******************************************************************************** Trades report produced on 07/01/2026 21:42 from 06/01/2026 21:42 to 07/01/2026 21:42 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20624 DOW caleb_strategy_v3 [20260300] 2026-01-07 19:45:09.281 [0] NaN 20626 DOW caleb_strategy_v3 [20260300] 2026-01-07 19:45:09.312 [0] NaN 20628 DOW caleb_strategy_v3 [20260300] 2026-01-07 15:25:06.000 [-1] 49501.00 20629 DOW caleb_strategy_v3 [20260300] 2026-01-07 19:45:09.372 [0] NaN 20630 DOW caleb_strategy_v3 [20260300] 2026-01-07 15:35:17.000 [-1] 49501.00 20620 EUROSTX caleb_strategy_v3 [20260300] 2026-01-07 08:01:00.000 [1] 5956.00 20621 EUROSTX caleb_strategy_v3 [20260300] 2026-01-07 08:02:00.000 [1] 5956.00 20623 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-07 15:00:25.000 [1] 25839.75 20619 NIKKEI caleb_strategy_v3 [20260300] 2026-01-07 03:09:03.000 [-1] 52265.00 20625 SP500_micro caleb_strategy_v3 [20260300] 2026-01-07 15:10:51.000 [1] 6986.25 20627 SP500_micro caleb_strategy_v3 [20260300] 2026-01-07 15:20:56.000 [1] 6980.75 20622 SP500_micro caleb_strategy_v3 [20260300] 2026-01-07 15:00:23.000 [1] 6990.75 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20619 NIKKEI caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 03:01:24.478000 2026-01-07 03:09:03 97284.478 458.522 20620 EUROSTX caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 08:01:00.332000 2026-01-07 08:01:00 115260.332 NaN 20621 EUROSTX caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 08:02:00.136000 2026-01-07 08:02:00 115320.136 NaN 20623 NASDAQ_micro caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 15:00:25.019000 2026-01-07 15:00:25 140425.019 NaN 20625 SP500_micro caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 15:10:51.029000 2026-01-07 15:10:51 141051.029 NaN 20627 SP500_micro caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 15:20:56.597000 2026-01-07 15:20:56 141656.597 NaN 20622 SP500_micro caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 15:00:23.687000 2026-01-07 15:00:23 140423.687 NaN 20624 DOW caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 15:00:26.466000 2026-01-07 19:45:09.281000 140426.466 17082.815 20626 DOW caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 15:10:51.558000 2026-01-07 19:45:09.312000 141051.558 16457.754 20628 DOW caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 15:20:57.379000 2026-01-07 15:25:06 141657.379 248.621 20629 DOW caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 15:25:12.590000 2026-01-07 19:45:09.372000 141912.59 15596.782 20630 DOW caleb_strategy_v3 2026-01-06 00:00:00 2026-01-07 15:35:17.605000 2026-01-07 15:35:17 142517.605 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 20619 NIKKEI caleb_strategy_v3 [-1] 52055.0 None 52297.5 52295.0 52300.0 52300.0 52265.0 242.5 -2.5 -30.0 -35.0 NaN -32.5 20620 EUROSTX caleb_strategy_v3 [1] 5962.0 None 5960.5 5961.0 5960.0 5960.0 5956.0 1.5 -0.5 5.0 4.0 NaN 4.5 20621 EUROSTX caleb_strategy_v3 [1] 5962.0 None 5960.5 5961.0 5960.0 5960.0 5956.0 1.5 -0.5 5.0 4.0 NaN 4.5 20623 NASDAQ_micro caleb_strategy_v3 [1] 25814.0 None 25867.25 25867.5 25867.0 25867.0 25839.75 -53.25 -0.25 27.75 27.25 NaN 27.5 20625 SP500_micro caleb_strategy_v3 [1] 6989.25 None 6994.625 6994.75 6994.5 6994.5 6986.25 -5.375 -0.125 8.5 8.25 NaN 8.375 20627 SP500_micro caleb_strategy_v3 [1] 6989.25 None 6994.625 6994.75 6994.5 6994.5 6980.75 -5.375 -0.125 14.0 13.75 NaN 13.875 20622 SP500_micro caleb_strategy_v3 [1] 6989.25 None 6994.625 6994.75 6994.5 6994.5 6990.75 -5.375 -0.125 4.0 3.75 NaN 3.875 20624 DOW caleb_strategy_v3 [-1] 49712.0 None 49665.5 49665.0 49666.0 49666.0 NaN -46.5 -0.5 NaN NaN NaN NaN 20626 DOW caleb_strategy_v3 [-1] 49712.0 None 24806.0 49612.0 0.0 0.0 NaN -24906.0 24806.0 NaN NaN NaN NaN 20628 DOW caleb_strategy_v3 [-1] 49712.0 None 49553.0 49552.0 49554.0 49554.0 49501.0 -159.0 -1.0 -51.0 -53.0 NaN -52.0 20629 DOW caleb_strategy_v3 [-1] 49712.0 None 24750.5 49501.0 0.0 0.0 