******************************************************************************** Trades report produced on 09/01/2026 21:36 from 08/01/2026 21:36 to 09/01/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20680 CHF caleb_strategy_v3 [20260300] 2026-01-09 15:00:53.000 [-1] 1.256800 20673 DX caleb_strategy_v3 [20260300] 2026-01-09 14:00:54.000 [1] 98.730000 20669 EUROSTX caleb_strategy_v3 [20260300] 2026-01-09 08:36:34.000 [1] 5961.000000 20668 EUROSTX caleb_strategy_v3 [20260300] 2026-01-09 08:35:06.000 [1] 5960.000000 20667 EUROSTX caleb_strategy_v3 [20260300] 2026-01-09 19:45:05.781 [0] NaN 20666 EUROSTX caleb_strategy_v3 [20260300] 2026-01-09 08:24:59.000 [1] 5957.000000 20665 EUROSTX caleb_strategy_v3 [20260300] 2026-01-09 19:45:05.724 [0] NaN 20664 EUROSTX caleb_strategy_v3 [20260300] 2026-01-09 19:45:05.671 [0] NaN 20683 FEEDCOW caleb_strategy_v3 [20260400] 2026-01-09 15:30:51.000 [-1] 355.950000 20670 GASOIL caleb_strategy_v3 [20260400] 2026-01-09 09:00:27.000 [-1] 613.500000 20672 GASOLINE caleb_strategy_v3 [20260400] 2026-01-09 14:00:54.000 [1] 2.017400 20681 GBP caleb_strategy_v3 [20260300] 2026-01-09 15:00:54.000 [-1] 1.341100 20682 GBP caleb_strategy_v3 [20260300] 2026-01-09 15:01:49.000 [-1] 1.341000 20676 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-09 14:17:29.000 [1] 4529.200000 20675 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-09 19:45:05.832 [0] NaN 20674 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-09 14:05:30.000 [1] 4526.100000 20678 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-09 14:30:21.000 [1] 4533.400000 20677 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-09 19:45:05.886 [0] NaN 20679 JPY caleb_strategy_v3 [20260300] 2026-01-09 15:00:49.000 [-1] 0.006367 20685 LEANHOG caleb_strategy_v3 [20260400] 2026-01-09 15:31:49.000 [1] 91.225000 20684 LEANHOG caleb_strategy_v3 [20260400] 2026-01-09 15:30:52.000 [1] 91.225000 20662 NIKKEI caleb_strategy_v3 [20260300] 2026-01-09 19:45:05.618 [0] NaN 20660 NIKKEI caleb_strategy_v3 [20260300] 2026-01-09 03:01:19.000 [-1] 51755.000000 20663 NIKKEI caleb_strategy_v3 [20260300] 2026-01-09 03:22:54.000 [-1] 51745.000000 20661 NIKKEI caleb_strategy_v3 [20260300] 2026-01-09 19:45:05.566 [0] NaN 20671 SILVER-mini caleb_strategy_v3 [20260500] 2026-01-09 14:00:43.000 [-1] 78.800000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20670 GASOIL caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 09:00:13.561000 2026-01-09 09:00:27 118813.561 13.439 20671 SILVER-mini caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 14:00:43.941000 2026-01-09 14:00:43 136843.941 NaN 20672 GASOLINE caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 14:00:44.837000 2026-01-09 14:00:54 136844.837 9.163 20673 DX caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 14:00:54.922000 2026-01-09 14:00:54 136854.922 NaN 20679 JPY caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 15:00:49.161000 2026-01-09 15:00:49 140449.161 NaN 20680 CHF caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 15:00:50.085000 2026-01-09 15:00:53 140450.085 2.915 20681 GBP caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 