******************************************************************************** Trades report produced on 24/12/2025 21:41 from 23/12/2025 21:41 to 24/12/2025 21:41 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20462 CANOLA caleb_strategy_v3 [20260300] 2025-12-24 14:10:35.000 [1] 604.900000 20459 DX caleb_strategy_v3 [20260300] 2025-12-24 14:00:26.000 [-1] 97.610000 20458 GASOIL caleb_strategy_v3 [20260300] 2025-12-24 09:02:24.000 [-1] 623.500000 20476 GBP caleb_strategy_v3 [20260300] 2025-12-24 16:21:38.000 [1] 1.350100 20466 GBP caleb_strategy_v3 [20260300] 2025-12-24 19:45:08.722 [0] NaN 20472 GBP caleb_strategy_v3 [20260300] 2025-12-24 19:45:08.855 [0] NaN 20468 JPY caleb_strategy_v3 [20260300] 2025-12-24 15:30:48.000 [-1] 0.006466 20469 MXP caleb_strategy_v3 [20260300] 2025-12-24 15:32:40.000 [1] 0.055380 20475 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-24 19:45:09.000 [0] NaN 20470 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-24 19:45:08.780 [0] NaN 20478 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-24 19:45:09.091 [0] NaN 20480 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-24 16:52:47.000 [1] 25879.750000 20465 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-24 19:45:08.639 [0] NaN 20461 PLAT caleb_strategy_v3 [20260400] 2025-12-24 14:10:29.000 [-1] 2348.600000 20460 SILVER-mini caleb_strategy_v3 [20260500] 2025-12-24 19:45:08.463 [0] NaN 20464 SILVER-mini caleb_strategy_v3 [20260500] 2025-12-24 14:20:54.000 [1] 72.562500 20463 SILVER-mini caleb_strategy_v3 [20260500] 2025-12-24 19:45:08.535 [0] NaN 20473 SOYMEAL caleb_strategy_v3 [20260500] 2025-12-24 16:01:32.000 [-1] 310.700000 20471 SOYOIL caleb_strategy_v3 [20260500] 2025-12-24 15:51:30.000 [1] 49.660000 20481 SP500_micro caleb_strategy_v3 [20260300] 2025-12-24 16:52:48.000 [1] 6984.000000 20482 SP500_micro caleb_strategy_v3 [20260300] 2025-12-24 16:52:54.000 [1] 6984.000000 20467 SP500_micro caleb_strategy_v3 [20260300] 2025-12-24 15:22:32.000 [1] 6969.500000 20474 SP500_micro caleb_strategy_v3 [20260300] 2025-12-24 19:45:08.927 [0] NaN 20477 SP500_micro caleb_strategy_v3 [20260300] 2025-12-24 16:24:29.000 [1] 6979.500000 20479 SP500_micro caleb_strategy_v3 [20260300] 2025-12-24 19:45:09.169 [0] NaN ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20458 GASOIL caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 09:00:40.869000 2025-12-24 09:02:24 118840.869 103.131 20459 DX caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 14:00:26.535000 2025-12-24 14:00:26 136826.535 NaN 20461 PLAT caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 14:10:29.757000 2025-12-24 14:10:29 137429.757 NaN 20462 CANOLA caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 14:10:31.354000 2025-12-24 14:10:35 137431.354 3.646 20468 JPY caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 15:22:33.655000 2025-12-24 15:30:48 141753.655 494.345 20469 MXP caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 