NaN -24961.5 24750.5 NaN NaN NaN NaN 20630 DOW caleb_strategy_v3 [-1] 49712.0 None 49499.0 49498.0 49500.0 49500.0 49501.0 -213.0 -1.0 3.0 1.0 NaN 2.0 =================================================================================================================================================================== 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 20619 NIKKEI caleb_strategy_v3 [-1] 9045.73473 268.082148 -2.763733 -33.164802 -38.692269 NaN -35.928535 20620 EUROSTX caleb_strategy_v3 [1] 676.848615 22.161529 -7.387176 73.871762 59.09741 NaN 66.484586 20621 EUROSTX caleb_strategy_v3 [1] 676.848615 22.161529 -7.387176 73.871762 59.09741 NaN 66.484586 20623 NASDAQ_micro caleb_strategy_v3 [1] 3873.070525 -137.487814 -0.645483 71.648579 70.357614 NaN 71.003096 20625 SP500_micro caleb_strategy_v3 [1] 758.501009 -70.863452 -1.647987 112.063134 108.767159 NaN 110.415146 20627 SP500_micro caleb_strategy_v3 [1] 758.501009 -70.863452 -1.647987 184.574573 181.278599 NaN 182.926586 20622 SP500_micro caleb_strategy_v3 [1] 758.501009 -70.863452 -1.647987 52.735592 49.439618 NaN 51.087605 20624 DOW caleb_strategy_v3 [-1] 5685.671384 -81.784537 -0.879404 NaN NaN NaN NaN 20626 DOW caleb_strategy_v3 [-1] 5685.671384 -43804.853143 43628.972419 NaN NaN NaN NaN 20628 DOW caleb_strategy_v3 [-1] 5685.671384 -279.650351 -1.758807 -89.699169 -93.216784 NaN -91.457977 20629 DOW caleb_strategy_v3 [-1] 5685.671384 -43902.466945 43531.358617 NaN NaN NaN NaN 20630 DOW caleb_strategy_v3 [-1] 5685.671384 -374.625942 -1.758807 5.276422 1.758807 NaN 3.517614 ========================================================================================================================================================================= 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 20619 NIKKEI caleb_strategy_v3 [-1] 0.639758 155.141419 -1.599396 -19.192753 -22.391545 NaN -20.792149 20620 EUROSTX caleb_strategy_v3 [1] 11.6978 17.5467 -5.8489 58.489 46.7912 NaN 52.6401 20621 EUROSTX caleb_strategy_v3 [1] 11.6978 17.5467 -5.8489 58.489 46.7912 NaN 52.6401 20623 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -106.5 -0.5 55.5 54.5 NaN 55.0 20625 SP500_micro caleb_strategy_v3 [1] 5.0 -26.875 -0.625 42.5 41.25 NaN 41.875 20627 SP500_micro caleb_strategy_v3 [1] 5.0 -26.875 -0.625 70.0 68.75 NaN 69.375 20622 SP500_micro caleb_strategy_v3 [1] 5.0 -26.875 -0.625 20.0 18.75 NaN 19.375 20624 DOW caleb_strategy_v3 [-1] 0.5 -23.25 -0.25 NaN NaN NaN NaN 20626 DOW caleb_strategy_v3 [-1] 0.5 -12453.0 12403.0 NaN NaN NaN NaN 20628 DOW caleb_strategy_v3 [-1] 0.5 -79.5 -0.5 -25.5 -26.5 NaN -26.0 20629 DOW caleb_strategy_v3 [-1] 0.5 -12480.75 12375.25 NaN NaN NaN NaN 20630 DOW caleb_strategy_v3 [-1] 0.5 -106.5 -0.5 1.5 0.5 NaN 1.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DOW -25143.0 EUROSTX 35.0934 NASDAQ_micro -106.5 NIKKEI 155.141419 SP500_micro -80.625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -25139.890181 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DOW 24777.0 EUROSTX -11.6978 NASDAQ_micro -0.5 NIKKEI -1.599396 SP500_micro -1.875 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 24761.327804 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DOW -24.0 EUROSTX 116.978 NASDAQ_micro 55.5 NIKKEI -19.192753 SP500_micro 132.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 261.785247 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW -26.0 EUROSTX 93.5824 NASDAQ_micro 54.5 NIKKEI -22.391545 SP500_micro 128.75 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 228.440855 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 0 EUROSTX 0 NASDAQ_micro 0 NIKKEI 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 DOW -25.0 EUROSTX 105.2802 NASDAQ_micro 55.0 NIKKEI -20.792149 SP500_micro 130.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 245.113051 ******************************************************************************** END OF REPORT ********************************************************************************