******************************************************************************** Trades report produced on 22/12/2025 21:39 from 21/12/2025 21:39 to 22/12/2025 21:39 ******************************************************************************** ================================================================================================================= Broker orders ================================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 20431 BUXL caleb_strategy_v3 [20260300] 2025-12-22 08:01:09.000 [-1] 108.48000 20433 COPPER caleb_strategy_v3 [20260300] 2025-12-22 14:00:11.000 [1] 5.50500 20436 DOW caleb_strategy_v3 [20260300] 2025-12-22 15:00:22.000 [-1] 48584.00000 20445 FEEDCOW caleb_strategy_v3 [20260400] 2025-12-22 15:30:37.000 [1] 339.82500 20432 GASOIL caleb_strategy_v3 [20260300] 2025-12-22 09:00:41.000 [1] 610.75000 20434 GASOLINE _ROLL_PSEUDO_STRATEGY [20260300, 20260400] 2025-12-22 14:00:16.000 [1, -1] -0.21670 20441 GBP caleb_strategy_v3 [20260300] 2025-12-22 19:45:06.696 [0] NaN 20442 GBP caleb_strategy_v3 [20260300] 2025-12-22 15:12:24.000 [-1] 1.34470 20438 GBP caleb_strategy_v3 [20260300] 2025-12-22 15:00:30.000 [-1] 1.34490 20435 MXP caleb_strategy_v3 [20260300] 2025-12-22 15:00:20.000 [1] 0.05515 20439 MXP caleb_strategy_v3 [20260300] 2025-12-22 15:01:19.000 [1] 0.05515 20440 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-22 15:01:20.000 [-1] 25731.00000 20437 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-22 15:00:23.000 [-1] 25748.75000 20443 SOYBEAN caleb_strategy_v3 [20261100] 2025-12-22 15:30:33.000 [-1] 1071.75000 20444 SOYOIL caleb_strategy_v3 [20260500] 2025-12-22 15:30:35.000 [-1] 49.15000 ========================================================================================================================================================================= Delays ========================================================================================================================================================================= instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20431 BUXL caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 08:00:37.610000 2025-12-22 08:01:09 288037.61 31.39 20432 GASOIL caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 09:00:40.060000 2025-12-22 09:00:41 291640.06 0.94 20433 COPPER caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 14:00:11.228000 2025-12-22 14:00:11 309611.228 NaN 20434 GASOLINE _ROLL_PSEUDO_STRATEGY 2025-12-19 19:00:00 2025-12-22 14:00:13.393000 2025-12-22 14:00:16 241213.393 2.607 20436 DOW caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:00:22.186000 2025-12-22 15:00:22 313222.186 NaN 20435 MXP caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:00:20.814000 2025-12-22 15:00:20 313220.814 NaN 20439 MXP caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:01:19.916000 2025-12-22 15:01:19 313279.916 NaN 20440 NASDAQ_micro caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:01:20.676000 2025-12-22 15:01:20 313280.676 NaN 20437 NASDAQ_micro caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:00:23.688000 2025-12-22 15:00:23 313223.688 NaN 20443 SOYBEAN caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:30:33.084000 2025-12-22 15:30:33 315033.084 NaN 20444 SOYOIL caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:30:34.267000 2025-12-22 15:30:35 315034.267 0.733 20445 FEEDCOW caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:30:36.462000 2025-12-22 15:30:37 315036.462 0.538 20441 GBP caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:01:21.375000 2025-12-22 19:45:06.696000 