******************************************************************************** Trades report produced on 12/01/2026 21:38 from 11/01/2026 21:38 to 12/01/2026 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20688 DX caleb_strategy_v3 [20260300] 2026-01-12 19:45:07.437 [0] NaN 20689 DX caleb_strategy_v3 [20260300] 2026-01-12 19:45:07.470 [0] NaN 20690 DX caleb_strategy_v3 [20260300] 2026-01-12 19:45:07.503 [0] NaN 20691 DX caleb_strategy_v3 [20260300] 2026-01-12 19:45:07.531 [0] NaN 20692 DX caleb_strategy_v3 [20260300] 2026-01-12 14:41:03.000 [1] 98.585000 20693 DX caleb_strategy_v3 [20260300] 2026-01-12 19:45:07.566 [0] NaN 20694 DX caleb_strategy_v3 [20260300] 2026-01-12 14:51:52.000 [1] 98.580000 20687 EUROSTX caleb_strategy_v3 [20260300] 2026-01-12 08:00:54.000 [1] 6002.000000 20696 JPY caleb_strategy_v3 [20260300] 2026-01-12 15:01:10.000 [-1] 0.006367 20697 LEANHOG caleb_strategy_v3 [20260400] 2026-01-12 15:35:28.000 [1] 90.500000 20686 NIKKEI caleb_strategy_v3 [20260300] 2026-01-12 03:06:29.000 [-1] 53895.000000 20695 SP500_micro caleb_strategy_v3 [20260300] 2026-01-12 15:01:09.000 [1] 6999.500000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20686 NIKKEI caleb_strategy_v3 2026-01-08 00:00:00 2026-01-12 03:01:15.241000 2026-01-12 03:06:29 356475.241 313.759 20687 EUROSTX caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 08:00:54.017000 2026-01-12 08:00:54 288054.017 NaN 20695 SP500_micro caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 15:00:54.269000 2026-01-12 15:01:09 313254.269 14.731 20696 JPY caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 15:01:09.956000 2026-01-12 15:01:10 313269.956 0.044 20697 LEANHOG caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 15:31:00.770000 2026-01-12 15:35:28 315060.77 267.23 20688 DX caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 14:00:32.457000 2026-01-12 19:45:07.437000 309632.457 20674.98 20689 DX caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 14:10:36.458000 2026-01-12 19:45:07.470000 310236.458 20071.012 20690 DX caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 14:20:40.107000 2026-01-12 19:45:07.503000 310840.107 19467.396 20691 DX caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 14:30:44 2026-01-12 19:45:07.531000 311444.0 18863.531 20692 DX caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 14:40:48.115000 2026-01-12 14:41:03 312048.115 14.885 20693 DX caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 14:41:48.384000 2026-01-12 19:45:07.566000 312108.384 18199.182 20694 DX caleb_strategy_v3 2026-01-09 00:00:00 2026-01-12 14:51:51.996000 2026-01-12 14:51:52 312711.996 0.004 ================================================================================================================================================================================================================================ 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 20686 NIKKEI caleb_strategy_v3 [-1] 51190.0 None 53937.5 53935.0 53940.0 53940.0 53895.0 2747.5 -2.5 -40.0 -45.0 NaN -42.5 20687 EUROSTX caleb_strategy_v3 [1] 6020.0 None 6002.5 6003.0 6002.0 6002.0 6002.0 17.5 -0.5 1.0 0.0 NaN 0.5 20695 SP500_micro caleb_strategy_v3 [1] 7014.5 None 6996.625 6996.75 6996.5 6996.5 6999.5 17.875 -0.125 -2.75 -3.0 NaN -2.875 20696 JPY caleb_strategy_v3 [-1] 0.006369 None 0.006365 0.006365 0.006365 0.006365 0.006367 -0.000003 -0.0 0.000002 0.000002 NaN 0.000002 20697 LEANHOG caleb_strategy_v3 [1] 91.9 None 90.5375 90.55 90.525 90.525 90.5 1.3625 -0.0125 0.05 0.025 NaN 0.0375 20688 DX caleb_strategy_v3 [1] 98.88 None 98.4575 98.46 98.455 98.455 NaN 0.4225 -0.0025 NaN NaN NaN NaN 20689 DX caleb_strategy_v3 [1] 98.88 None 49.2325 98.465 0.0 0.0 NaN 49.6475 -49.2325 NaN NaN NaN NaN 20690 DX caleb_strategy_v3 [1] 98.88 None 98.4975 98.5 98.495 98.495 NaN 0.3825 -0.0025 NaN NaN NaN NaN 20691 DX caleb_strategy_v3 [1] 98.88 None 49.27 98.54 0.0 0.0 NaN 49.61 -49.27 NaN NaN NaN NaN 20692 DX caleb_strategy_v3 [1] 98.88 None 98.5775 