******************************************************************************** Trades report produced on 31/12/2025 21:41 from 30/12/2025 21:41 to 31/12/2025 21:41 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20521 CAD caleb_strategy_v3 [20260300] 2025-12-31 15:00:57.000 [1] 0.73230 20509 COPPER caleb_strategy_v3 [20260300] 2025-12-31 19:45:00.738 [0] NaN 20514 COPPER caleb_strategy_v3 [20260300] 2025-12-31 19:45:00.796 [0] NaN 20516 COPPER caleb_strategy_v3 [20260300] 2025-12-31 14:50:50.000 [-1] 5.65950 20511 COTTON2 caleb_strategy_v3 [20260300] 2025-12-31 14:16:39.000 [-1] 64.39000 20526 GBP caleb_strategy_v3 [20260300] 2025-12-31 15:01:56.000 [1] 1.34270 20528 GBP caleb_strategy_v3 [20260300] 2025-12-31 15:03:57.000 [1] 1.34190 20522 GBP caleb_strategy_v3 [20260300] 2025-12-31 15:00:58.000 [1] 1.34280 20527 GBP caleb_strategy_v3 [20260300] 2025-12-31 15:02:57.000 [1] 1.34200 20518 GOLD_micro caleb_strategy_v3 [20260400] 2025-12-31 14:51:49.000 [-1] 4390.90000 20517 GOLD_micro caleb_strategy_v3 [20260400] 2025-12-31 14:50:51.000 [-1] 4391.40000 20515 GOLD_micro caleb_strategy_v3 [20260400] 2025-12-31 19:45:00.869 [0] NaN 20513 GOLD_micro caleb_strategy_v3 [20260400] 2025-12-31 14:30:37.000 [-1] 4385.80000 20520 GOLD_micro caleb_strategy_v3 [20260400] 2025-12-31 14:53:50.000 [-1] 4392.90000 20519 GOLD_micro caleb_strategy_v3 [20260400] 2025-12-31 14:52:49.000 [-1] 4393.10000 20524 NASDAQ_micro caleb_strategy_v3 [20260300] 2025-12-31 15:01:34.000 [1] 25597.75000 20510 PLAT caleb_strategy_v3 [20260400] 2025-12-31 14:12:11.000 [-1] 2045.40000 20512 SILVER-mini caleb_strategy_v3 [20260500] 2025-12-31 14:25:24.000 [1] 72.52500 20523 SP500_micro caleb_strategy_v3 [20260300] 2025-12-31 15:01:31.000 [1] 6930.25000 20525 US30 caleb_strategy_v3 [20260300] 2025-12-31 15:01:36.000 [-1] 118.28125 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20510 PLAT caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:10:51.379000 2025-12-31 14:12:11 137451.379 79.621 20511 COTTON2 caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:12:12.147000 2025-12-31 14:16:39 137532.147 266.853 20512 SILVER-mini caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:16:40.770000 2025-12-31 14:25:24 137800.77 523.23 20521 CAD caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 15:00:57.040000 2025-12-31 15:00:57 140457.04 NaN 20523 SP500_micro caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 15:00:59.353000 2025-12-31 15:01:31 140459.353 31.647 20524 NASDAQ_micro caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 15:01:32.443000 2025-12-31 15:01:34 140492.443 1.557 20525 US30 caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 15:01:36.074000 2025-12-31 15:01:36 140496.074 NaN 20528 GBP caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 15:03:57.369000 2025-12-31 15:03:57 140637.369 NaN 20522 GBP caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 15:00:58.165000 2025-12-31 15:00:58 140458.165 NaN 20526 GBP caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 15:01:56.935000 2025-12-31 15:01:56 140516.935 NaN 