******************************************************************************** Trades report produced on 14/01/2026 21:36 from 13/01/2026 21:36 to 14/01/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20725 BUND caleb_strategy_v3 [20260300] 2026-01-14 08:02:05.000 [1] 128.090000 20740 CHF caleb_strategy_v3 [20260300] 2026-01-14 15:23:38.000 [-1] 1.258300 20728 CRUDE_W caleb_strategy_v3 [20261200] 2026-01-14 14:08:34.000 [1] 59.810000 20735 DOW caleb_strategy_v3 [20260300] 2026-01-14 15:09:14.000 [-1] 49227.000000 20742 EUR caleb_strategy_v3 [20260300] 2026-01-14 19:45:05.682 [0] NaN 20746 EUR caleb_strategy_v3 [20260300] 2026-01-14 15:43:49.000 [-1] 1.168550 20736 EUR caleb_strategy_v3 [20260300] 2026-01-14 15:10:09.000 [-1] 1.168800 20726 EUROSTX caleb_strategy_v3 [20260300] 2026-01-14 08:02:07.000 [-1] 6059.000000 20744 FEEDCOW caleb_strategy_v3 [20260400] 2026-01-14 15:33:45.000 [1] 359.075000 20727 GAS_US_mini caleb_strategy_v3 [20260300] 2026-01-14 14:06:11.000 [-1] 2.730000 20729 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-14 14:08:36.000 [1] 4672.100000 20730 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-14 14:08:39.000 [1] 4672.000000 20731 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-14 14:09:39.000 [1] 4674.600000 20732 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-14 14:10:40.000 [1] 4674.600000 20733 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-14 14:11:40.000 [1] 4673.700000 20734 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-14 14:12:40.000 [1] 4675.200000 20737 JPY caleb_strategy_v3 [20260300] 2026-01-14 15:10:56.000 [-1] 0.006351 20747 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-14 15:43:50.000 [1] 25564.250000 20745 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-14 19:45:05.732 [0] NaN 20738 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-14 19:45:05.634 [0] NaN 20748 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-14 15:44:50.000 [1] 25555.000000 20743 SOYOIL caleb_strategy_v3 [20260500] 2026-01-14 15:33:43.000 [-1] 51.710000 20739 SP500_micro caleb_strategy_v3 [20260300] 2026-01-14 15:23:24.000 [1] 6962.000000 20741 US5 caleb_strategy_v3 [20260300] 2026-01-14 15:23:38.000 [-1] 109.203125 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20725 BUND caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 08:00:37.574000 2026-01-14 08:02:05 115237.574 87.426 20726 EUROSTX caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 08:02:07.157000 2026-01-14 08:02:07 115327.157 NaN 20727 GAS_US_mini caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 14:00:40.273000 2026-01-14 14:06:11 136840.273 330.727 20728 CRUDE_W caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 14:06:12.014000 2026-01-14 14:08:34 137172.014 141.986 20729 GOLD_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 14:08:36.302000 2026-01-14 14:08:36 137316.302 NaN 20730 GOLD_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 14:08:39.688000 2026-01-14 14:08:39 137319.688 NaN 20731 GOLD_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 14:09:39.951000 2026-01-14 14:09:39 137379.951 NaN 20732 GOLD_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 14:10:40.249000 2026-01-14 14:10:40 137440.249 NaN 20733 GOLD_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 14:11:40.561000 2026-01-14 14:11:40 137500.561 NaN 20734 GOLD_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 14:12:40.887000 2026-01-14 14:12:40 137560.887 NaN 20735 DOW caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:00:52.933000 2026-01-14 15:09:14 140452.933 501.067 20737 JPY caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:10:10.590000 2026-01-14 