******************************************************************************** Trades report produced on 05/01/2026 21:43 from 04/01/2026 21:43 to 05/01/2026 21:43 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20569 BUND caleb_strategy_v3 [20260300] 2026-01-05 08:01:04.000 [1] 127.08 20576 DOW caleb_strategy_v3 [20260300] 2026-01-05 15:41:14.000 [1] 49278.00 20577 DOW caleb_strategy_v3 [20260300] 2026-01-05 20:05:05.931 [0] NaN 20578 DOW caleb_strategy_v3 [20260300] 2026-01-05 15:52:12.000 [1] 49271.00 20579 DOW caleb_strategy_v3 [20260300] 2026-01-05 15:53:13.000 [1] 49289.00 20572 DOW caleb_strategy_v3 [20260300] 2026-01-05 20:05:05.794 [0] NaN 20573 DOW caleb_strategy_v3 [20260300] 2026-01-05 20:05:05.831 [0] NaN 20574 DOW caleb_strategy_v3 [20260300] 2026-01-05 20:05:05.864 [0] NaN 20575 DOW caleb_strategy_v3 [20260300] 2026-01-05 20:05:05.900 [0] NaN 20570 EUROSTX caleb_strategy_v3 [20260300] 2026-01-05 08:07:30.000 [1] 5908.00 20571 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-05 14:00:41.000 [-1] 4462.70 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20569 BUND caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 08:00:38.993000 2026-01-05 08:01:04 288038.993 25.007 20570 EUROSTX caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 08:01:05.319000 2026-01-05 08:07:30 288065.319 384.681 20571 GOLD_micro caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 14:00:41.298000 2026-01-05 14:00:41 309641.298 NaN 20576 DOW caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 15:41:06.635000 2026-01-05 15:41:14 315666.635 7.365 20577 DOW caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 15:42:06.954000 2026-01-05 20:05:05.931000 315726.954 15778.977 20578 DOW caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 15:52:12.609000 2026-01-05 15:52:12 316332.609 NaN 20579 DOW caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 15:53:13.147000 2026-01-05 15:53:13 316393.147 NaN 20572 DOW caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 15:00:46.279000 2026-01-05 20:05:05.794000 313246.279 18259.515 20573 DOW caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 15:10:50.643000 2026-01-05 20:05:05.831000 313850.643 17655.188 20574 DOW caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 15:20:55.569000 2026-01-05 20:05:05.864000 314455.569 17050.295 20575 DOW caleb_strategy_v3 2026-01-02 00:00:00 2026-01-05 15:31:00.834000 2026-01-05 20:05:05.900000 315060.834 16445.066 =============================================================================================================================================================================================================================== 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 20569 BUND caleb_strategy_v3 [1] 127.06 None 127.085 127.09 127.08 127.08 127.08 -0.025 -0.005 0.01 0.0 NaN 0.005 20570 EUROSTX caleb_strategy_v3 [1] 5882.0 None 5905.5 5906.0 5905.0 5905.0 5908.0 -23.5 -0.5 -2.0 -3.0 NaN -2.5 20571 GOLD_micro caleb_strategy_v3 [-1] 4360.6 None 4458.25 4458.1 4458.4 4458.4 4462.7 97.65 -0.15 4.6 4.3 NaN 4.45 20576 DOW caleb_strategy_v3 [1] 48627.0 None 49265.5 49266.0 49265.0 49265.0 49278.0 -638.5 -0.5 -12.0 -13.0 NaN -12.5 20577 DOW caleb_strategy_v3 [1] 48627.0 None 24640.0 49280.0 0.0 0.0 NaN 23987.0 -24640.0 NaN NaN NaN NaN 20578 DOW caleb_strategy_v3 [1] 48627.0 None 49299.0 49300.0 49298.0 49298.0 49271.0 -672.0 -1.0 29.0 27.0 NaN 28.0 20579 DOW caleb_strategy_v3 [1] 48627.0 None 49299.0 