******************************************************************************** Trades report produced on 15/01/2026 21:36 from 14/01/2026 21:36 to 15/01/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20755 CHF caleb_strategy_v3 [20260300] 2026-01-15 15:00:24.000 [-1] 1.2517 20752 COCOA caleb_strategy_v3 [20260500] 2026-01-15 14:05:04.000 [1] 5092.0000 20753 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-15 14:05:09.000 [1] 4628.3000 20751 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-15 14:00:49.000 [1] 4622.8000 20754 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-15 15:00:23.000 [1] 25870.7500 20749 NIKKEI caleb_strategy_v3 [20260300] 2026-01-15 03:01:18.000 [-1] 53940.0000 20760 REDWHEAT caleb_strategy_v3 [20260500] 2026-01-15 15:54:19.000 [-1] 534.2500 20757 REDWHEAT caleb_strategy_v3 [20260500] 2026-01-15 15:38:29.000 [-1] 535.7500 20759 REDWHEAT caleb_strategy_v3 [20260500] 2026-01-15 19:45:07.310 [0] NaN 20750 SILVER-mini caleb_strategy_v3 [20260500] 2026-01-15 14:00:47.000 [1] 88.8000 20756 SOYMEAL caleb_strategy_v3 [20260500] 2026-01-15 15:35:41.000 [-1] 295.1000 20758 SOYOIL caleb_strategy_v3 [20260500] 2026-01-15 15:41:46.000 [1] 52.9200 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20749 NIKKEI caleb_strategy_v3 2026-01-13 00:00:00 2026-01-15 03:01:17.773000 2026-01-15 03:01:18 183677.773 0.227 20750 SILVER-mini caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 14:00:47.801000 2026-01-15 14:00:47 136847.801 NaN 20752 COCOA caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 14:00:50.042000 2026-01-15 14:05:04 136850.042 253.958 20753 GOLD_micro caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 14:05:09.127000 2026-01-15 14:05:09 137109.127 NaN 20751 GOLD_micro caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 14:00:49.101000 2026-01-15 14:00:49 136849.101 NaN 20754 NASDAQ_micro caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 15:00:22.960000 2026-01-15 15:00:23 140422.96 0.04 20755 CHF caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 15:00:24.305000 2026-01-15 15:00:24 140424.305 NaN 20756 SOYMEAL caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 15:30:28.313000 2026-01-15 15:35:41 142228.313 312.687 20758 SOYOIL caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 15:38:30.362000 2026-01-15 15:41:46 142710.362 195.638 20760 REDWHEAT caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 15:51:54.189000 2026-01-15 15:54:19 143514.189 144.811 20757 REDWHEAT caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 15:35:42.765000 2026-01-15 15:38:29 142542.765 166.235 20759 REDWHEAT caleb_strategy_v3 2026-01-14 00:00:00 2026-01-15 15:41:50.692000 2026-01-15 19:45:07.310000 142910.692 14596.618 =============================================================================================================================================================================================================================== 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 20749 NIKKEI caleb_strategy_v3 [-1] 53760.0 None 53932.5 53930.0 53935.0 53935.0 53940.0 172.5 -2.5 10.0 5.0 NaN 7.5 20750 SILVER-mini caleb_strategy_v3 [1] 93.0875 None 89.03125 89.0625 89.0 89.0 88.8 4.05625 -0.03125 0.2625 0.2 NaN 0.23125 20752 COCOA caleb_strategy_v3 [1] 5155.0 None 5059.0 5060.0 5058.0 5058.0 5092.0 96.0 -1.0 -32.0 -34.0 NaN -33.0 20753 GOLD_micro caleb_strategy_v3 [1] 4681.4 None 4629.45 4629.6 4629.3 4629.3 4628.3 51.95 -0.15 1.3 1.0 NaN 1.15 20751 GOLD_micro caleb_strategy_v3 [1] 4681.4 None 4629.35 4629.5 4629.2 4629.2 4622.8 52.05 -0.15 6.7 6.4 NaN 6.55 20754 NASDAQ_micro caleb_strategy_v3 [1] 25474.0 None 25893.0 25893.25 25892.75 25892.75 25870.75 -419.0 -0.25 22.5 22.0 NaN 22.25 20755 CHF caleb_strategy_v3 [-1] 1.2576 None 1.2515 1.25145 1.25155 1.25155 1.2517 -0.0061 -0.00005 0.00025 0.00015 NaN 0.0002 20756 SOYMEAL caleb_strategy_v3 [-1] 296.5 None 296.2 296.1 296.3 296.3 295.1 -0.3 -0.1 -1.0 -1.2 NaN -1.1 20758 SOYOIL caleb_strategy_v3 [1] 51.55 None 52.785 52.79 52.78 52.78 52.92 -1.235 -0.005 -0.13 -0.14 NaN -0.135 20760 REDWHEAT caleb_strategy_v3 [-1] 534.0 None 534.625 