15:10:56 141010.59 45.41 20739 SP500_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:20:57.901000 2026-01-14 15:23:24 141657.901 146.099 20740 CHF caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:23:24.929000 2026-01-14 15:23:38 141804.929 13.071 20741 US5 caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:23:38.934000 2026-01-14 15:23:38 141818.934 NaN 20743 SOYOIL caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:33:43.617000 2026-01-14 15:33:43 142423.617 NaN 20744 FEEDCOW caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:33:44.925000 2026-01-14 15:33:45 142424.925 0.075 20736 EUR caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:09:15.103000 2026-01-14 15:10:09 140955.103 53.897 20746 EUR caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:43:49.901000 2026-01-14 15:43:49 143029.901 NaN 20742 EUR caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:23:42.413000 2026-01-14 19:45:05.682000 141822.413 15683.269 20745 NASDAQ_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:33:46.497000 2026-01-14 19:45:05.732000 142426.497 15079.235 20738 NASDAQ_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:10:57.062000 2026-01-14 19:45:05.634000 141057.062 16448.572 20747 NASDAQ_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:43:50.490000 2026-01-14 15:43:50 143030.49 NaN 20748 NASDAQ_micro caleb_strategy_v3 2026-01-13 00:00:00 2026-01-14 15:44:50.366000 2026-01-14 15:44:50 143090.366 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 20725 BUND caleb_strategy_v3 [1] 128.08 None 128.065 128.07 128.06 128.06 128.09 0.015 -0.005 -0.02 -0.03 NaN -0.025 20726 EUROSTX caleb_strategy_v3 [-1] 6047.0 None 6052.5 6052.0 6053.0 6053.0 6059.0 5.5 -0.5 7.0 6.0 NaN 6.5 20727 GAS_US_mini caleb_strategy_v3 [-1] 2.865 None 2.74 2.735 2.745 2.745 2.73 -0.125 -0.005 -0.005 -0.015 NaN -0.01 20728 CRUDE_W caleb_strategy_v3 [1] 59.4 None 59.72 59.73 59.71 59.71 59.81 -0.32 -0.01 -0.08 -0.1 NaN -0.09 20729 GOLD_micro caleb_strategy_v3 [1] 4639.7 None 4677.55 4677.7 4677.4 NaN 4672.1 -37.85 -0.15 5.6 NaN NaN 5.45 20730 GOLD_micro caleb_strategy_v3 [1] 4639.7 None 4677.35 4677.5 4677.2 4677.2 4672.0 -37.65 -0.15 5.5 5.2 NaN 5.35 20731 GOLD_micro caleb_strategy_v3 [1] 4639.7 None 4677.65 4677.8 4677.5 4677.5 4674.6 -37.95 -0.15 3.2 2.9 NaN 3.05 20732 GOLD_micro caleb_strategy_v3 [1] 4639.7 None 4675.4 4675.5 4675.3 4675.3 4674.6 -35.7 -0.1 0.9 0.7 NaN 0.8 20733 GOLD_micro caleb_strategy_v3 [1] 4639.7 None 4677.5 4677.6 4677.4 4677.4 4673.7 -37.8 -0.1 3.9 3.7 NaN 3.8 20734 GOLD_micro caleb_strategy_v3 [1] 4639.7 None 4677.8 4678.0 4677.6 4677.6 4675.2 -38.1 -0.2 2.8 2.4 NaN 2.6 20735 DOW caleb_strategy_v3 [-1] 49421.0 None 49256.0 49255.0 49257.0 49257.0 49227.0 -165.0 -1.0 -28.0 -30.0 NaN -29.0 20737 JPY caleb_strategy_v3 [-1] 0.006318 None 0.006352 0.006352 0.006352 0.006352 0.006351 0.000034 -0.0 -0.000001 -0.000001 NaN -0.000001 20739 SP500_micro caleb_strategy_v3 [1] 6990.0 None 6949.625 6949.75 6949.5 6949.5 6962.0 40.375 -0.125 -12.25 -12.5 NaN -12.375 20740 CHF caleb_strategy_v3 [-1] 1.2573 None 1.25845 1.2584 1.2585 1.2585 1.2583 0.00115 -0.00005 -0.0001 -0.0002 NaN -0.00015 20741 US5 caleb_strategy_v3 [-1] 109.132812 None 109.167969 109.164062 109.171875 109.171875 109.203125 0.035156 -0.003906 0.039062 0.03125 NaN 0.035156 20743 SOYOIL caleb_strategy_v3 [-1] 51.67 None 51.67 51.66 51.68 51.68 51.71 -0.0 -0.01 0.05 0.03 NaN 0.04 20744 FEEDCOW caleb_strategy_v3 [1] 360.75 None 359.3125 359.35 359.275 359.275 359.075 1.4375 -0.0375 0.275 0.2 NaN 0.2375 20736 EUR caleb_strategy_v3 [-1] 1.16845 None 1.168975 1.16895 1.169 1.169 1.1688 0.000525 -0.000025 -0.00015 -0.0002 NaN -0.000175 20746 EUR