15:30:49.308000 2025-12-24 15:32:40 142249.308 110.692 20471 SOYOIL caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 15:43:11.686000 2025-12-24 15:51:30 142991.686 498.314 20473 SOYMEAL caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 16:01:32.334000 2025-12-24 16:01:32 144092.334 NaN 20480 NASDAQ_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 16:44:53.708000 2025-12-24 16:52:47 146693.708 473.292 20465 NASDAQ_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 15:00:05.933000 2025-12-24 19:45:08.639000 140405.933 17102.706 20470 NASDAQ_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 15:33:10.929000 2025-12-24 19:45:08.780000 142390.929 15117.851 20475 NASDAQ_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 16:11:37.996000 2025-12-24 19:45:09 144697.996 12811.004 20478 NASDAQ_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 16:24:33.998000 2025-12-24 19:45:09.091000 145473.998 12035.093 20472 GBP caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 15:51:31.444000 2025-12-24 19:45:08.855000 143491.444 14017.411 20466 GBP caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 15:10:07.030000 2025-12-24 19:45:08.722000 141007.03 16501.692 20476 GBP caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 16:21:38.563000 2025-12-24 16:21:38 145298.563 NaN 20481 SP500_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 16:52:48.338000 2025-12-24 16:52:48 147168.338 NaN 20482 SP500_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 16:52:53.967000 2025-12-24 16:52:54 147173.967 0.033 20467 SP500_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 15:20:08.510000 2025-12-24 15:22:32 141608.51 143.49 20474 SP500_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 16:01:33.093000 2025-12-24 19:45:08.927000 144093.093 13415.834 20477 SP500_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 16:21:39.392000 2025-12-24 16:24:29 145299.392 169.608 20479 SP500_micro caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 16:34:34.527000 2025-12-24 19:45:09.169000 146074.527 11434.642 20464 SILVER-mini caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 14:20:54.717000 2025-12-24 14:20:54 138054.717 NaN 20460 SILVER-mini caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 14:00:28.478000 2025-12-24 19:45:08.463000 136828.478 20679.985 20463 SILVER-mini caleb_strategy_v3 2025-12-23 00:00:00 2025-12-24 14:10:49.920000 2025-12-24 19:45:08.535000 137449.92 20058.615 ==================================================================================================================================================================================================================================== 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 20458 GASOIL caleb_strategy_v3 [-1] 624.0 None 623.875 623.75 624.0 624.0 623.5 -0.125 -0.125 -0.25 -0.5 NaN -0.375 20459 DX caleb_strategy_v3 [-1] 97.63 None 97.59 97.585 97.595 97.595 97.61 -0.04 -0.005 0.025 