20527 GBP caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 15:02:57.256000 2025-12-31 15:02:57 140577.256 NaN 20514 COPPER caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:30:43.656000 2025-12-31 19:45:00.796000 138643.656 18857.14 20516 COPPER caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:50:49.347000 2025-12-31 14:50:50 139849.347 0.653 20509 COPPER caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:00:50.490000 2025-12-31 19:45:00.738000 136850.49 20650.248 20513 GOLD_micro caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:25:25.521000 2025-12-31 14:30:37 138325.521 311.479 20515 GOLD_micro caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:40:44.272000 2025-12-31 19:45:00.869000 139244.272 18256.597 20517 GOLD_micro caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:50:51.541000 2025-12-31 14:50:51 139851.541 NaN 20518 GOLD_micro caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:51:49.662000 2025-12-31 14:51:49 139909.662 NaN 20519 GOLD_micro caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:52:49.715000 2025-12-31 14:52:49 139969.715 NaN 20520 GOLD_micro caleb_strategy_v3 2025-12-30 00:00:00 2025-12-31 14:53:50.401000 2025-12-31 14:53:50 140030.401 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 20510 PLAT caleb_strategy_v3 [-1] 2210.2 None 2052.2 2051.5 2052.9 2052.9 2045.4 -158.0 -0.7 -6.1 -7.5 NaN -6.8 20511 COTTON2 caleb_strategy_v3 [-1] 64.3 None 64.435 64.43 64.44 64.44 64.39 0.135 -0.005 -0.04 -0.05 NaN -0.045 20512 SILVER-mini caleb_strategy_v3 [1] 76.4 None 72.03125 72.0625 72.0 72.0 72.525 4.36875 -0.03125 -0.4625 -0.525 NaN -0.49375 20521 CAD caleb_strategy_v3 [1] 0.7326 None 0.73245 0.7325 0.7324 0.7324 0.7323 0.00015 -0.00005 0.0002 0.0001 NaN 0.00015 20523 SP500_micro caleb_strategy_v3 [1] 6950.75 None 6929.125 6929.25 6929.0 6929.0 6930.25 21.625 -0.125 -1.0 -1.25 NaN -1.125 20524 NASDAQ_micro caleb_strategy_v3 [1] 25711.25 None 25597.875 25598.0 25597.75 25597.75 25597.75 113.375 -0.125 0.25 0.0 NaN 0.125 20525 US30 caleb_strategy_v3 [-1] 118.375 None 118.234375 118.21875 118.25 118.25 118.28125 -0.140625 -0.015625 0.0625 0.03125 NaN 0.046875 20528 GBP caleb_strategy_v3 [1] 1.3463 None 1.34385 1.3439 1.3438 1.3438 1.3419 0.00245 -0.00005 0.002 0.0019 NaN 0.00195 20522 GBP caleb_strategy_v3 [1] 1.3463 None 1.3436 1.3437 1.3435 1.3435 1.3428 0.0027 -0.0001 0.0009 0.0007 NaN 0.0008 20526 GBP caleb_strategy_v3 [1] 1.3463 None 1.3436 1.3437 1.3435 1.3435 1.3427 0.0027 -0.0001 0.001 0.0008 NaN 0.0009 20527 GBP caleb_strategy_v3 [1] 1.3463 None 1.34365 1.3437 1.3436 1.3436 1.342 0.00265 -0.00005 0.0017 0.0016 NaN 0.00165 20514 COPPER caleb_strategy_v3 [-1] 5.736 None 2.844 5.688 0.0 0.0 NaN -2.892 2.844 NaN NaN NaN NaN 20516 COPPER caleb_strategy_v3 [-1] 5.736 None 5.67 5.6695 5.6705 5.6705 5.6595 -0.066 -0.0005 -0.01 -0.011 NaN -0.0105 20509 COPPER caleb_strategy_v3 [-1] 5.736 None 5.6975 5.697 5.698 5.698 NaN -0.0385 -0.0005 NaN NaN NaN NaN 20513 GOLD_micro caleb_strategy_v3 [-1] 4392.9 None 4388.0 4387.8 4388.2 4388.2 4385.8 -4.9 -0.2 -2.0 -2.4 NaN -2.2 20515 GOLD_micro caleb_strategy_v3 [-1] 4392.9 None 2192.9 4385.8 0.0 0.0 NaN -2200.0 2192.9 NaN NaN NaN NaN 20517 GOLD_micro caleb_strategy_v3 [-1] 4392.9 None 4383.45 4383.3 4383.6 4383.6 4391.4 -9.45 -0.15 8.1 7.8 NaN 7.95 20518 GOLD_micro caleb_strategy_v3 [-1] 4392.9 None 4383.75 4383.7 4383.8 4383.8 4390.9 -9.15 -0.05 7.2 7.1 NaN 7.15 20519 GOLD_micro caleb_strategy_v3 [-1] 4392.9 None 4383.75 4383.7 4383.8 4383.8 4393.1 -9.15 -0.05 9.4 9.3 NaN 9.35 20520 GOLD_micro caleb_strategy_v3 [-1] 4392.9 None 4383.75 4383.7 4383.8 4383.8 4392.9 -9.15 -0.05 9.2 9.1 NaN 9.15 =================================================================================================================================================================== 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 20510 PLAT caleb_strategy_v3 [-1] 1504.091567 -1050.46796 -4.653972 -40.556041 -49.863985 NaN -45.210013 20511 COTTON2 caleb_strategy_v3 [-1] 7.388242 182.722759 -6.76751 -54.140077 -67.675096 NaN -60.907586 20512 SILVER-mini caleb_strategy_v3 [1] 39.496135 1106.120887 -7.912167 -117.100065 -132.924398 NaN -125.012232 20521 CAD caleb_strategy_v3 [1] 0.033082 45.341455 -15.113818 60.455274 30.227637 NaN 45.341455 20523 SP500_micro caleb_strategy_v3 [1] 772.278767 280.015467 -1.618587 -12.948692 -16.185865 NaN -14.567279 20524 NASDAQ_micro caleb_strategy_v3 [1] 3963.798447 286.026148 -0.315354 0.630708 0.0 NaN 0.315354 20525 US30 caleb_strategy_v3 [-1] 11.078812 -126.931478 -14.103498 56.41399 28.206995 NaN 42.310493 20528 GBP caleb_strategy_v3 [1] 0.077119 317.69216 -6.483513 259.340538 246.373512 NaN 252.857025 20522 GBP caleb_strategy_v3 [1] 0.077119 350.109727 -12.967027 116.703242 90.769188 NaN 103.736215 20526 GBP caleb_strategy_v3 [1] 0.077119 350.109727 -12.967027 129.670269 103.736215 NaN 116.703242 20527 GBP caleb_strategy_v3 [1] 0.077119 343.626213 -6.483513 220.439458 207.472431 NaN 213.955944 20514 COPPER caleb_strategy_v3 [-1] 1.559488 -18544.549038 18236.755693 NaN NaN NaN NaN 20516 COPPER caleb_strategy_v3 [-1] 1.559488 -423.215849 -3.206181 -64.123614 -70.535975 NaN -67.329794 20509 COPPER caleb_strategy_v3 [-1] 1.559488 -246.875912 -3.206181 NaN NaN NaN NaN 20513 GOLD_micro caleb_strategy_v3 [-1] 905.283445 -54.126694 -2.209253 -22.092528 -26.511034 NaN -24.301781 20515 GOLD_micro caleb_strategy_v3 [-1] 905.283445 -24301.780969 24223.352494 NaN NaN NaN NaN 20517 GOLD_micro caleb_strategy_v3 [-1] 905.283445 -104.387196 -1.65694 89.474739 86.16086 NaN 87.817799 20518 GOLD_micro caleb_strategy_v3 [-1] 905.283445 -101.073316 -0.552313 79.533101 78.428475 NaN 78.980788 20519 GOLD_micro caleb_strategy_v3 [-1] 905.283445 -101.073316 -0.552313 103.834882 102.730256 NaN 103.282569 20520 GOLD_micro caleb_strategy_v3 [-1] 905.283445 -101.073316 -0.552313 101.62563 100.521003 NaN 101.073316 ======================================================================================================================================================================== 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 20510 PLAT caleb_strategy_v3 [-1] 50.0 -7900.0 -35.0 -305.0 -375.0 NaN -340.0 20511 COTTON2 caleb_strategy_v3 [-1] 500.0 67.5 -2.5 -20.0 -25.0 NaN -22.5 20512 SILVER-mini caleb_strategy_v3 [1] 2500.0 10921.875 -78.125 -1156.25 -1312.5 NaN -1234.375 20521 CAD caleb_strategy_v3 [1] 100000.0 15.0 -5.0 20.0 10.0 NaN 15.0 20523 SP500_micro caleb_strategy_v3 [1] 5.0 108.125 -0.625 -5.0 -6.25 NaN -5.625 20524 NASDAQ_micro caleb_strategy_v3 [1] 2.0 226.75 -0.25 0.5 0.0 NaN 0.25 20525 US30 caleb_strategy_v3 [-1] 1000.0 -140.625 -15.625 62.5 31.25 NaN 46.875 20528 GBP caleb_strategy_v3 [1] 62500.0 153.125 -3.125 125.0 118.75 NaN 121.875 20522 GBP caleb_strategy_v3 [1] 62500.0 168.75 -6.25 56.25 43.75 NaN 50.0 20526 GBP caleb_strategy_v3 [1] 62500.0 168.75 -6.25 62.5 50.0 NaN 56.25 20527 GBP caleb_strategy_v3 [1] 62500.0 165.625 -3.125 106.25 100.0 NaN 103.125 20514 COPPER caleb_strategy_v3 [-1] 25000.0 -72300.0 71100.0 NaN NaN NaN NaN 20516 COPPER caleb_strategy_v3 [-1] 25000.0 -1650.0 -12.5 -250.0 -275.0 NaN -262.5 20509 COPPER caleb_strategy_v3 [-1] 25000.0 -962.5 -12.5 NaN NaN NaN NaN 20513 GOLD_micro caleb_strategy_v3 [-1] 10.0 -49.0 -2.0 -20.0 -24.0 NaN -22.0 20515 GOLD_micro caleb_strategy_v3 [-1] 10.0 -22000.0 21929.0 NaN NaN NaN NaN 20517 GOLD_micro caleb_strategy_v3 [-1] 10.0 -94.5 -1.5 81.0 78.0 NaN 79.5 20518 GOLD_micro caleb_strategy_v3 [-1] 10.0 -91.5 -0.5 72.0 71.0 NaN 71.5 20519 GOLD_micro caleb_strategy_v3 [-1] 10.0 -91.5 -0.5 94.0 93.0 NaN 93.5 20520 GOLD_micro caleb_strategy_v3 [-1] 10.0 -91.5 -0.5 92.0 91.0 NaN 91.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CAD 15.0 COPPER -74912.5 COTTON2 67.5 GBP 656.25 GOLD_micro -22418.0 NASDAQ_micro 226.75 PLAT -7900.0 SILVER-mini 10921.875 SP500_micro 108.125 US30 -140.625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -93375.625 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CAD -5.0 COPPER 71075.0 COTTON2 -2.5 GBP -18.75 GOLD_micro 21924.0 NASDAQ_micro -0.25 PLAT -35.0 SILVER-mini -78.125 SP500_micro -0.625 US30 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 92843.125 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CAD 20.0 COPPER -250.0 COTTON2 -20.0 GBP 350.0 GOLD_micro 319.0 NASDAQ_micro 0.5 PLAT -305.0 SILVER-mini -1156.25 SP500_micro -5.0 US30 62.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -984.25 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 10.0 COPPER -275.0 COTTON2 -25.0 GBP 312.5 GOLD_micro 309.0 NASDAQ_micro 0.0 PLAT -375.0 SILVER-mini -1312.5 SP500_micro -6.25 US30 31.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -1331.0 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0 COPPER 0 COTTON2 0 GBP 0 GOLD_micro 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 CAD 15.0 COPPER -262.5 COTTON2 -22.5 GBP 331.25 GOLD_micro 314.0 NASDAQ_micro 0.25 PLAT -340.0 SILVER-mini -1234.375 SP500_micro -5.625 US30 46.875 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -1157.625 ******************************************************************************** END OF REPORT ********************************************************************************