caleb_strategy_v3 [-1] 1.16845 None 1.168475 1.16845 1.1685 1.1685 1.16855 0.000025 -0.000025 0.0001 0.00005 NaN 0.000075 20742 EUR caleb_strategy_v3 [-1] 1.16845 None 0.5844 1.1688 0.0 0.0 NaN -0.58405 0.5844 NaN NaN NaN NaN 20745 NASDAQ_micro caleb_strategy_v3 [1] 25859.0 None 12790.375 25580.75 0.0 0.0 NaN 13068.625 -12790.375 NaN NaN NaN NaN 20738 NASDAQ_micro caleb_strategy_v3 [1] 25859.0 None 25537.25 25537.5 25537.0 25537.0 NaN 321.75 -0.25 NaN NaN NaN NaN 20747 NASDAQ_micro caleb_strategy_v3 [1] 25859.0 None 25606.5 25606.75 25606.25 25606.25 25564.25 252.5 -0.25 42.5 42.0 NaN 42.25 20748 NASDAQ_micro caleb_strategy_v3 [1] 25859.0 None 25606.5 25606.75 25606.25 25606.25 25555.0 252.5 -0.25 51.75 51.25 NaN 51.5 ===================================================================================================================================================================== 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 20725 BUND caleb_strategy_v3 [1] 5.103248 29.393043 -9.797681 -39.190724 -58.786085 NaN -48.988404 20726 EUROSTX caleb_strategy_v3 [-1] 683.627498 80.453171 -7.313925 102.394945 87.767096 NaN 95.08102 20727 GAS_US_mini caleb_strategy_v3 [-1] 2.179623 -573.493639 -22.939746 -22.939746 -68.819237 NaN -45.879491 20728 CRUDE_W caleb_strategy_v3 [1] 12.677239 -252.420891 -7.888153 -63.105223 -78.881528 NaN -70.993376 20729 GOLD_micro caleb_strategy_v3 [1] 861.63556 -439.280849 -1.740875 64.992675 NaN NaN 63.2518 20730 GOLD_micro caleb_strategy_v3 [1] 861.63556 -436.959682 -1.740875 63.832092 60.350341 NaN 62.091216 20731 GOLD_micro caleb_strategy_v3 [1] 861.63556 -440.441432 -1.740875 37.138672 33.656921 NaN 35.397796 20732 GOLD_micro caleb_strategy_v3 [1] 861.63556 -414.328304 -1.160583 10.445251 8.124084 NaN 9.284668 20733 GOLD_micro caleb_strategy_v3 [1] 861.63556 -438.700557 -1.160583 45.262756 42.941589 NaN 44.102172 20734 GOLD_micro caleb_strategy_v3 [1] 861.63556 -442.182308 -2.321167 32.496338 27.854004 NaN 30.175171 20735 DOW caleb_strategy_v3 [-1] 5543.405233 -297.65098 -1.803945 -50.510469 -54.11836 NaN -52.314415 20737 JPY caleb_strategy_v3 [-1] 0.000521 652.744286 -9.599181 -9.599181 -28.797542 NaN -19.198361 20739 SP500_micro caleb_strategy_v3 [1] 732.606786 551.114197 -1.706236 -167.211118 -170.62359 NaN -168.917354 20740 CHF caleb_strategy_v3 [-1] 0.07559 152.137439 -6.614671 -13.229343 -26.458685 NaN -19.844014 20741 US5 caleb_strategy_v3 [-1] 2.646373 132.84694 -14.760771 147.607711 118.086169 NaN 132.84694 20743 SOYOIL caleb_strategy_v3 [-1] 9.521405 -0.0 -10.502652 52.513258 31.507955 NaN 42.010607 20744 FEEDCOW caleb_strategy_v3 [1] 55.867021 257.307439 -6.712368 49.224032 35.799296 NaN 42.511664 20736 EUR caleb_strategy_v3 [-1] 0.05154 101.863162 -4.850627 -29.103761 -38.805014 NaN -33.954387 20746 EUR caleb_strategy_v3 [-1] 0.05154 4.850627 -4.850627 19.402507 9.701254 NaN 14.55188 20742 EUR caleb_strategy_v3 [-1] 0.05154 -113320.342401 113388.251175 NaN NaN NaN NaN 20745 NASDAQ_micro caleb_strategy_v3 [1] 3901.631544 33495.282304 -32782.119114 NaN NaN NaN NaN 20738 NASDAQ_micro caleb_strategy_v3 [1] 3901.631544 824.65501 -0.640758 NaN NaN NaN NaN 20747 NASDAQ_micro caleb_strategy_v3 [1] 3901.631544 647.165159 -0.640758 108.928789 107.647274 NaN 108.288032 20748 NASDAQ_micro caleb_strategy_v3 [1] 3901.631544 647.165159 -0.640758 132.63682 131.355305 NaN 131.996062 ======================================================================================================================================================================== 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 20725 BUND caleb_strategy_v3 [1] 1165.02 17.4753 -5.8251 -23.3004 -34.9506 NaN -29.1255 20726 