98.58 98.575 98.575 98.585 0.3025 -0.0025 -0.005 -0.01 NaN -0.0075 20693 DX caleb_strategy_v3 [1] 98.88 None 49.2925 98.585 0.0 0.0 NaN 49.5875 -49.2925 NaN NaN NaN NaN 20694 DX caleb_strategy_v3 [1] 98.88 None 98.5925 98.595 98.59 98.59 98.58 0.2875 -0.0025 0.015 0.01 NaN 0.0125 ===================================================================================================================================================================== 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 20686 NIKKEI caleb_strategy_v3 [-1] 9483.602198 2897.105913 -2.636129 -42.178066 -47.450324 NaN -44.814195 20687 EUROSTX caleb_strategy_v3 [1] 709.174973 246.765617 -7.050446 14.100892 0.0 NaN 7.050446 20695 SP500_micro caleb_strategy_v3 [1] 729.620812 244.99027 -1.713219 -37.690811 -41.117248 NaN -39.404029 20696 JPY caleb_strategy_v3 [-1] 0.000512 -63.462295 -4.881715 39.05372 29.29029 NaN 34.172005 20697 LEANHOG caleb_strategy_v3 [1] 17.624758 773.060278 -7.092296 28.369184 14.184592 NaN 21.276888 20688 DX caleb_strategy_v3 [1] 4.928109 857.326899 -5.07294 NaN NaN NaN NaN 20689 DX caleb_strategy_v3 [1] 4.928109 100743.520015 -99901.411937 NaN NaN NaN NaN 20690 DX caleb_strategy_v3 [1] 4.928109 776.159855 -5.07294 NaN NaN NaN NaN 20691 DX caleb_strategy_v3 [1] 4.928109 100667.425912 -99977.506041 NaN NaN NaN NaN 20692 DX caleb_strategy_v3 [1] 4.928109 613.825768 -5.07294 -10.14588 -20.291761 NaN -15.218821 20693 DX caleb_strategy_v3 [1] 4.928109 100621.76945 -100023.162503 NaN NaN NaN NaN 20694 DX caleb_strategy_v3 [1] 4.928109 583.388126 -5.07294 30.437641 20.291761 NaN 25.364701 ========================================================================================================================================================================== 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 20686 NIKKEI caleb_strategy_v3 [-1] 0.632813 1738.654449 -1.582033 -25.312531 -28.476597 NaN -26.894564 20687 EUROSTX caleb_strategy_v3 [1] 11.6714 204.2495 -5.8357 11.6714 0.0 NaN 5.8357 20695 SP500_micro caleb_strategy_v3 [1] 5.0 89.375 -0.625 -13.75 -15.0 NaN -14.375 20696 JPY caleb_strategy_v3 [-1] 12500000.0 -40.625 -3.125 25.0 18.75 NaN 21.875 20697 LEANHOG caleb_strategy_v3 [1] 400.0 545.0 -5.0 20.0 10.0 NaN 15.0 20688 DX caleb_strategy_v3 [1] 1000.0 422.5 -2.5 NaN NaN NaN NaN 20689 DX caleb_strategy_v3 [1] 1000.0 49647.5 -49232.5 NaN NaN NaN NaN 20690 DX caleb_strategy_v3 [1] 1000.0 382.5 -2.5 NaN NaN NaN NaN 20691 DX caleb_strategy_v3 [1] 1000.0 49610.0 -49270.0 NaN NaN NaN NaN 20692 DX caleb_strategy_v3 [1] 1000.0 302.5 -2.5 -5.0 -10.0 NaN -7.5 20693 DX caleb_strategy_v3 [1] 1000.0 49587.5 -49292.5 NaN NaN NaN NaN 20694 DX caleb_strategy_v3 [1] 1000.0 287.5 -2.5 15.0 10.0 NaN 12.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DX 150240.0 EUROSTX 204.2495 JPY -40.625 LEANHOG 545.0 NIKKEI 1738.654449 SP500_micro 89.375 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 152776.653949 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DX -147805.0 EUROSTX -5.8357 JPY -3.125 LEANHOG -5.0 NIKKEI -1.582033 SP500_micro -0.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -147821.167733 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DX 10.0 EUROSTX 11.6714 JPY 25.0 LEANHOG 20.0 NIKKEI -25.312531 SP500_micro -13.75 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 27.608869 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DX 0.0 EUROSTX 0.0 JPY 18.75 LEANHOG 10.0 NIKKEI -28.476597 SP500_micro -15.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -14.726597 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DX 0 EUROSTX 0 JPY 0 LEANHOG 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 DX 5.0 EUROSTX 5.8357 JPY 21.875 LEANHOG 15.0 NIKKEI -26.894564 SP500_micro -14.375 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 6.441136 ******************************************************************************** END OF REPORT ********************************************************************************