******************************************************************************** Trades report produced on 23/12/2025 21:42 from 22/12/2025 21:42 to 23/12/2025 21:42 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20451 DOW caleb_strategy_v3 [20260300] 2025-12-23 15:01:47.000 [-1] 48680.00000 20447 EUROSTX caleb_strategy_v3 [20260300] 2025-12-23 08:04:23.000 [-1] 5768.00000 20448 GASOLINE caleb_strategy_v3 [20260400] 2025-12-23 14:00:44.000 [1] 1.98870 20456 MXP caleb_strategy_v3 [20260300] 2025-12-23 15:32:10.000 [1] 0.05536 20450 MXP caleb_strategy_v3 [20260300] 2025-12-23 15:01:46.000 [1] 0.05530 20453 MXP caleb_strategy_v3 [20260300] 2025-12-23 19:45:10.385 [0] NaN 20446 NIKKEI caleb_strategy_v3 [20260300] 2025-12-23 03:06:27.000 [1] 50415.00000 20449 PLAT caleb_strategy_v3 [20260400] 2025-12-23 14:00:45.000 [1] 2267.40000 20457 SP500_micro caleb_strategy_v3 [20260300] 2025-12-23 15:32:11.000 [-1] 6935.50000 20452 SP500_micro caleb_strategy_v3 [20260300] 2025-12-23 19:45:10.332 [0] NaN 20454 SP500_micro caleb_strategy_v3 [20260300] 2025-12-23 19:45:10.430 [0] NaN 20455 WHEAT caleb_strategy_v3 [20261200] 2025-12-23 15:32:01.000 [-1] 569.25000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20446 NIKKEI caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 03:01:23.291000 2025-12-23 03:06:27 97283.291 303.709 20447 EUROSTX caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 08:00:36.626000 2025-12-23 08:04:23 115236.626 226.374 20448 GASOLINE caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 14:00:43.347000 2025-12-23 14:00:44 136843.347 0.653 20449 PLAT caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 14:00:45.473000 2025-12-23 14:00:45 136845.473 NaN 20451 DOW caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 15:01:47.926000 2025-12-23 15:01:47 140507.926 NaN 20455 WHEAT caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 15:32:00.286000 2025-12-23 15:32:01 142320.286 0.714 20456 MXP caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 15:32:02.039000 2025-12-23 15:32:10 142322.039 7.961 20450 MXP caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 15:00:49.677000 2025-12-23 15:01:46 140449.677 56.323 20453 MXP caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 15:11:54.110000 2025-12-23 19:45:10.385000 141114.11 16396.275 20457 SP500_micro caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 15:32:11.170000 2025-12-23 15:32:11 142331.17 NaN 20452 SP500_micro caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 15:01:48.860000 2025-12-23 19:45:10.332000 140508.86 17001.472 20454 SP500_micro caleb_strategy_v3 2025-12-22 00:00:00 2025-12-23 15:21:54.737000 2025-12-23 19:45:10.430000 141714.737 15795.693 ================================================================================================================================================================================================================================= 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 20446 NIKKEI caleb_strategy_v3 [1] 50295.0 None 50382.5 50385.0 50380.0 50380.0 50415.0 -87.5 -2.5 -30.0 -35.0 NaN -32.5 20447 EUROSTX caleb_strategy_v3 [-1] 5767.0 None 5767.5 5767.0 5768.0 5768.0 5768.0 0.5 -0.5 1.0 -0.0 NaN 0.5 20448 GASOLINE caleb_strategy_v3 [1] 1.9857 None 1.9913 1.9916 1.991 1.991 1.9887 -0.0056 -0.0003 0.0029 0.0023 NaN 0.0026 20449 PLAT caleb_strategy_v3 [1] 2149.6 None 2277.45 2277.9 2277.0 2277.0 2267.4 -127.85 -0.45 10.5 9.6 NaN 10.05 20451 DOW caleb_strategy_v3 [-1] 48718.0 None 48671.5 48671.0 48672.0 48672.0 48680.0 -46.5 -0.5 9.0 8.0 NaN 8.5 20455 WHEAT caleb_strategy_v3 [-1] 568.75 None 569.0 568.75 569.25 569.25 569.25 0.25 -0.25 0.5 -0.0 NaN 0.25 20456 MXP caleb_strategy_v3 [1] 0.05516 None 0.055345 0.05535 0.05534 0.05534 0.05536 -0.000185 -0.000005 -0.00001 -0.00002 NaN -0.000015 20450 MXP caleb_strategy_v3 [1] 0.05516 None 0.055305 0.05531 0.0553 0.0553 0.0553 -0.000145 -0.000005 0.00001 0.0 NaN 0.000005 20453 MXP caleb_strategy_v3 [1] 0.05516 None 0.02765 0.0553 0.0 0.0 NaN 0.02751 -0.02765 NaN NaN NaN NaN 20457 SP500_micro caleb_strategy_v3 [-1] 6930.75 None 6934.125 6934.0 6934.25 6934.25 6935.5 3.375 -0.125 1.5 1.25 NaN 