN 0.015 20421 DAX caleb_strategy_v3 [1] 24131.0 None 24156.5 24183.0 24130.0 24130.0 24183.0 -25.5 -26.5 0.0 -53.0 NaN -26.5 20422 HEATOIL caleb_strategy_v3 [-1] 2.0627 None 2.07265 2.0723 2.073 2.073 2.0705 0.00995 -0.00035 -0.0018 -0.0025 NaN -0.00215 20423 EUR caleb_strategy_v3 [-1] 1.1773 None 1.177725 1.1777 1.17775 1.17775 1.1776 0.000425 -0.000025 -0.0001 -0.00015 NaN -0.000125 20424 NASDAQ_micro caleb_strategy_v3 [-1] 25221.0 None 25547.0 25546.75 25547.25 25547.25 25572.25 326.0 -0.25 25.5 25.0 NaN 25.25 20430 FEEDCOW caleb_strategy_v3 [-1] 333.375 None 336.1 336.025 336.175 336.175 336.625 2.725 -0.075 0.6 0.45 NaN 0.525 20425 SP500_micro caleb_strategy_v3 [1] 6831.25 None 6876.125 6876.25 6876.0 6876.0 6877.5 -44.875 -0.125 -1.25 -1.5 NaN -1.375 20426 SP500_micro caleb_strategy_v3 [1] 6831.25 None 3438.75 6877.5 0.0 0.0 NaN 3392.5 -3438.75 NaN NaN NaN NaN 20427 SP500_micro caleb_strategy_v3 [1] 6831.25 None 6875.875 6876.0 6875.75 6875.75 6877.25 -44.625 -0.125 -1.25 -1.5 NaN -1.375 20428 SP500_micro caleb_strategy_v3 [1] 6831.25 None 3439.125 6878.25 0.0 0.0 NaN 3392.125 -3439.125 NaN NaN NaN NaN 20429 SP500_micro caleb_strategy_v3 [1] 6831.25 None 6876.625 6876.75 6876.5 6876.5 6875.5 -45.375 -0.125 1.25 1.0 NaN 1.125 =================================================================================================================================================================== 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 20419 NIKKEI caleb_strategy_v3 [-1] 10274.434396 333.351683 -2.433224 -14.599344 -19.465792 NaN -17.032568 20420 BUND caleb_strategy_v3 [-1] 5.194305 -317.655594 -9.625927 38.503708 19.251854 NaN 28.877781 20421 DAX caleb_strategy_v3 [1] 2902.313335 -87.860948 -91.306475 0.0 -182.61295 NaN -91.306475 20422 HEATOIL caleb_strategy_v3 [-1] 0.634721 156.761853 -5.514236 -28.358928 -39.3874 NaN -33.873164 20423 EUR caleb_strategy_v3 [-1] 0.054491 77.994088 -4.587888 -18.35155 -27.527325 NaN -22.939438 20424 NASDAQ_micro caleb_strategy_v3 [-1] 4412.915736 738.740596 -0.566519 57.784924 56.651886 NaN 57.218405 20430 FEEDCOW caleb_strategy_v3 [-1] 65.751253 414.440773 -11.406627 91.253014 68.439761 NaN 79.846388 20425 SP500_micro caleb_strategy_v3 [1] 837.740714 -535.666934 -1.492108 -14.921085 -17.905301 NaN -16.413193 20426 SP500_micro caleb_strategy_v3 [1] 837.740714 40495.823393 -41047.903521 NaN NaN NaN NaN 20427 SP500_micro caleb_strategy_v3 [1] 837.740714 -532.682717 -1.492108 -14.921085 -17.905301 NaN -16.413193 20428 SP500_micro caleb_strategy_v3 [1] 837.740714 40491.347068 -41052.379846 NaN NaN NaN NaN 20429 SP500_micro caleb_strategy_v3 [1] 837.740714 -541.635368 -1.492108 14.921085 11.936868 NaN 13.428976 ========================================================================================================================================================================= 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 20419 NIKKEI caleb_strategy_v3 [-1] 0.640761 219.460544 -1.601902 -9.611411 -12.815214 NaN -11.213312 20420 BUND caleb_strategy_v3 [-1] 1171.815 -193.349475 -5.859075 23.4363 11.71815 NaN 17.577225 20421 DAX caleb_strategy_v3 [1] 1.171815 -29.881283 -31.053097 0.0 -62.106195 NaN -31.053097 20422 HEATOIL caleb_strategy_v3 [-1] 42000.0 417.9 -14.7 -75.6 -105.0 NaN -90.3 20423 EUR caleb_strategy_v3 [-1] 125000.0 53.125 -3.125 -12.5 -18.75 NaN -15.625 20424 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 652.0 -0.5 51.0 50.0 NaN 50.5 20430 FEEDCOW caleb_strategy_v3 [-1] 500.0 1362.5 -37.5 300.0 225.0 NaN 262.5 20425 SP500_micro caleb_strategy_v3 [1] 5.0 -224.375 -0.625 -6.25 -7.5 NaN -6.875 20426 SP500_micro caleb_strategy_v3 [1] 5.0 16962.5 -17193.75 NaN NaN NaN NaN 20427 SP500_micro caleb_strategy_v3 [1] 5.0 -223.125 -0.625 -6.25 -7.5 NaN -6.875 20428 SP500_micro caleb_strategy_v3 [1] 5.0 16960.625 -17195.625 NaN NaN NaN NaN 20429 SP500_micro caleb_strategy_v3 [1] 5.0 -226.875 -0.625 6.25 5.0 NaN 5.625 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND -193.349475 DAX -29.881283 EUR 53.125 FEEDCOW 1362.5 HEATOIL 417.9 NASDAQ_micro 652.0 NIKKEI 219.460544 SP500_micro 33248.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 35730.504786 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -5.859075 DAX -31.053097 EUR -3.125 FEEDCOW -37.5 HEATOIL -14.7 NASDAQ_micro -0.5 NIKKEI -1.601902 SP500_micro -34391.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -34485.589074 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 23.4363 DAX 0.0 EUR -12.5 FEEDCOW 300.0 HEATOIL -75.6 NASDAQ_micro 51.0 NIKKEI -9.611411 SP500_micro -6.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 270.474889 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 11.71815 DAX -62.106195 EUR -18.75 FEEDCOW 225.0 HEATOIL -105.0 NASDAQ_micro 50.0 NIKKEI -12.815214 SP500_micro -10.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 78.046741 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 DAX 0 EUR 0 FEEDCOW 0 HEATOIL 0 NASDAQ_micro 0 NIKKEI 0 SP500_micro 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 17.577225 DAX -31.053097 EUR -15.625 FEEDCOW 262.5 HEATOIL -90.3 NASDAQ_micro 50.5 NIKKEI -11.213312 SP500_micro -8.125 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 174.260815 ******************************************************************************** END OF REPORT ********************************************************************************