15:00:54.098000 2026-01-09 15:00:54 140454.098 NaN 20682 GBP caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 15:01:48.954000 2026-01-09 15:01:49 140508.954 0.046 20683 FEEDCOW caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 15:30:50.490000 2026-01-09 15:30:51 142250.49 0.51 20684 LEANHOG caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 15:30:52.677000 2026-01-09 15:30:52 142252.677 NaN 20685 LEANHOG caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 15:31:49.486000 2026-01-09 15:31:49 142309.486 NaN 20660 NIKKEI caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 03:01:17.397000 2026-01-09 03:01:19 97277.397 1.603 20661 NIKKEI caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 03:02:17.208000 2026-01-09 19:45:05.566000 97337.208 60168.358 20662 NIKKEI caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 03:12:20.740000 2026-01-09 19:45:05.618000 97940.74 59564.878 20663 NIKKEI caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 03:22:24.083000 2026-01-09 03:22:54 98544.083 29.917 20664 EUROSTX caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 08:00:47.705000 2026-01-09 19:45:05.671000 115247.705 42257.966 20665 EUROSTX caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 08:10:51.182000 2026-01-09 19:45:05.724000 115851.182 41654.542 20666 EUROSTX caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 08:20:54.544000 2026-01-09 08:24:59 116454.544 244.456 20667 EUROSTX caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 08:25:02.635000 2026-01-09 19:45:05.781000 116702.635 40803.146 20668 EUROSTX caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 08:35:06.104000 2026-01-09 08:35:06 117306.104 NaN 20669 EUROSTX caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 08:36:06.759000 2026-01-09 08:36:34 117366.759 27.241 20674 GOLD_micro caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 14:00:56.154000 2026-01-09 14:05:30 136856.154 273.846 20675 GOLD_micro caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 14:05:34.178000 2026-01-09 19:45:05.832000 137134.178 20371.654 20676 GOLD_micro caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 14:15:37.709000 2026-01-09 14:17:29 137737.709 111.291 20677 GOLD_micro caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 14:17:34.045000 2026-01-09 19:45:05.886000 137854.045 19651.841 20678 GOLD_micro caleb_strategy_v3 2026-01-08 00:00:00 2026-01-09 14:27:37.617000 2026-01-09 14:30:21 138457.617 163.383 ================================================================================================================================================================================================================================ 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 20670 GASOIL caleb_strategy_v3 [-1] 613.5 None 613.25 613.0 613.5 613.5 613.5 -0.25 -0.25 0.5 -0.0 NaN 0.25 20671 SILVER-mini caleb_strategy_v3 [-1] 76.4 None 78.69375 78.675 78.7125 78.7125 78.8 2.29375 -0.01875 0.125 0.0875 NaN 0.10625 20672 GASOLINE caleb_strategy_v3 [1] 2.0148 None 2.01685 2.0171 2.0166 2.0166 2.0174 -0.00205 -0.00025 -0.0003 -0.0008 NaN -0.00055 20673 DX caleb_strategy_v3 [1] 98.69 None 98.6525 98.655 98.65 NaN 98.73 0.0375 -0.0025 -0.075 NaN NaN -0.0775 20679 JPY caleb_strategy_v3 [-1] 0.006405 None 0.006362 0.006362 0.006363 0.006363 0.006367 -0.000043 -0.0 0.000005 0.000005 NaN 0.000005 20680 CHF caleb_strategy_v3 [-1] 1.25945 None 1.25685 1.2568 1.2569 1.2569 1.2568 -0.0026 -0.00005 -0.0 -0.0001 NaN -0.00005 20681 GBP caleb_strategy_v3 [-1] 1.3428 None 1.3407 1.3406 1.3408 1.3408 1.3411 -0.0021 -0.0001 0.0005 0.0003 NaN 0.0004 20682 GBP caleb_strategy_v3 [-1] 1.3428 None 1.34065 1.3406 1.3407 1.3407 1.341 -0.00215 -0.00005 0.0004 0.0003 NaN 0.00035 20683 FEEDCOW caleb_strategy_v3 [-1] 356.65 None 355.65 355.6 355.7 NaN 355.95 -1.0 -0.05 0.35 NaN NaN 0.3 20684 LEANHOG caleb_strategy_v3 [1] 92.075 None 91.3 91.325 91.275 91.275 91.225 0.775 -0.025 0.1 0.05 NaN 0.075 20685 LEANHOG caleb_strategy_v3 [1] 92.075 None 91.3 91.325 91.275 91.275 91.225 0.775 -0.025 0.1 0.05 NaN 0.075 20660 NIKKEI caleb_strategy_v3 [-1] 51495.0 None 51760.0 51755.0 51765.0 51765.0 51755.0 265.0 -5.0 -0.0 -10.0 NaN -5.0 20661 NIKKEI caleb_strategy_v3 [-1] 51495.0 None 51767.5 51765.0 51770.0 51770.0 NaN 272.5 -2.5 NaN NaN NaN NaN 20662 NIKKEI caleb_strategy_v3 [-1] 51495.0 None 25882.5 51765.0 0.0 0.0 NaN -25612.5 25882.5 NaN NaN NaN NaN 20663 NIKKEI caleb_strategy_v3 [-1] 51495.0 None 51750.0 51745.0 51755.0 51755.0 51745.0 255.0 -5.0 -0.0 -10.0 NaN -5.0 20664 EUROSTX caleb_strategy_v3 [1] 5935.0 None 5940.5 5941.0 5940.0 5940.0 NaN -5.5 -0.5 NaN NaN NaN NaN 20665 EUROSTX caleb_strategy_v3 [1] 5935.0 None 2970.5 5941.0 0.0 0.0 NaN 2964.5 -2970.5 NaN NaN NaN NaN 20666 EUROSTX caleb_strategy_v3 [1] 5935.0 None 5948.5 5949.0 5948.0 5948.0 5957.0 -13.5 -0.5 -8.0 -9.0 NaN -8.5 20667 EUROSTX caleb_strategy_v3 [1] 5935.0 None 2978.5 5957.0 0.0 0.0 NaN 2956.5 -2978.5 NaN NaN NaN NaN 20668 EUROSTX caleb_strategy_v3 [1] 5935.0 None 5961.5 5962.0 5961.0 5961.0 5960.0 -26.5 -0.5 2.0 1.0 NaN 1.5 20669 EUROSTX caleb_strategy_v3 [1] 5935.0 None 5961.5 5962.0 5961.0 5961.0 5961.0 -26.5 -0.5 1.0 0.0 NaN 0.5 20674 GOLD_micro caleb_strategy_v3 [1] 4493.9 None 4521.7 4521.8 4521.6 4521.6 4526.1 -27.8 -0.1 -4.3 -4.5 NaN -4.4 20675 GOLD_micro caleb_strategy_v3 [1] 4493.9 None 2263.05 4526.1 0.0 0.0 NaN 2230.85 -2263.05 NaN NaN NaN NaN 20676 GOLD_micro caleb_strategy_v3 [1] 4493.9 None 4525.45 4525.6 4525.3 4525.3 4529.2 -31.55 -0.15 -3.6 -3.9 NaN -3.75 20677 GOLD_micro caleb_strategy_v3 [1] 4493.9 None 2264.6 4529.2 0.0 0.0 NaN 2229.3 -2264.6 NaN NaN NaN NaN 20678 GOLD_micro caleb_strategy_v3 [1] 4493.9 None 4529.2 4529.3 4529.1 4529.1 4533.4 -35.3 -0.1 -4.1 -4.3 NaN -4.2 =================================================================================================================================================================== 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 20670 GASOIL caleb_strategy_v3 [-1] 167.56164 -14.919883 -14.919883 29.839765 -0.0 NaN 14.919883 20671 SILVER-mini caleb_strategy_v3 [-1] 38.842963 590.5188 -4.827129 32.180861 22.526603 NaN 27.353732 20672 GASOLINE caleb_strategy_v3 [1] 0.444757 -46.092617 -5.621051 -6.745261 -17.987363 NaN -12.366312 20673 DX caleb_strategy_v3 [1] 4.739894 79.115691 -5.274379 -158.231381 NaN NaN -163.50576 20679 JPY caleb_strategy_v3 [-1] 0.000522 -818.756478 -4.78805 95.760992 86.184892 NaN 90.972942 20680 CHF caleb_strategy_v3 [-1] 0.075046 -346.454485 -6.662586 -0.0 -13.325172 NaN -6.662586 20681 GBP caleb_strategy_v3 [-1] 0.078164 -268.666366 -12.793636 63.968182 38.380909 NaN 51.174546 20682 GBP caleb_strategy_v3 [-1] 0.078164 -275.063184 -6.396818 51.174546 38.380909 NaN 44.777728 20683 FEEDCOW caleb_strategy_v3 [-1] 55.721833 -179.462869 -8.973143 62.812004 NaN NaN 53.838861 20684 LEANHOG caleb_strategy_v3 [1] 17.397999 445.453515 -14.369468 57.477873 28.738936 NaN 43.108405 20685 LEANHOG caleb_strategy_v3 [1] 17.397999 445.453515 -14.369468 57.477873 28.738936 NaN 43.108405 20660 NIKKEI caleb_strategy_v3 [-1] 9229.249184 287.130616 -5.417559 -0.0 -10.835118 NaN -5.417559 20661 NIKKEI caleb_strategy_v3 [-1] 9229.249184 295.256954 -2.708779 NaN NaN NaN NaN 20662 NIKKEI caleb_strategy_v3 [-1] 9229.249184 -27751.444879 28043.993053 NaN NaN NaN NaN 20663 NIKKEI caleb_strategy_v3 [-1] 9229.249184 276.295498 -5.417559 -0.0 -10.835118 NaN -5.417559 20664 EUROSTX caleb_strategy_v3 [1] 737.530716 -74.573165 -6.779379 NaN NaN NaN NaN 20665 EUROSTX caleb_strategy_v3 [1] 737.530716 40194.936081 -40276.288625 NaN NaN NaN NaN 20666 EUROSTX caleb_strategy_v3 [1] 737.530716 -183.043224 -6.779379 -108.470059 -122.028816 NaN -115.249437 20667 EUROSTX caleb_strategy_v3 [1] 737.530716 40086.466022 -40384.758683 NaN NaN NaN NaN 20668 EUROSTX caleb_strategy_v3 [1] 737.530716 -359.307069 -6.779379 27.117515 13.558757 NaN 20.338136 20669 EUROSTX caleb_strategy_v3 [1] 737.530716 -359.307069 -6.779379 13.558757 0.0 NaN 6.779379 20674 GOLD_micro caleb_strategy_v3 [1] 878.656697 -316.392057 -1.138101 -48.93834 -51.214542 NaN -50.076441 20675 GOLD_micro caleb_strategy_v3 [1] 878.656697 25389.324503 -25755.793001 NaN NaN NaN NaN 20676 GOLD_micro caleb_strategy_v3 [1] 878.656697 -359.070842 -1.707151 -40.971633 -44.385936 NaN -42.678785 20677 GOLD_micro caleb_strategy_v3 [1] 878.656697 25371.683938 -25773.433565 NaN NaN NaN NaN 20678 GOLD_micro caleb_strategy_v3 [1] 878.656697 -401.749627 -1.138101 -46.662138 -48.93834 NaN -47.800239 ============================================================================================================================================================================ 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 20670 GASOIL caleb_strategy_v3 [-1] 100.0 -25.0 -25.0 50.0 -0.0 NaN 25.0 20671 SILVER-mini caleb_strategy_v3 [-1] 2500.0 5734.375 -46.875 312.5 218.75 NaN 265.625 20672 GASOLINE caleb_strategy_v3 [1] 42000.0 -86.1 -10.5 -12.6 -33.6 NaN -23.1 20673 DX caleb_strategy_v3 [1] 1000.0 37.5 -2.5 -75.0 NaN NaN -77.5 20679 JPY caleb_strategy_v3 [-1] 12500000.0 -534.375 -3.125 62.5 56.25 NaN 59.375 20680 CHF caleb_strategy_v3 [-1] 125000.0 -325.0 -6.25 -0.0 -12.5 NaN -6.25 20681 GBP caleb_strategy_v3 [-1] 62500.0 -131.25 -6.25 31.25 18.75 NaN 25.0 20682 GBP caleb_strategy_v3 [-1] 62500.0 -134.375 -3.125 25.0 18.75 NaN 21.875 20683 FEEDCOW caleb_strategy_v3 [-1] 500.0 -500.0 -25.0 175.0 NaN NaN 150.0 20684 