******************************************************************************** Trades report produced on 30/12/2025 21:44 from 29/12/2025 21:44 to 30/12/2025 21:44 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20487 BUND caleb_strategy_v3 [20260300] 2025-12-30 08:01:01.000 [1] 127.70000 20489 BUND caleb_strategy_v3 [20260300] 2025-12-30 08:11:38.000 [1] 127.71000 20488 BUND caleb_strategy_v3 [20260300] 2025-12-30 19:45:00.633 [0] NaN 20506 CHF caleb_strategy_v3 [20260300] 2025-12-30 15:01:20.000 [-1] 1.27475 20491 COPPER caleb_strategy_v3 [20260300] 2025-12-30 14:00:18.000 [-1] 5.73000 20494 DX caleb_strategy_v3 [20260300] 2025-12-30 14:08:15.000 [1] 97.82000 20490 GASOIL caleb_strategy_v3 [20260400] 2025-12-30 09:01:02.000 [1] 607.75000 20496 GASOLINE caleb_strategy_v3 [20260400] 2025-12-30 14:08:31.000 [1] 1.97930 20501 GAS_US_mini caleb_strategy_v3 [20260300] 2025-12-30 19:45:00.751 [0] NaN 20495 GAS_US_mini caleb_strategy_v3 [20260300] 2025-12-30 14:08:29.000 [-1] 3.44000 20498 GAS_US_mini caleb_strategy_v3 [20260300] 2025-12-30 19:45:00.681 [0] NaN 20500 GAS_US_mini caleb_strategy_v3 [20260300] 2025-12-30 14:27:53.000 [-1] 3.42500 20502 GAS_US_mini caleb_strategy_v3 [20260300] 2025-12-30 14:40:04.000 [-1] 3.42000 20503 MXP caleb_strategy_v3 [20260300] 2025-12-30 15:01:04.000 [1] 0.05527 20505 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-30 15:01:13.000 [-1] 25742.50000 20492 PLAT caleb_strategy_v3 [20260400] 2025-12-30 14:08:13.000 [1] 2260.40000 20493 SILVER-mini caleb_strategy_v3 [20260300] 2025-12-30 14:08:14.000 [-1] 75.98750 20497 SILVER-mini caleb_strategy_v3 [20260300] 2025-12-30 14:08:45.000 [-1] 76.00000 20499 SILVER-mini caleb_strategy_v3 [20260300] 2025-12-30 14:21:59.000 [-1] 75.70000 20507 SP500_micro caleb_strategy_v3 [20260300] 2025-12-30 15:01:34.000 [-1] 6954.50000 20504 US30 caleb_strategy_v3 [20260300] 2025-12-30 15:01:05.000 [1] 118.18750 20508 US30 caleb_strategy_v3 [20260300] 2025-12-30 15:01:37.000 [1] 118.18750 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20490 GASOIL caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 09:00:51.249000 2025-12-30 09:01:02 118851.249 10.751 20491 COPPER caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:00:18.206000 2025-12-30 14:00:18 136818.206 NaN 20492 PLAT caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:00:19.306000 2025-12-30 14:08:13 136819.306 473.694 20494 DX caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:08:15.926000 2025-12-30 14:08:15 137295.926 NaN 20496 GASOLINE caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:08:30.369000 2025-12-30 14:08:31 137310.369 0.631 20497 SILVER-mini caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:08:45.870000 2025-12-30 14:08:45 137325.87 NaN 20499 SILVER-mini caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:18:49.954000 2025-12-30 14:21:59 137929.954 189.046 20493 SILVER-mini caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:08:14.353000 2025-12-30 14:08:14 137294.353 NaN 20503 MXP caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 15:00:12.570000 2025-12-30 15:01:04 140412.57 51.43 20505 NASDAQ_micro caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 15:01:06.565000 2025-12-30 15:01:13 140466.565 6.435 20506 CHF caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 15:01:14.781000 2025-12-30 15:01:20 140474.781 5.219 20507 SP500_micro caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 15:01:21.854000 2025-12-30 15:01:34 