0.015 NaN 0.02 20461 PLAT caleb_strategy_v3 [-1] 2323.9 None 2341.65 2341.0 2342.3 2342.3 2348.6 17.75 -0.65 7.6 6.3 NaN 6.95 20462 CANOLA caleb_strategy_v3 [1] 602.7 None 604.95 605.0 604.9 604.9 604.9 -2.25 -0.05 0.1 0.0 NaN 0.05 20468 JPY caleb_strategy_v3 [-1] 0.006449 None 0.006468 0.006468 0.006469 0.006468 0.006466 0.000019 -0.0 -0.000002 -0.000002 NaN -0.000002 20469 MXP caleb_strategy_v3 [1] 0.05538 None 0.055385 0.05539 0.05538 0.05538 0.05538 -0.000005 -0.000005 0.00001 0.0 NaN 0.000005 20471 SOYOIL caleb_strategy_v3 [1] 49.25 None 49.58 49.59 49.57 49.57 49.66 -0.33 -0.01 -0.07 -0.09 NaN -0.08 20473 SOYMEAL caleb_strategy_v3 [-1] 307.6 None 310.05 310.0 310.1 310.1 310.7 2.45 -0.05 0.7 0.6 NaN 0.65 20480 NASDAQ_micro caleb_strategy_v3 [1] 25800.0 None 25853.5 25853.75 25853.25 25853.25 25879.75 -53.5 -0.25 -26.0 -26.5 NaN -26.25 20465 NASDAQ_micro caleb_strategy_v3 [1] 25800.0 None 25796.5 25796.75 25796.25 25796.25 NaN 3.5 -0.25 NaN NaN NaN NaN 20470 NASDAQ_micro caleb_strategy_v3 [1] 25800.0 None 12903.0 25806.0 0.0 0.0 NaN 12897.0 -12903.0 NaN NaN NaN NaN 20475 NASDAQ_micro caleb_strategy_v3 [1] 25800.0 None 25812.25 25812.5 25812.0 25812.0 NaN -12.25 -0.25 NaN NaN NaN NaN 20478 NASDAQ_micro caleb_strategy_v3 [1] 25800.0 None 12922.125 25844.25 0.0 0.0 NaN 12877.875 -12922.125 NaN NaN NaN NaN 20472 GBP caleb_strategy_v3 [1] 1.3495 None 0.6749 1.3498 0.0 0.0 NaN 0.6746 -0.6749 NaN NaN NaN NaN 20466 GBP caleb_strategy_v3 [1] 1.3495 None 1.3495 1.3496 1.3494 1.3494 NaN 0.0 -0.0001 NaN NaN NaN NaN 20476 GBP caleb_strategy_v3 [1] 1.3495 None 1.35065 1.3507 1.3506 1.3506 1.3501 -0.00115 -0.00005 0.0006 0.0005 NaN 0.00055 20481 SP500_micro caleb_strategy_v3 [1] 6961.25 None 6980.875 6981.0 6980.75 NaN 6984.0 -19.625 -0.125 -3.0 NaN NaN -3.125 20482 SP500_micro caleb_strategy_v3 [1] 6961.25 None 6984.375 6984.5 6984.25 NaN 6984.0 -23.125 -0.125 0.5 NaN NaN 0.375 20467 SP500_micro caleb_strategy_v3 [1] 6961.25 None 6968.625 6968.75 6968.5 6968.5 6969.5 -7.375 -0.125 -0.75 -1.0 NaN -0.875 20474 SP500_micro caleb_strategy_v3 [1] 6961.25 None 3484.75 6969.5 0.0 0.0 NaN 3476.5 -3484.75 NaN NaN NaN NaN 20477 SP500_micro caleb_strategy_v3 [1] 6961.25 None 6975.125 6975.25 6975.0 6975.0 6979.5 -13.875 -0.125 -4.25 -4.5 NaN -4.375 20479 SP500_micro caleb_strategy_v3 [1] 6961.25 None 3489.75 6979.5 0.0 0.0 NaN 3471.5 -3489.75 NaN NaN NaN NaN 20464 SILVER-mini caleb_strategy_v3 [1] 71.9375 None 72.63125 72.6625 72.6 72.6 72.5625 -0.69375 -0.03125 0.1 0.0375 NaN 0.06875 20460 SILVER-mini caleb_strategy_v3 [1] 71.9375 None 72.41875 72.45 72.3875 72.3875 NaN -0.48125 -0.03125 NaN NaN NaN NaN 20463 SILVER-mini caleb_strategy_v3 [1] 71.9375 None 36.31875 72.6375 0.0 0.0 NaN 35.61875 -36.31875 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 20458 GASOIL caleb_strategy_v3 [-1] 174.46473 -7.164772 -7.164772 -14.329544 -28.659088 NaN -21.494316 20459 DX caleb_strategy_v3 [-1] 5.229709 -76.486092 -9.560761 47.803807 