313281.375 17025.321 20442 GBP caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:11:25.415000 2025-12-22 15:12:24 313885.415 58.585 20438 GBP caleb_strategy_v3 2025-12-19 00:00:00 2025-12-22 15:00:25.101000 2025-12-22 15:00:30 313225.101 4.899 ======================================================================================================================================================================================================================================== 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 20431 BUXL caleb_strategy_v3 [-1] 108.6 None 108.49 108.48 108.5 108.5 108.48 -0.11 -0.01 -0.0 -0.02 NaN -0.01 20432 GASOIL caleb_strategy_v3 [1] 603.25 None 608.625 608.75 608.5 NaN 610.75 -5.375 -0.125 -2.0 NaN NaN -2.125 20433 COPPER caleb_strategy_v3 [1] 5.4995 None 5.51175 5.512 5.5115 5.5115 5.505 -0.01225 -0.00025 0.007 0.0065 NaN 0.00675 20434 GASOLINE _ROLL_PSEUDO_STRATEGY [1, -1] -0.2153 None -0.21635 -0.216 -0.2167 -0.2167 -0.2167 0.00105 -0.00035 0.0007 -0.0 NaN 0.00035 20436 DOW caleb_strategy_v3 [-1] 48575.0 None 48582.0 48581.0 48583.0 48583.0 48584.0 7.0 -1.0 3.0 1.0 NaN 2.0 20435 MXP caleb_strategy_v3 [1] 0.05508 None 0.055175 0.05518 0.05517 0.05517 0.05515 -0.000095 -0.000005 0.00003 0.00002 NaN 0.000025 20439 MXP caleb_strategy_v3 [1] 0.05508 None 0.055175 0.05518 0.05517 0.05517 0.05515 -0.000095 -0.000005 0.00003 0.00002 NaN 0.000025 20440 NASDAQ_micro caleb_strategy_v3 [-1] 25575.0 None 25725.0 25724.75 25725.25 25725.25 25731.0 150.0 -0.25 6.25 5.75 NaN 6.0 20437 NASDAQ_micro caleb_strategy_v3 [-1] 25575.0 None 25725.0 25724.75 25725.25 25725.25 25748.75 150.0 -0.25 24.0 23.5 NaN 23.75 20443 SOYBEAN caleb_strategy_v3 [-1] 1066.75 None 1070.75 1070.5 1071.0 1071.0 1071.75 4.0 -0.25 1.25 0.75 NaN 1.0 20444 SOYOIL caleb_strategy_v3 [-1] 48.84 None 49.125 49.12 49.13 49.13 49.15 0.285 -0.005 0.03 0.02 NaN 0.025 20445 FEEDCOW caleb_strategy_v3 [1] 338.2 None 339.9 339.975 339.825 339.825 339.825 -1.7 -0.075 0.15 0.0 NaN 0.075 20441 GBP caleb_strategy_v3 [-1] 1.3387 None 0.6724 1.3448 0.0 0.0 NaN -0.6663 0.6724 NaN NaN NaN NaN 20442 GBP caleb_strategy_v3 [-1] 1.3387 None 1.34485 1.3448 1.3449 1.3449 1.3447 0.00615 -0.00005 -0.0001 -0.0002 NaN -0.00015 20438 GBP caleb_strategy_v3 [-1] 1.3387 None 1.34485 1.3448 1.3449 1.3449 1.3449 0.00615 -0.00005 0.0001 -0.0 NaN 0.00005 ========================================================================================================================================================================== 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 20431 BUXL caleb_strategy_v3 [-1] 10.520296 -104.559793 -9.505436 -0.0 -19.010872 NaN -9.505436 20432 GASOIL caleb_strategy_v3 [1] 177.081242 -303.532996 -7.058907 -112.94251 NaN NaN -120.001417 20433 COPPER caleb_strategy_v3 [1] 1.196843 -102.352601 -2.088829 58.487201 54.309543 NaN 56.398372 20434 GASOLINE _ROLL_PSEUDO_STRATEGY [1, -1] 0.439887 23.869765 -7.956588 15.913177 -0.0 NaN 7.956588 20436 DOW caleb_strategy_v3 [-1] 5539.891707 12.635626 -1.805089 5.415268 1.805089 NaN 3.610179 20435 MXP caleb_strategy_v3 [1] 0.00372 -255.370975 -13.440578 80.643466 53.762311 NaN 67.202888 20439 MXP caleb_strategy_v3 [1] 0.00372 -255.370975 -13.440578 80.643466 53.762311 NaN 67.202888 20440 NASDAQ_micro caleb_strategy_v3 [-1] 4335.137806 346.009762 -0.576683 14.417073 13.263708 NaN 13.84039 20437 NASDAQ_micro caleb_strategy_v3 [-1] 4335.137806 346.009762 -0.576683 55.361562 54.208196 NaN 54.784879 20443 SOYBEAN caleb_strategy_v3 [-1] 114.694762 348.75176 -21.796985 108.984925 65.390955 NaN 87.18794 20444 SOYOIL caleb_strategy_v3 [-1] 9.777624 291.481869 -5.113717 30.682302 20.454868 NaN 25.568585 20445 FEEDCOW caleb_strategy_v3 [1] 64.261736 -264.543119 -11.67102 23.34204 0.0 NaN 11.67102 20441 GBP caleb_strategy_v3 [-1] 0.080038 -83247.554715 84009.689014 NaN NaN NaN NaN 20442 GBP caleb_strategy_v3 [-1] 0.080038 768.381302 -6.247002 -12.494005 -24.98801 NaN -18.741007 20438 GBP caleb_strategy_v3 [-1] 0.080038 768.381302 -6.247002 12.494005 -0.0 NaN 6.247002 =============================================================================================================================================================================== 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 20431 BUXL caleb_strategy_v3 [-1] 1171.67 -128.8837 -11.7167 -0.0 -23.4334 NaN -11.7167 20432 GASOIL caleb_strategy_v3 [1] 100.0 -537.5 -12.5 -200.0 NaN NaN -212.5 20433 COPPER caleb_strategy_v3 [1] 25000.0 -306.25 -6.25 175.0 162.5 NaN 168.75 20434 GASOLINE _ROLL_PSEUDO_STRATEGY [1, -1] 42000.0 44.1 -14.7 29.4 -0.0 NaN 14.7 20436 DOW caleb_strategy_v3 [-1] 0.5 3.5 -0.5 1.5 0.5 NaN 1.0 20435 MXP caleb_strategy_v3 [1] 500000.0 -47.5 -2.5 15.0 10.0 NaN 12.5 20439 MXP caleb_strategy_v3 [1] 500000.0 -47.5 -2.5 15.0 10.0 NaN 12.5 20440 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 300.0 -0.5 12.5 11.5 NaN 12.0 20437 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 300.0 -0.5 48.0 47.0 NaN 47.5 20443 SOYBEAN caleb_strategy_v3 [-1] 50.0 200.0 -12.5 62.5 37.5 NaN 50.0 20444 SOYOIL caleb_strategy_v3 [-1] 600.0 171.0 -3.0 18.0 12.0 NaN 15.0 20445 FEEDCOW caleb_strategy_v3 [1] 500.0 -850.0 -37.5 75.0 0.0 NaN 37.5 20441 GBP caleb_strategy_v3 [-1] 62500.0 -41643.75 42025.0 NaN NaN NaN NaN 20442 GBP caleb_strategy_v3 [-1] 62500.0 384.375 -3.125 -6.25 -12.5 NaN -9.375 20438 GBP caleb_strategy_v3 [-1] 62500.0 384.375 -3.125 6.25 -0.0 NaN 3.125 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE 44.1 caleb_strategy_v3 BUXL -128.8837 COPPER -306.25 DOW 3.5 FEEDCOW -850.0 GASOIL -537.5 GBP -40875.0 MXP -95.0 NASDAQ_micro 600.0 SOYBEAN 200.0 SOYOIL 171.0 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 44.1 caleb_strategy_v3 -41818.1337 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -14.7 caleb_strategy_v3 BUXL -11.7167 COPPER -6.25 DOW -0.5 FEEDCOW -37.5 GASOIL -12.5 GBP 42018.75 MXP -5.0 NASDAQ_micro -1.0 SOYBEAN -12.5 SOYOIL -3.0 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -14.7 caleb_strategy_v3 41928.7833 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE 29.4 caleb_strategy_v3 BUXL -0.0 COPPER 175.0 DOW 1.5 FEEDCOW 75.0 GASOIL -200.0 GBP 0.0 MXP 30.0 NASDAQ_micro 60.5 SOYBEAN 62.5 SOYOIL 18.0 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 29.4 caleb_strategy_v3 222.5 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE -0.0 caleb_strategy_v3 BUXL -23.4334 COPPER 162.5 DOW 0.5 FEEDCOW 0.0 GASOIL 0 GBP -12.5 MXP 20.0 NASDAQ_micro 58.5 SOYBEAN 37.5 SOYOIL 12.0 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -0.0 caleb_strategy_v3 255.0666 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOLINE 0 caleb_strategy_v3 BUXL 0 COPPER 0 DOW 0 FEEDCOW 0 GASOIL 0 GBP 0 MXP 0 NASDAQ_micro 0 SOYBEAN 0 SOYOIL 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 GASOLINE 14.7 caleb_strategy_v3 BUXL -11.7167 COPPER 168.75 DOW 1.0 FEEDCOW 37.5 GASOIL -212.5 GBP -6.25 MXP 25.0 NASDAQ_micro 59.5 SOYBEAN 50.0 SOYOIL 15.0 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 14.7 caleb_strategy_v3 126.2833 ******************************************************************************** END OF REPORT ********************************************************************************