140481.854 12.146 20504 US30 caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 15:01:05.369000 2025-12-30 15:01:05 140465.369 NaN 20508 US30 caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 15:01:37.886000 2025-12-30 15:01:37 140497.886 NaN 20488 BUND caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 08:01:35.634000 2025-12-30 19:45:00.633000 115295.634 42204.999 20489 BUND caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 08:11:38.833000 2025-12-30 08:11:38 115898.833 NaN 20487 BUND caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 08:00:35.905000 2025-12-30 08:01:01 115235.905 25.095 20495 GAS_US_mini caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:08:17.257000 2025-12-30 14:08:29 137297.257 11.743 20498 GAS_US_mini caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:08:46.495000 2025-12-30 19:45:00.681000 137326.495 20174.186 20500 GAS_US_mini caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:21:59.709000 2025-12-30 14:27:53 138119.709 353.291 20501 GAS_US_mini caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:27:56.677000 2025-12-30 19:45:00.751000 138476.677 19024.074 20502 GAS_US_mini caleb_strategy_v3 2025-12-29 00:00:00 2025-12-30 14:38:00.317000 2025-12-30 14:40:04 139080.317 123.683 =================================================================================================================================================================================================================================== 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 20490 GASOIL caleb_strategy_v3 [1] 607.5 None 607.75 608.0 607.5 607.5 607.75 -0.25 -0.25 0.25 -0.25 NaN 0.0 20491 COPPER caleb_strategy_v3 [-1] 5.5775 None 5.7215 5.721 5.722 5.722 5.73 0.144 -0.0005 0.009 0.008 NaN 0.0085 20492 PLAT caleb_strategy_v3 [1] 2146.2 None 2237.9 2238.9 2236.9 2236.9 2260.4 -91.7 -1.0 -21.5 -23.5 NaN -22.5 20494 DX caleb_strategy_v3 [1] 97.775 None 97.7875 97.79 97.785 NaN 97.82 -0.0125 -0.0025 -0.03 NaN NaN -0.0325 20496 GASOLINE caleb_strategy_v3 [1] 1.9742 None 1.9799 1.9801 1.9797 1.9797 1.9793 -0.0057 -0.0002 0.0008 0.0004 NaN 0.0006 20497 SILVER-mini caleb_strategy_v3 [-1] 71.975 None 75.84375 75.825 75.8625 75.8625 76.0 3.86875 -0.01875 0.175 0.1375 NaN 0.15625 20499 SILVER-mini caleb_strategy_v3 [-1] 71.975 None 76.00625 75.9875 76.025 76.025 75.7 4.03125 -0.01875 -0.2875 -0.325 NaN -0.30625 20493 SILVER-mini caleb_strategy_v3 [-1] 71.975 None 75.84375 75.825 75.8625 75.8625 75.9875 3.86875 -0.01875 0.1625 0.125 NaN 0.14375 20503 MXP caleb_strategy_v3 [1] 0.05527 None 0.055275 0.05528 0.05527 0.05527 0.05527 -0.000005 -0.000005 0.00001 0.0 NaN 0.000005 20505 NASDAQ_micro caleb_strategy_v3 [-1] 25762.0 None 25745.25 25745.0 25745.5 25745.5 25742.5 -16.75 -0.25 -2.5 -3.0 NaN -2.75 20506 CHF caleb_strategy_v3 [-1] 1.27665 None 1.27485 1.2748 1.2749 1.2749 1.27475 -0.0018 -0.00005 -0.00005 -0.00015 NaN -0.0001 20507 SP500_micro caleb_strategy_v3 [-1] 6958.75 None 6955.625 6955.5 6955.75 6955.75 6954.5 -3.125 -0.125 -1.0 -1.25 NaN -1.125 20504 US30 caleb_strategy_v3 [1] 118.53125 None 118.203125 118.21875 118.1875 118.1875 118.1875 0.328125 -0.015625 0.03125 0.0 NaN 0.015625 20508 US30 caleb_strategy_v3 [1] 118.53125 None 118.203125 118.21875 118.1875 118.1875 118.1875 0.328125 -0.015625 0.03125 0.0 NaN 0.015625 20488 BUND caleb_strategy_v3 [1] 127.77 None 63.85 127.7 0.0 0.0 NaN 63.92 -63.85 NaN NaN NaN NaN 20489 BUND caleb_strategy_v3 [1] 127.77 None 127.715 