28.682284 NaN 38.243046 20461 PLAT caleb_strategy_v3 [-1] 719.906828 246.559684 -9.028946 105.569217 87.511324 NaN 96.540271 20462 CANOLA caleb_strategy_v3 [1] 133.16093 -168.96848 -3.754855 7.50971 0.0 NaN 3.754855 20468 JPY caleb_strategy_v3 [-1] 0.000583 330.362792 -4.290426 -34.323407 -42.904259 NaN -38.613833 20469 MXP caleb_strategy_v3 [1] 0.003705 -13.493607 -13.493607 26.987215 0.0 NaN 13.493607 20471 SOYOIL caleb_strategy_v3 [1] 9.935871 -332.129902 -10.064542 -70.451797 -90.580882 NaN -80.51634 20473 SOYMEAL caleb_strategy_v3 [-1] 54.379557 450.536953 -9.194632 128.724844 110.33558 NaN 119.530212 20480 NASDAQ_micro caleb_strategy_v3 [1] 4171.86117 -128.240125 -0.599253 -62.322304 -63.52081 NaN -62.921557 20465 NASDAQ_micro caleb_strategy_v3 [1] 4171.86117 8.389541 -0.599253 NaN NaN NaN NaN 20470 NASDAQ_micro caleb_strategy_v3 [1] 4171.86117 30914.259782 -30928.641852 NaN NaN NaN NaN 20475 NASDAQ_micro caleb_strategy_v3 [1] 4171.86117 -29.363393 -0.599253 NaN NaN NaN NaN 20478 NASDAQ_micro caleb_strategy_v3 [1] 4171.86117 30868.416934 -30974.484701 NaN NaN NaN NaN 20472 GBP caleb_strategy_v3 [1] 0.079465 84893.171546 -84930.924216 NaN NaN NaN NaN 20466 GBP caleb_strategy_v3 [1] 0.079465 0.0 -12.584223 NaN NaN NaN NaN 20476 GBP caleb_strategy_v3 [1] 0.079465 -144.71857 -6.292112 75.505341 62.921117 NaN 69.213229 20481 SP500_micro caleb_strategy_v3 [1] 803.498406 -244.244417 -1.555697 -37.336726 NaN NaN -38.892423 20482 SP500_micro caleb_strategy_v3 [1] 803.498406 -287.803931 -1.555697 6.222788 NaN NaN 4.667091 20467 SP500_micro caleb_strategy_v3 [1] 803.498406 -91.786119 -1.555697 -9.334182 -12.445575 NaN -10.889878 20474 SP500_micro caleb_strategy_v3 [1] 803.498406 43267.042911 -43369.718908 NaN NaN NaN NaN 20477 SP500_micro caleb_strategy_v3 [1] 803.498406 -172.682359 -1.555697 -52.893695 -56.005089 NaN -54.449392 20479 SP500_micro caleb_strategy_v3 [1] 803.498406 43204.815034 -43431.946785 NaN NaN NaN NaN 20464 SILVER-mini caleb_strategy_v3 [1] 18.735187 -370.292533 -16.679844 53.3755 20.015813 NaN 36.695656 20460 SILVER-mini caleb_strategy_v3 [1] 18.735187 -256.869595 -16.679844 NaN NaN NaN NaN 20463 SILVER-mini caleb_strategy_v3 [1] 18.735187 19011.68602 -19385.314522 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 20458 GASOIL caleb_strategy_v3 [-1] 100.0 -12.5 -12.5 -25.0 -50.0 NaN -37.5 20459 DX caleb_strategy_v3 [-1] 1000.0 -40.0 -5.0 25.0 15.0 NaN 20.0 20461 PLAT caleb_strategy_v3 [-1] 50.0 887.5 -32.5 380.0 315.0 NaN 347.5 20462 CANOLA caleb_strategy_v3 [1] 14.621914 -32.899306 -0.731096 1.462191 0.0 NaN 0.731096 20468 JPY caleb_strategy_v3 [-1] 12500000.0 240.625 -3.125 -25.0 -31.25 NaN -28.125 20469 MXP caleb_strategy_v3 [1] 500000.0 -2.5 -2.5 5.0 0.0 NaN 2.5 20471 SOYOIL caleb_strategy_v3 [1] 600.0 -198.0 -6.0 -42.0 -54.0 NaN -48.0 20473 SOYMEAL caleb_strategy_v3 [-1] 100.0 245.0 -5.0 70.0 60.0 NaN 65.0 20480 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -107.0 -0.5 -52.0 -53.0 NaN -52.5 20465 NASDAQ_micro caleb_strategy_v3 [1] 2.0 7.0 -0.5 NaN NaN NaN NaN 20470 NASDAQ_micro caleb_strategy_v3 [1] 2.0 25794.0 -25806.0 NaN NaN NaN NaN 20475 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -24.5 -0.5 NaN NaN NaN NaN 20478 NASDAQ_micro caleb_strategy_v3 [1] 2.0 25755.75 -25844.25 NaN NaN NaN NaN 20472 GBP caleb_strategy_v3 [1] 62500.0 42162.5 -42181.25 NaN NaN NaN NaN 20466 GBP caleb_strategy_v3 [1] 62500.0 0.0 -6.25 NaN NaN NaN NaN 20476 GBP caleb_strategy_v3 [1] 62500.0 -71.875 -3.125 37.5 31.25 NaN 34.375 20481 SP500_micro caleb_strategy_v3 [1] 5.0 -98.125 -0.625 -15.0 NaN NaN -15.625 20482 SP500_micro caleb_strategy_v3 [1] 5.0 -115.625 -0.625 2.5 NaN NaN 1.875 20467 SP500_micro caleb_strategy_v3 [1] 5.0 -36.875 -0.625 -3.75 -5.0 NaN -4.375 20474 SP500_micro caleb_strategy_v3 [1] 5.0 17382.5 -17423.75 NaN NaN NaN NaN 20477 SP500_micro caleb_strategy_v3 [1] 5.0 -69.375 -0.625 -21.25 -22.5 NaN -21.875 20479 SP500_micro caleb_strategy_v3 [1] 5.0 17357.5 -17448.75 NaN NaN NaN NaN 20464 SILVER-mini caleb_strategy_v3 [1] 2500.0 -1734.375 -78.125 250.0 93.75 NaN 171.875 20460 SILVER-mini caleb_strategy_v3 [1] 2500.0 -1203.125 -78.125 NaN NaN NaN NaN 20463 SILVER-mini caleb_strategy_v3 [1] 2500.0 89046.875 -90796.875 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -32.899306 DX -40.0 GASOIL -12.5 GBP 42090.625 JPY 240.625 MXP -2.5 NASDAQ_micro 51425.25 PLAT 887.5 SILVER-mini 86109.375 SOYMEAL 245.0 SOYOIL -198.0 SP500_micro 34420.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 215132.475694 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -0.731096 DX -5.0 GASOIL -12.5 GBP -42190.625 JPY -3.125 MXP -2.5 NASDAQ_micro -51651.75 PLAT -32.5 SILVER-mini -90953.125 SOYMEAL -5.0 SOYOIL -6.0 SP500_micro -34875.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -219737.856096 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 1.462191 DX 25.0 GASOIL -25.0 GBP 37.5 JPY -25.0 MXP 5.0 NASDAQ_micro -52.0 PLAT 380.0 SILVER-mini 250.0 SOYMEAL 70.0 SOYOIL -42.0 SP500_micro -37.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 587.462191 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0.0 DX 15.0 GASOIL -50.0 GBP 31.25 JPY -31.25 MXP 0.0 NASDAQ_micro -53.0 PLAT 315.0 SILVER-mini 93.75 SOYMEAL 60.0 SOYOIL -54.0 SP500_micro -27.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 299.25 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0 DX 0 GASOIL 0 GBP 0 JPY 0 MXP 0 NASDAQ_micro 0 PLAT 0 SILVER-mini 0 SOYMEAL 0 SOYOIL 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 CANOLA 0.731096 DX 20.0 GASOIL -37.5 GBP 34.375 JPY -28.125 MXP 2.5 NASDAQ_micro -52.5 PLAT 347.5 SILVER-mini 171.875 SOYMEAL 65.0 SOYOIL -48.0 SP500_micro -40.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 435.856096 ******************************************************************************** END OF REPORT ********************************************************************************