49300.0 49298.0 49298.0 49289.0 -672.0 -1.0 11.0 9.0 NaN 10.0 20572 DOW caleb_strategy_v3 [1] 48627.0 None 49105.0 49106.0 49104.0 49104.0 NaN -478.0 -1.0 NaN NaN NaN NaN 20573 DOW caleb_strategy_v3 [1] 48627.0 None 24575.0 49150.0 0.0 0.0 NaN 24052.0 -24575.0 NaN NaN NaN NaN 20574 DOW caleb_strategy_v3 [1] 48627.0 None 49195.5 49196.0 49195.0 49195.0 NaN -568.5 -0.5 NaN NaN NaN NaN 20575 DOW caleb_strategy_v3 [1] 48627.0 None 24620.0 49240.0 0.0 0.0 NaN 24007.0 -24620.0 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 20569 BUND caleb_strategy_v3 [1] 5.258578 -47.541373 -9.508275 19.016549 0.0 NaN 9.508275 20570 EUROSTX caleb_strategy_v3 [1] 701.147255 -335.164972 -7.13117 -28.524678 -42.787018 NaN -35.655848 20571 GOLD_micro caleb_strategy_v3 [-1] 947.989991 1030.074167 -1.582295 48.523719 45.359129 NaN 46.941424 20576 DOW caleb_strategy_v3 [1] 5701.125605 -1119.954276 -0.87702 -21.048475 -22.802515 NaN -21.925495 20577 DOW caleb_strategy_v3 [1] 5701.125605 42074.147567 -43219.535417 NaN NaN NaN NaN 20578 DOW caleb_strategy_v3 [1] 5701.125605 -1178.714602 -1.75404 50.867148 47.359069 NaN 49.113108 20579 DOW caleb_strategy_v3 [1] 5701.125605 -1178.714602 -1.75404 19.294435 15.786356 NaN 17.540396 20572 DOW caleb_strategy_v3 [1] 5701.125605 -838.430922 -1.75404 NaN NaN NaN NaN 20573 DOW caleb_strategy_v3 [1] 5701.125605 42188.16014 -43105.522844 NaN NaN NaN NaN 20574 DOW caleb_strategy_v3 [1] 5701.125605 -997.171505 -0.87702 NaN NaN NaN NaN 20575 DOW caleb_strategy_v3 [1] 5701.125605 42109.228359 -43184.454626 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 20569 BUND caleb_strategy_v3 [1] 1168.985 -29.224625 -5.844925 11.68985 0.0 NaN 5.844925 20570 EUROSTX caleb_strategy_v3 [1] 11.68985 -274.711475 -5.844925 -23.3797 -35.06955 NaN -29.224625 20571 GOLD_micro caleb_strategy_v3 [-1] 10.0 976.5 -1.5 46.0 43.0 NaN 44.5 20576 DOW caleb_strategy_v3 [1] 0.5 -319.25 -0.25 -6.0 -6.5 NaN -6.25 20577 DOW caleb_strategy_v3 [1] 0.5 11993.5 -12320.0 NaN NaN NaN NaN 20578 DOW caleb_strategy_v3 [1] 0.5 -336.0 -0.5 14.5 13.5 NaN 14.0 20579 DOW caleb_strategy_v3 [1] 0.5 -336.0 -0.5 5.5 4.5 NaN 5.0 20572 DOW caleb_strategy_v3 [1] 0.5 -239.0 -0.5 NaN NaN NaN NaN 20573 DOW caleb_strategy_v3 [1] 0.5 12026.0 -12287.5 NaN NaN NaN NaN 20574 DOW caleb_strategy_v3 [1] 0.5 -284.25 -0.25 NaN NaN NaN NaN 20575 DOW caleb_strategy_v3 [1] 0.5 12003.5 -12310.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND -29.224625 DOW 34508.5 EUROSTX -274.711475 GOLD_micro 976.5 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 35181.0639 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -5.844925 DOW -36919.5 EUROSTX -5.844925 GOLD_micro -1.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -36932.68985 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 11.68985 DOW 14.0 EUROSTX -23.3797 GOLD_micro 46.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 48.31015 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0.0 DOW 11.5 EUROSTX -35.06955 GOLD_micro 43.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 19.43045 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 DOW 0 EUROSTX 0 GOLD_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 BUND 5.844925 DOW 12.75 EUROSTX -29.224625 GOLD_micro 44.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 33.8703 ******************************************************************************** END OF REPORT ********************************************************************************