EUROSTX caleb_strategy_v3 [-1] 11.6502 64.0761 -5.8251 81.5514 69.9012 NaN 75.7263 20727 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -312.5 -12.5 -12.5 -37.5 NaN -25.0 20728 CRUDE_W caleb_strategy_v3 [1] 1000.0 -320.0 -10.0 -80.0 -100.0 NaN -90.0 20729 GOLD_micro caleb_strategy_v3 [1] 10.0 -378.5 -1.5 56.0 NaN NaN 54.5 20730 GOLD_micro caleb_strategy_v3 [1] 10.0 -376.5 -1.5 55.0 52.0 NaN 53.5 20731 GOLD_micro caleb_strategy_v3 [1] 10.0 -379.5 -1.5 32.0 29.0 NaN 30.5 20732 GOLD_micro caleb_strategy_v3 [1] 10.0 -357.0 -1.0 9.0 7.0 NaN 8.0 20733 GOLD_micro caleb_strategy_v3 [1] 10.0 -378.0 -1.0 39.0 37.0 NaN 38.0 20734 GOLD_micro caleb_strategy_v3 [1] 10.0 -381.0 -2.0 28.0 24.0 NaN 26.0 20735 DOW caleb_strategy_v3 [-1] 0.5 -82.5 -0.5 -14.0 -15.0 NaN -14.5 20737 JPY caleb_strategy_v3 [-1] 12500000.0 425.0 -6.25 -6.25 -18.75 NaN -12.5 20739 SP500_micro caleb_strategy_v3 [1] 5.0 201.875 -0.625 -61.25 -62.5 NaN -61.875 20740 CHF caleb_strategy_v3 [-1] 125000.0 143.75 -6.25 -12.5 -25.0 NaN -18.75 20741 US5 caleb_strategy_v3 [-1] 1000.0 35.15625 -3.90625 39.0625 31.25 NaN 35.15625 20743 SOYOIL caleb_strategy_v3 [-1] 600.0 -0.0 -6.0 30.0 18.0 NaN 24.0 20744 FEEDCOW caleb_strategy_v3 [1] 500.0 718.75 -18.75 137.5 100.0 NaN 118.75 20736 EUR caleb_strategy_v3 [-1] 125000.0 65.625 -3.125 -18.75 -25.0 NaN -21.875 20746 EUR caleb_strategy_v3 [-1] 125000.0 3.125 -3.125 12.5 6.25 NaN 9.375 20742 EUR caleb_strategy_v3 [-1] 125000.0 -73006.25 73050.0 NaN NaN NaN NaN 20745 NASDAQ_micro caleb_strategy_v3 [1] 2.0 26137.25 -25580.75 NaN NaN NaN NaN 20738 NASDAQ_micro caleb_strategy_v3 [1] 2.0 643.5 -0.5 NaN NaN NaN NaN 20747 NASDAQ_micro caleb_strategy_v3 [1] 2.0 505.0 -0.5 85.0 84.0 NaN 84.5 20748 NASDAQ_micro caleb_strategy_v3 [1] 2.0 505.0 -0.5 103.5 102.5 NaN 103.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND 17.4753 CHF 143.75 CRUDE_W -320.0 DOW -82.5 EUR -72937.5 EUROSTX 64.0761 FEEDCOW 718.75 GAS_US_mini -312.5 GOLD_micro -2250.5 JPY 425.0 NASDAQ_micro 27790.75 SOYOIL -0.0 SP500_micro 201.875 US5 35.15625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -46506.16735 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -5.8251 CHF -6.25 CRUDE_W -10.0 DOW -0.5 EUR 73043.75 EUROSTX -5.8251 FEEDCOW -18.75 GAS_US_mini -12.5 GOLD_micro -8.5 JPY -6.25 NASDAQ_micro -25582.25 SOYOIL -6.0 SP500_micro -0.625 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 47376.56855 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND -23.3004 CHF -12.5 CRUDE_W -80.0 DOW -14.0 EUR -6.25 EUROSTX 81.5514 FEEDCOW 137.5 GAS_US_mini -12.5 GOLD_micro 219.0 JPY -6.25 NASDAQ_micro 188.5 SOYOIL 30.0 SP500_micro -61.25 US5 39.0625 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 479.5635 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND -34.9506 CHF -25.0 CRUDE_W -100.0 DOW -15.0 EUR -18.75 EUROSTX 69.9012 FEEDCOW 100.0 GAS_US_mini -37.5 GOLD_micro 149.0 JPY -18.75 NASDAQ_micro 186.5 SOYOIL 18.0 SP500_micro -62.5 US5 31.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 242.2006 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 CHF 0 CRUDE_W 0 DOW 0 EUR 0 EUROSTX 0 FEEDCOW 0 GAS_US_mini 0 GOLD_micro 0 JPY 0 NASDAQ_micro 0 SOYOIL 0 SP500_micro 0 US5 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 -29.1255 CHF -18.75 CRUDE_W -90.0 DOW -14.5 EUR -12.5 EUROSTX 75.7263 FEEDCOW 118.75 GAS_US_mini -25.0 GOLD_micro 210.5 JPY -12.5 NASDAQ_micro 187.5 SOYOIL 24.0 SP500_micro -61.875 US5 35.15625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 387.38205 ******************************************************************************** END OF REPORT ********************************************************************************