1.375 20452 SP500_micro caleb_strategy_v3 [-1] 6930.75 None 6939.375 6939.25 6939.5 6939.5 NaN 8.625 -0.125 NaN NaN NaN NaN 20454 SP500_micro caleb_strategy_v3 [-1] 6930.75 None 3466.25 6932.5 0.0 0.0 NaN -3464.5 3466.25 NaN NaN NaN NaN =================================================================================================================================================================== 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 20446 NIKKEI caleb_strategy_v3 [1] 9892.35263 -88.452164 -2.527205 -30.326456 -35.380866 NaN -32.853661 20447 EUROSTX caleb_strategy_v3 [-1] 662.169351 7.550938 -7.550938 15.101877 -0.0 NaN 7.550938 20448 GASOLINE caleb_strategy_v3 [1] 0.431943 -129.646798 -6.945364 67.13852 53.247792 NaN 60.193156 20449 PLAT caleb_strategy_v3 [1] 669.109319 -1910.749058 -6.725358 156.92503 143.474313 NaN 150.199672 20451 DOW caleb_strategy_v3 [-1] 5418.430181 -85.818214 -0.922776 16.609977 14.764424 NaN 15.6872 20455 WHEAT caleb_strategy_v3 [-1] 92.581927 27.00311 -27.00311 54.006221 -0.0 NaN 27.00311 20456 MXP caleb_strategy_v3 [1] 0.003711 -498.581339 -13.475171 -26.950343 -53.900685 NaN -40.425514 20450 MXP caleb_strategy_v3 [1] 0.003711 -390.779968 -13.475171 26.950343 0.0 NaN 13.475171 20453 MXP caleb_strategy_v3 [1] 0.003711 74140.392611 -74517.697408 NaN NaN NaN NaN 20457 SP500_micro caleb_strategy_v3 [-1] 818.73884 41.221936 -1.526738 18.32086 15.267384 NaN 16.794122 20452 SP500_micro caleb_strategy_v3 [-1] 818.73884 105.344947 -1.526738 NaN NaN NaN NaN 20454 SP500_micro caleb_strategy_v3 [-1] 818.73884 -42315.080615 42336.454952 NaN NaN NaN NaN ======================================================================================================================================================================== 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 20446 NIKKEI caleb_strategy_v3 [1] 0.640617 -56.053991 -1.601543 -19.218511 -22.421596 NaN -20.820054 20447 EUROSTX caleb_strategy_v3 [-1] 11.77285 5.886425 -5.886425 11.77285 -0.0 NaN 5.886425 20448 GASOLINE caleb_strategy_v3 [1] 42000.0 -235.2 -12.6 121.8 96.6 NaN 109.2 20449 PLAT caleb_strategy_v3 [1] 50.0 -6392.5 -22.5 525.0 480.0 NaN 502.5 20451 DOW caleb_strategy_v3 [-1] 0.5 -23.25 -0.25 4.5 4.0 NaN 4.25 20455 WHEAT caleb_strategy_v3 [-1] 50.0 12.5 -12.5 25.0 -0.0 NaN 12.5 20456 MXP caleb_strategy_v3 [1] 500000.0 -92.5 -2.5 -5.0 -10.0 NaN -7.5 20450 MXP caleb_strategy_v3 [1] 500000.0 -72.5 -2.5 5.0 0.0 NaN 2.5 20453 MXP caleb_strategy_v3 [1] 500000.0 13755.0 -13825.0 NaN NaN NaN NaN 20457 SP500_micro caleb_strategy_v3 [-1] 5.0 16.875 -0.625 7.5 6.25 NaN 6.875 20452 SP500_micro caleb_strategy_v3 [-1] 5.0 43.125 -0.625 NaN NaN NaN NaN 20454 SP500_micro caleb_strategy_v3 [-1] 5.0 -17322.5 17331.25 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DOW -23.25 EUROSTX 5.886425 GASOLINE -235.2 MXP 13590.0 NIKKEI -56.053991 PLAT -6392.5 SP500_micro -17262.5 WHEAT 12.5 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -10361.117566 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DOW -0.25 EUROSTX -5.886425 GASOLINE -12.6 MXP -13830.0 NIKKEI -1.601543 PLAT -22.5 SP500_micro 17330.0 WHEAT -12.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 3444.662032 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DOW 4.5 EUROSTX 11.77285 GASOLINE 121.8 MXP 0.0 NIKKEI -19.218511 PLAT 525.0 SP500_micro 7.5 WHEAT 25.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 676.354339 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 4.0 EUROSTX -0.0 GASOLINE 96.6 MXP -10.0 NIKKEI -22.421596 PLAT 480.0 SP500_micro 6.25 WHEAT -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 554.428404 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 0 EUROSTX 0 GASOLINE 0 MXP 0 NIKKEI 0 PLAT 0 SP500_micro 0 WHEAT 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 4.25 EUROSTX 5.886425 GASOLINE 109.2 MXP -5.0 NIKKEI -20.820054 PLAT 502.5 SP500_micro 6.875 WHEAT 12.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 615.391371 ******************************************************************************** END OF REPORT ********************************************************************************