LEANHOG caleb_strategy_v3 [1] 400.0 310.0 -10.0 40.0 20.0 NaN 30.0 20685 LEANHOG caleb_strategy_v3 [1] 400.0 310.0 -10.0 40.0 20.0 NaN 30.0 20660 NIKKEI caleb_strategy_v3 [-1] 0.635245 168.340009 -3.176227 -0.0 -6.352453 NaN -3.176227 20661 NIKKEI caleb_strategy_v3 [-1] 0.635245 173.104349 -1.588113 NaN NaN NaN NaN 20662 NIKKEI caleb_strategy_v3 [-1] 0.635245 -16270.220652 16441.736888 NaN NaN NaN NaN 20663 NIKKEI caleb_strategy_v3 [-1] 0.635245 161.987556 -3.176227 -0.0 -6.352453 NaN -3.176227 20664 EUROSTX caleb_strategy_v3 [1] 11.6481 -64.06455 -5.82405 NaN NaN NaN NaN 20665 EUROSTX caleb_strategy_v3 [1] 11.6481 34530.79245 -34600.68105 NaN NaN NaN NaN 20666 EUROSTX caleb_strategy_v3 [1] 11.6481 -157.24935 -5.82405 -93.1848 -104.8329 NaN -99.00885 20667 EUROSTX caleb_strategy_v3 [1] 11.6481 34437.60765 -34693.86585 NaN NaN NaN NaN 20668 EUROSTX caleb_strategy_v3 [1] 11.6481 -308.67465 -5.82405 23.2962 11.6481 NaN 17.47215 20669 EUROSTX caleb_strategy_v3 [1] 11.6481 -308.67465 -5.82405 11.6481 0.0 NaN 5.82405 20674 GOLD_micro caleb_strategy_v3 [1] 10.0 -278.0 -1.0 -43.0 -45.0 NaN -44.0 20675 GOLD_micro caleb_strategy_v3 [1] 10.0 22308.5 -22630.5 NaN NaN NaN NaN 20676 GOLD_micro caleb_strategy_v3 [1] 10.0 -315.5 -1.5 -36.0 -39.0 NaN -37.5 20677 GOLD_micro caleb_strategy_v3 [1] 10.0 22293.0 -22646.0 NaN NaN NaN NaN 20678 GOLD_micro caleb_strategy_v3 [1] 10.0 -353.0 -1.0 -41.0 -43.0 NaN -42.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF -325.0 DX 37.5 EUROSTX 68129.7369 FEEDCOW -500.0 GASOIL -25.0 GASOLINE -86.1 GBP -265.625 GOLD_micro 43655.0 JPY -534.375 LEANHOG 620.0 NIKKEI -15766.78874 SILVER-mini 5734.375 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 100673.72316 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 DX -2.5 EUROSTX -69317.8431 FEEDCOW -25.0 GASOIL -25.0 GASOLINE -10.5 GBP -9.375 GOLD_micro -45280.0 JPY -3.125 LEANHOG -20.0 NIKKEI 16433.796321 SILVER-mini -46.875 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -98312.671779 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF -0.0 DX -75.0 EUROSTX -58.2405 FEEDCOW 175.0 GASOIL 50.0 GASOLINE -12.6 GBP 56.25 GOLD_micro -120.0 JPY 62.5 LEANHOG 80.0 NIKKEI -0.0 SILVER-mini 312.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 470.4095 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF -12.5 DX 0 EUROSTX -93.1848 FEEDCOW 0 GASOIL -0.0 GASOLINE -33.6 GBP 37.5 GOLD_micro -127.0 JPY 56.25 LEANHOG 40.0 NIKKEI -12.704906 SILVER-mini 218.75 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 73.510294 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 DX 0 EUROSTX 0 FEEDCOW 0 GASOIL 0 GASOLINE 0 GBP 0 GOLD_micro 0 JPY 0 LEANHOG 0 NIKKEI 0 SILVER-mini 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 CHF -6.25 DX -77.5 EUROSTX -75.71265 FEEDCOW 150.0 GASOIL 25.0 GASOLINE -23.1 GBP 46.875 GOLD_micro -123.5 JPY 59.375 LEANHOG 60.0 NIKKEI -6.352453 SILVER-mini 265.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 294.459897 ******************************************************************************** END OF REPORT ********************************************************************************