534.5 534.75 534.75 534.25 0.625 -0.125 -0.25 -0.5 NaN -0.375 20757 REDWHEAT caleb_strategy_v3 [-1] 534.0 None 536.125 536.0 536.25 536.25 535.75 2.125 -0.125 -0.25 -0.5 NaN -0.375 20759 REDWHEAT caleb_strategy_v3 [-1] 534.0 None 267.875 535.75 0.0 0.0 NaN -266.125 267.875 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 20749 NIKKEI caleb_strategy_v3 [-1] 10402.129326 165.831432 -2.403354 9.613416 4.806708 NaN 7.210062 20750 SILVER-mini caleb_strategy_v3 [1] 39.903975 1016.502751 -7.8313 65.782921 50.120321 NaN 57.951621 20752 COCOA caleb_strategy_v3 [1] 3819.318286 251.353757 -2.618268 -83.784586 -89.021122 NaN -86.402854 20753 GOLD_micro caleb_strategy_v3 [1] 839.441403 618.863923 -1.786903 15.486489 11.912684 NaN 13.699586 20751 GOLD_micro caleb_strategy_v3 [1] 839.441403 620.055192 -1.786903 79.814981 76.241176 NaN 78.028079 20754 NASDAQ_micro caleb_strategy_v3 [1] 3662.339804 -1144.077345 -0.682624 61.436134 60.070887 NaN 60.753511 20755 CHF caleb_strategy_v3 [-1] 0.076095 -801.62619 -6.570706 32.853532 19.712119 NaN 26.282826 20756 SOYMEAL caleb_strategy_v3 [-1] 56.050427 -53.523232 -17.841077 -178.410774 -214.092928 NaN -196.251851 20758 SOYOIL caleb_strategy_v3 [1] 11.305742 -1092.365325 -4.422532 -114.985824 -123.830887 NaN -119.408355 20760 REDWHEAT caleb_strategy_v3 [-1] 103.894358 60.157261 -12.031452 -24.062904 -48.125809 NaN -36.094356 20757 REDWHEAT caleb_strategy_v3 [-1] 103.894358 204.534686 -12.031452 -24.062904 -48.125809 NaN -36.094356 20759 REDWHEAT caleb_strategy_v3 [-1] 103.894358 -25614.961612 25783.401942 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 20749 NIKKEI caleb_strategy_v3 [-1] 0.630551 108.770016 -1.576377 6.305508 3.152754 NaN 4.729131 20750 SILVER-mini caleb_strategy_v3 [1] 2500.0 10140.625 -78.125 656.25 500.0 NaN 578.125 20752 COCOA caleb_strategy_v3 [1] 10.0 960.0 -10.0 -320.0 -340.0 NaN -330.0 20753 GOLD_micro caleb_strategy_v3 [1] 10.0 519.5 -1.5 13.0 10.0 NaN 11.5 20751 GOLD_micro caleb_strategy_v3 [1] 10.0 520.5 -1.5 67.0 64.0 NaN 65.5 20754 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -838.0 -0.5 45.0 44.0 NaN 44.5 20755 CHF caleb_strategy_v3 [-1] 125000.0 -762.5 -6.25 31.25 18.75 NaN 25.0 20756 SOYMEAL caleb_strategy_v3 [-1] 100.0 -30.0 -10.0 -100.0 -120.0 NaN -110.0 20758 SOYOIL caleb_strategy_v3 [1] 600.0 -741.0 -3.0 -78.0 -84.0 NaN -81.0 20760 REDWHEAT caleb_strategy_v3 [-1] 50.0 31.25 -6.25 -12.5 -25.0 NaN -18.75 20757 REDWHEAT caleb_strategy_v3 [-1] 50.0 106.25 -6.25 -12.5 -25.0 NaN -18.75 20759 REDWHEAT caleb_strategy_v3 [-1] 50.0 -13306.25 13393.75 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF -762.5 COCOA 960.0 GOLD_micro 1040.0 NASDAQ_micro -838.0 NIKKEI 108.770016 REDWHEAT -13168.75 SILVER-mini 10140.625 SOYMEAL -30.0 SOYOIL -741.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -3290.854984 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 COCOA -10.0 GOLD_micro -3.0 NASDAQ_micro -0.5 NIKKEI -1.576377 REDWHEAT 13381.25 SILVER-mini -78.125 SOYMEAL -10.0 SOYOIL -3.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 13268.798623 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF 31.25 COCOA -320.0 GOLD_micro 80.0 NASDAQ_micro 45.0 NIKKEI 6.305508 REDWHEAT -25.0 SILVER-mini 656.25 SOYMEAL -100.0 SOYOIL -78.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 295.805508 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 18.75 COCOA -340.0 GOLD_micro 74.0 NASDAQ_micro 44.0 NIKKEI 3.152754 REDWHEAT -50.0 SILVER-mini 500.0 SOYMEAL -120.0 SOYOIL -84.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 45.902754 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 COCOA 0 GOLD_micro 0 NASDAQ_micro 0 NIKKEI 0 REDWHEAT 0 SILVER-mini 0 SOYMEAL 0 SOYOIL 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 25.0 COCOA -330.0 GOLD_micro 77.0 NASDAQ_micro 44.5 NIKKEI 4.729131 REDWHEAT -37.5 SILVER-mini 578.125 SOYMEAL -110.0 SOYOIL -81.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 170.854131 ******************************************************************************** END OF REPORT ********************************************************************************