******************************************************************************** Trades report produced on 29/12/2025 21:36 from 28/12/2025 21:36 to 29/12/2025 21:36 ******************************************************************************** ============================================================================================= Broker orders ============================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 20484 GBP caleb_strategy_v3 [20260300] 2025-12-29 15:00:54 [1] 1.35010 20486 MXP caleb_strategy_v3 [20260300] 2025-12-29 15:00:55 [1] 0.05531 20483 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-29 15:00:47 [1] 25721.50000 20485 SP500_micro caleb_strategy_v3 [20260300] 2025-12-29 15:00:54 [1] 6952.75000 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20483 NASDAQ_micro caleb_strategy_v3 2025-12-26 00:00:00 2025-12-29 15:00:46.822000 2025-12-29 15:00:47 313246.822 0.178 20484 GBP caleb_strategy_v3 2025-12-26 00:00:00 2025-12-29 15:00:48.021000 2025-12-29 15:00:54 313248.021 5.979 20485 SP500_micro caleb_strategy_v3 2025-12-26 00:00:00 2025-12-29 15:00:54.937000 2025-12-29 15:00:54 313254.937 NaN 20486 MXP caleb_strategy_v3 2025-12-26 00:00:00 2025-12-29 15:00:55.841000 2025-12-29 15:00:55 313255.841 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 20483 NASDAQ_micro caleb_strategy_v3 [1] 25886.75 None 25750.75 25751.0 25750.5 25750.5 25721.5 136.0 -0.25 29.5 29.0 NaN 29.25 20484 GBP caleb_strategy_v3 [1] 1.3496 None 1.35005 1.3501 1.35 1.35 1.3501 -0.00045 -0.00005 0.0 -0.0001 NaN -0.00005 20485 SP500_micro caleb_strategy_v3 [1] 6978.0 None 6955.875 6956.0 6955.75 6955.75 6952.75 22.125 -0.125 3.25 3.0 NaN 3.125 20486 MXP caleb_strategy_v3 [1] 0.05546 None 0.055335 0.05534 0.05533 0.05533 0.05531 0.000125 -0.000005 0.00003 0.00002 NaN 0.000025 =============================================================================================================================================================== 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 20483 NASDAQ_micro caleb_strategy_v3 [1] 4100.49363 331.667385 -0.609683 71.942558 70.723192 NaN 71.332875 20484 GBP caleb_strategy_v3 [1] 0.077773 -57.860686 -6.428965 0.0 -12.85793 NaN -6.428965 20485 SP500_micro caleb_strategy_v3 [1] 791.978375 279.363688 -1.578326 41.036474 37.879822 NaN 39.458148 20486 MXP caleb_strategy_v3 [1] 0.003751 333.226991 -13.32908 79.974478 53.316319 NaN 66.645398 ======================================================================================================================================================================== 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 20483 NASDAQ_micro caleb_strategy_v3 [1] 2.0 272.0 -0.5 59.0 58.0 NaN 58.5 20484 GBP caleb_strategy_v3 [1] 62500.0 -28.125 -3.125 0.0 -6.25 NaN -3.125 20485 SP500_micro caleb_strategy_v3 [1] 5.0 110.625 -0.625 16.25 15.0 NaN 15.625 20486 MXP caleb_strategy_v3 [1] 500000.0 62.5 -2.5 15.0 10.0 NaN 12.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 GBP -28.125 MXP 62.5 NASDAQ_micro 272.0 SP500_micro 110.625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 417.0 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 GBP -3.125 MXP -2.5 NASDAQ_micro -0.5 SP500_micro -0.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -6.75 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 GBP 0.0 MXP 15.0 NASDAQ_micro 59.0 SP500_micro 16.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 90.25 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 GBP -6.25 MXP 10.0 NASDAQ_micro 58.0 SP500_micro 15.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 76.75 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 GBP 0 MXP 0 NASDAQ_micro 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 GBP -3.125 MXP 12.5 NASDAQ_micro 58.5 SP500_micro 15.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 83.5 ******************************************************************************** END OF REPORT ********************************************************************************