127.72 127.71 127.71 127.71 0.055 -0.005 0.01 0.0 NaN 0.005 20487 BUND caleb_strategy_v3 [1] 127.77 None 127.705 127.71 127.7 127.7 127.7 0.065 -0.005 0.01 0.0 NaN 0.005 20495 GAS_US_mini caleb_strategy_v3 [-1] 3.39 None 3.4475 3.445 3.45 3.45 3.44 0.0575 -0.0025 -0.005 -0.01 NaN -0.0075 20498 GAS_US_mini caleb_strategy_v3 [-1] 3.39 None 1.7175 3.435 0.0 0.0 NaN -1.6725 1.7175 NaN NaN NaN NaN 20500 GAS_US_mini caleb_strategy_v3 [-1] 3.39 None 3.445 3.44 3.45 3.45 3.425 0.055 -0.005 -0.015 -0.025 NaN -0.02 20501 GAS_US_mini caleb_strategy_v3 [-1] 3.39 None 1.7125 3.425 0.0 0.0 NaN -1.6775 1.7125 NaN NaN NaN NaN 20502 GAS_US_mini caleb_strategy_v3 [-1] 3.39 None 3.4275 3.425 3.43 3.43 3.42 0.0375 -0.0025 -0.005 -0.01 NaN -0.0075 ===================================================================================================================================================================== 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 20490 GASOIL caleb_strategy_v3 [1] 172.137354 -14.523286 -14.523286 14.523286 -14.523286 NaN 0.0 20491 COPPER caleb_strategy_v3 [-1] 1.572427 915.782034 -3.179799 57.236377 50.87678 NaN 54.056578 20492 PLAT caleb_strategy_v3 [1] 1402.48107 -653.841267 -7.130221 -153.299752 -167.560194 NaN -160.429973 20494 DX caleb_strategy_v3 [1] 5.1442 -24.29921 -4.859842 -58.318104 NaN NaN -63.177946 20496 GASOLINE caleb_strategy_v3 [1] 0.413398 -137.881668 -4.837953 19.351813 9.675907 NaN 14.51386 20497 SILVER-mini caleb_strategy_v3 [-1] 33.186719 1165.752464 -5.64985 52.731937 41.432236 NaN 47.082087 20499 SILVER-mini caleb_strategy_v3 [-1] 33.186719 1214.717834 -5.64985 -86.631039 -97.93074 NaN -92.28089 20493 SILVER-mini caleb_strategy_v3 [-1] 33.186719 1165.752464 -5.64985 48.96537 37.665669 NaN 43.31552 20503 MXP caleb_strategy_v3 [1] 0.003733 -13.392333 -13.392333 26.784665 0.0 NaN 13.392333 20505 NASDAQ_micro caleb_strategy_v3 [-1] 4016.524369 -41.702722 -0.622429 -6.224287 -7.469144 NaN -6.846716 20506 CHF caleb_strategy_v3 [-1] 0.078012 -230.733636 -6.409268 -6.409268 -19.227803 NaN -12.818535 20507 SP500_micro caleb_strategy_v3 [-1] 776.560141 -40.241571 -1.609663 -12.877303 -16.096628 NaN -14.486966 20504 US30 caleb_strategy_v3 [1] 10.945008 299.794204 -14.275914 28.551829 0.0 NaN 14.275914 20508 US30 caleb_strategy_v3 [1] 10.945008 299.794204 -14.275914 28.551829 0.0 NaN 14.275914 20488 BUND caleb_strategy_v3 [1] 5.26626 121376.463958 -121243.542298 NaN NaN NaN NaN 20489 BUND caleb_strategy_v3 [1] 5.26626 104.438447 -9.494404 18.988809 0.0 NaN 9.494404 20487 BUND caleb_strategy_v3 [1] 5.26626 123.427255 -9.494404 18.988809 0.0 NaN 9.494404 20495 GAS_US_mini caleb_strategy_v3 [-1] 2.247793 255.806524 -11.122023 -22.244046 -44.488091 NaN -33.366068 20498 GAS_US_mini caleb_strategy_v3 [-1] 2.247793 -7440.633247 7640.829657 NaN NaN NaN NaN 20500 GAS_US_mini caleb_strategy_v3 [-1] 2.247793 244.684501 -22.244046 -66.732137 -111.220228 NaN -88.976182 20501 GAS_US_mini caleb_strategy_v3 [-1] 2.247793 -7462.877292 7618.585611 NaN NaN NaN NaN 20502 GAS_US_mini caleb_strategy_v3 [-1] 2.247793 166.830342 -11.122023 -22.244046 -44.488091 NaN -33.366068 ========================================================================================================================================================================= 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 20490 GASOIL caleb_strategy_v3 [1] 100.0 -25.0 -25.0 25.0 -25.0 NaN 0.0 20491 COPPER caleb_strategy_v3 [-1] 25000.0 3600.0 -12.5 225.0 200.0 NaN 212.5 20492 PLAT caleb_strategy_v3 [1] 50.0 -4585.0 -50.0 -1075.0 -1175.0 NaN -1125.0 20494 DX caleb_strategy_v3 [1] 1000.0 -12.5 -2.5 -30.0 NaN NaN -32.5 20496 GASOLINE caleb_strategy_v3 [1] 42000.0 -239.4 -8.4 33.6 16.8 NaN 25.2 20497 SILVER-mini caleb_strategy_v3 [-1] 2500.0 9671.875 -46.875 437.5 343.75 NaN 390.625 20499 SILVER-mini caleb_strategy_v3 [-1] 2500.0 10078.125 -46.875 -718.75 -812.5 NaN -765.625 20493 SILVER-mini caleb_strategy_v3 [-1] 2500.0 9671.875 -46.875 406.25 312.5 NaN 359.375 20503 MXP caleb_strategy_v3 [1] 500000.0 -2.5 -2.5 5.0 0.0 NaN 2.5 20505 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -33.5 -0.5 -5.0 -6.0 NaN -5.5 20506 CHF caleb_strategy_v3 [-1] 125000.0 -225.0 -6.25 -6.25 -18.75 NaN -12.5 20507 SP500_micro caleb_strategy_v3 [-1] 5.0 -15.625 -0.625 -5.0 -6.25 NaN -5.625 20504 US30 caleb_strategy_v3 [1] 1000.0 328.125 -15.625 31.25 0.0 NaN 15.625 20508 US30 caleb_strategy_v3 [1] 1000.0 328.125 -15.625 31.25 0.0 NaN 15.625 20488 BUND caleb_strategy_v3 [1] 1177.49 75265.1608 -75182.7365 NaN NaN NaN NaN 20489 BUND caleb_strategy_v3 [1] 1177.49 64.76195 -5.88745 11.7749 0.0 NaN 5.88745 20487 BUND caleb_strategy_v3 [1] 1177.49 76.53685 -5.88745 11.7749 0.0 NaN 5.88745 20495 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 143.75 -6.25 -12.5 -25.0 NaN -18.75 20498 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -4181.25 4293.75 NaN NaN NaN NaN 20500 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 137.5 -12.5 -37.5 -62.5 NaN -50.0 20501 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -4193.75 4281.25 NaN NaN NaN NaN 20502 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 93.75 -6.25 -12.5 -25.0 NaN -18.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND 75406.4596 CHF -225.0 COPPER 3600.0 DX -12.5 GASOIL -25.0 GASOLINE -239.4 GAS_US_mini -8000.0 MXP -2.5 NASDAQ_micro -33.5 PLAT -4585.0 SILVER-mini 29421.875 SP500_micro -15.625 US30 656.25 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 95946.0596 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -75194.5114 CHF -6.25 COPPER -12.5 DX -2.5 GASOIL -25.0 GASOLINE -8.4 GAS_US_mini 8550.0 MXP -2.5 NASDAQ_micro -0.5 PLAT -50.0 SILVER-mini -140.625 SP500_micro -0.625 US30 -31.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -66924.6614 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 23.5498 CHF -6.25 COPPER 225.0 DX -30.0 GASOIL 25.0 GASOLINE 33.6 GAS_US_mini -62.5 MXP 5.0 NASDAQ_micro -5.0 PLAT -1075.0 SILVER-mini 125.0 SP500_micro -5.0 US30 62.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -684.1002 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0.0 CHF -18.75 COPPER 200.0 DX 0 GASOIL -25.0 GASOLINE 16.8 GAS_US_mini -112.5 MXP 0.0 NASDAQ_micro -6.0 PLAT -1175.0 SILVER-mini -156.25 SP500_micro -6.25 US30 0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -1282.95 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 CHF 0 COPPER 0 DX 0 GASOIL 0 GASOLINE 0 GAS_US_mini 0 MXP 0 NASDAQ_micro 0 PLAT 0 SILVER-mini 0 SP500_micro 0 US30 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 11.7749 CHF -12.5 COPPER 212.5 DX -32.5 GASOIL 0.0 GASOLINE 25.2 GAS_US_mini -87.5 MXP 2.5 NASDAQ_micro -5.5 PLAT -1125.0 SILVER-mini -15.625 SP500_micro -5.625 US30 31.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -1001.0251 ******************************************************************************** END OF REPORT 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