******************************************************************************** Trades report produced on 19/01/2026 21:38 from 18/01/2026 21:38 to 19/01/2026 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20794 BOBL caleb_strategy_v3 [20260300] 2026-01-19 08:00:39.000 [-1] 116.55000 20799 EUR caleb_strategy_v3 [20260300] 2026-01-19 15:01:26.000 [-1] 1.16720 20797 GAS_US_mini caleb_strategy_v3 [20260300] 2026-01-19 14:01:50.000 [1] 2.98000 20796 GOLD_micro caleb_strategy_v3 [20260400] 2026-01-19 14:00:51.000 [1] 4706.30000 20800 MXP caleb_strategy_v3 [20260300] 2026-01-19 15:09:19.000 [1] 0.05643 20803 MXP caleb_strategy_v3 [20260300] 2026-01-19 19:45:00.906 [0] NaN 20805 MXP caleb_strategy_v3 [20260300] 2026-01-19 15:31:34.000 [1] 0.05641 20807 MXP caleb_strategy_v3 [20260300] 2026-01-19 15:37:18.000 [1] 0.05642 20802 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-19 15:11:09.000 [1] 25319.00000 20804 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-19 19:45:00.956 [0] NaN 20806 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-19 15:37:13.000 [1] 25321.50000 20795 OAT caleb_strategy_v3 [20260300] 2026-01-19 08:00:41.000 [-1] 121.21000 20798 SILVER-mini caleb_strategy_v3 [20260500] 2026-01-19 14:05:51.000 [-1] 93.92500 20801 VIX caleb_strategy_v3 [20260400] 2026-01-19 15:09:20.000 [-1] 20.55000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20794 BOBL caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 08:00:38.726000 2026-01-19 08:00:39 288038.726 0.274 20795 OAT caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 08:00:40.177000 2026-01-19 08:00:41 288040.177 0.823 20796 GOLD_micro caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 14:00:51.380000 2026-01-19 14:00:51 309651.38 NaN 20797 GAS_US_mini caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 14:00:52.421000 2026-01-19 14:01:50 309652.421 57.579 20798 SILVER-mini caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 14:01:51.610000 2026-01-19 14:05:51 309711.61 239.39 20799 EUR caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 15:00:10.042000 2026-01-19 15:01:26 313210.042 75.958 20801 VIX caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 15:09:20.601000 2026-01-19 15:09:20 313760.601 NaN 20800 MXP caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 15:01:27.556000 2026-01-19 15:09:19 313287.556 471.444 20803 MXP caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 15:11:30.029000 2026-01-19 19:45:00.906000 313890.029 16410.877 20805 MXP caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 15:31:34.610000 2026-01-19 15:31:34 315094.61 NaN 20807 MXP caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 15:37:18.255000 2026-01-19 15:37:18 315438.255 NaN 20802 NASDAQ_micro caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 15:09:21.937000 2026-01-19 15:11:09 313761.937 107.063 20804 NASDAQ_micro caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 15:21:30.546000 2026-01-19 19:45:00.956000 314490.546 15810.41 20806 NASDAQ_micro caleb_strategy_v3 2026-01-16 00:00:00 2026-01-19 15:31:35.265000 2026-01-19 15:37:13 315095.265 337.735 ================================================================================================================================================================================================================================= 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 20794 BOBL caleb_strategy_v3 [-1] 116.35 None 116.535 116.53 116.54 116.54 116.55 0.185 -0.005 0.02 0.01 NaN 0.015 20795 OAT caleb_strategy_v3 [-1] 121.06 None 121.165 121.16 121.17 121.17 121.21 0.105 -0.005 0.05 0.04 NaN 0.045 20796 GOLD_micro caleb_strategy_v3 [1] 4629.1 None 4707.65 4707.8 4707.5 4707.5 4706.3 -78.55 -0.15 1.5 1.2 NaN 1.35 20797 GAS_US_mini caleb_strategy_v3 [1] 2.705 None 2.975 2.98 2.97 2.97 2.98 -0.27 -0.005 0.0 -0.01 NaN -0.005 20798 SILVER-mini caleb_strategy_v3 [-1] 89.7625 None 94.08125 94.05 94.1125 94.1125 93.925 4.31875 -0.03125 -0.125 -0.1875 NaN -0.15625 20799 EUR caleb_strategy_v3 [-1] 1.1627 None 1.167325 1.1673 1.16735 1.16735 1.1672 0.004625 -0.000025 -0.0001 -0.00015 NaN -0.000125 20801 VIX caleb_strategy_v3 [-1] 19.95 None 20.6 20.55 20.65 NaN 20.55 0.65 -0.05 -0.0 NaN NaN -0.05 20800 MXP caleb_strategy_v3 [1] 0.05635 None 0.056405 0.05641 0.0564 0.0564 0.05643 -0.000055 -0.000005 -0.00002 -0.00003 NaN -0.000025 20803 MXP caleb_strategy_v3 [1] 0.05635 None 0.028215 0.05643 0.0 0.0 NaN 0.028135 -0.028215 NaN NaN NaN NaN 20805 MXP caleb_strategy_v3 [1] 0.05635 None 0.056425 0.05643 0.05642 0.05642 0.05641 -0.000075 -0.000005 0.00002 0.00001 NaN 0.000015 20807 MXP caleb_strategy_v3 [1] 0.05635 None 0.056405 0.05641 0.0564 0.0564 0.05642 -0.000055 -0.000005 -0.00001 -0.00002 NaN -0.000015 20802 NASDAQ_micro caleb_strategy_v3 [1] 25713.25 None 25315.25 25315.5 25315.0 25315.0 25319.0 398.0 -0.25 -3.5 -4.0 NaN -3.75 20804 NASDAQ_micro caleb_strategy_v3 [1] 25713.25 None 12659.5 25319.0 0.0 0.0 NaN 13053.75 -12659.5 NaN NaN NaN NaN 20806 NASDAQ_micro caleb_strategy_v3 [1] 25713.25 None 25302.25 25302.5 25302.0 25302.0 25321.5 411.0 -0.25 -19.0 -19.5 NaN -19.25 =================================================================================================================================================================== 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 20794 BOBL caleb_strategy_v3 [-1] 2.487944 743.585766 -20.096913 80.38765 40.193825 NaN 60.290738 20795 OAT caleb_strategy_v3 [-1] 4.910598 213.823263 -10.18206 101.820601 81.456481 NaN 91.638541 20796 GOLD_micro caleb_strategy_v3 [1] 835.599773 -940.043338 -1.795118 17.951178 14.360942 NaN 16.15606 20797 GAS_US_mini caleb_strategy_v3 [1] 2.064032 -1308.119397 -24.224433 0.0 -48.448867 NaN -24.224433 20798 SILVER-mini caleb_strategy_v3 [-1] 42.753088 1010.160941 -7.309413 -29.237654 -43.856481 NaN -36.547067 20799 EUR caleb_strategy_v3 [-1] 0.053353 866.859798 -4.685729 -18.742915 -28.114372 NaN -23.428643 20801 VIX caleb_strategy_v3 [-1] 6.252242 1039.627138 -79.971318 -0.0 NaN NaN -79.971318 20800 MXP caleb_strategy_v3 [1] 0.003645 -150.897555 -13.71796 -54.871838 -82.307757 NaN -68.589798 20803 MXP caleb_strategy_v3 [1] 0.003645 77190.958431 -77410.445784 NaN NaN NaN NaN 20805 MXP caleb_strategy_v3 [1] 0.003645 -205.769393 -13.71796 54.871838 27.435919 NaN 41.153879 20807 MXP caleb_strategy_v3 [1] 0.003645 -150.897555 -13.71796 -27.435919 -54.871838 NaN -41.153879 20802 NASDAQ_micro caleb_strategy_v3 [1] 3639.581508 1093.532317 -0.686892 -9.61649 -10.990275 NaN -10.303382 20804 NASDAQ_micro caleb_strategy_v3 [1] 3639.581508 35866.074084 -34782.845149 NaN NaN NaN NaN 20806 NASDAQ_micro caleb_strategy_v3 [1] 3639.581508 1129.250709 -0.686892 -52.203804 -53.577588 NaN -52.890696 ========================================================================================================================================================================= 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 20794 BOBL caleb_strategy_v3 [-1] 1162.995 215.154075 -5.814975 23.2599 11.62995 NaN 17.444925 20795 OAT caleb_strategy_v3 [-1] 1162.995 122.114475 -5.814975 58.14975 46.5198 NaN 52.334775 20796 GOLD_micro caleb_strategy_v3 [1] 10.0 -785.5 -1.5 15.0 12.0 NaN 13.5 20797 GAS_US_mini caleb_strategy_v3 [1] 2500.0 -675.0 -12.5 0.0 -25.0 NaN -12.5 20798 SILVER-mini caleb_strategy_v3 [-1] 2500.0 10796.875 -78.125 -312.5 -468.75 NaN -390.625 20799 EUR caleb_strategy_v3 [-1] 125000.0 578.125 -3.125 -12.5 -18.75 NaN -15.625 20801 VIX caleb_strategy_v3 [-1] 1000.0 650.0 -50.0 -0.0 NaN NaN -50.0 20800 MXP caleb_strategy_v3 [1] 500000.0 -27.5 -2.5 -10.0 -15.0 NaN -12.5 20803 MXP caleb_strategy_v3 [1] 500000.0 14067.5 -14107.5 NaN NaN NaN NaN 20805 MXP caleb_strategy_v3 [1] 500000.0 -37.5 -2.5 10.0 5.0 NaN 7.5 20807 MXP caleb_strategy_v3 [1] 500000.0 -27.5 -2.5 -5.0 -10.0 NaN -7.5 20802 NASDAQ_micro caleb_strategy_v3 [1] 2.0 796.0 -0.5 -7.0 -8.0 NaN -7.5 20804 NASDAQ_micro caleb_strategy_v3 [1] 2.0 26107.5 -25319.0 NaN NaN NaN NaN 20806 NASDAQ_micro caleb_strategy_v3 [1] 2.0 822.0 -0.5 -38.0 -39.0 NaN -38.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL 215.154075 EUR 578.125 GAS_US_mini -675.0 GOLD_micro -785.5 MXP 13975.0 NASDAQ_micro 27725.5 OAT 122.114475 SILVER-mini 10796.875 VIX 650.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 52602.26855 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -5.814975 EUR -3.125 GAS_US_mini -12.5 GOLD_micro -1.5 MXP -14115.0 NASDAQ_micro -25320.0 OAT -5.814975 SILVER-mini -78.125 VIX -50.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -39591.87995 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 23.2599 EUR -12.5 GAS_US_mini 0.0 GOLD_micro 15.0 MXP -5.0 NASDAQ_micro -45.0 OAT 58.14975 SILVER-mini -312.5 VIX -0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -278.59035 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 11.62995 EUR -18.75 GAS_US_mini -25.0 GOLD_micro 12.0 MXP -20.0 NASDAQ_micro -47.0 OAT 46.5198 SILVER-mini -468.75 VIX 0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -509.35025 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 EUR 0 GAS_US_mini 0 GOLD_micro 0 MXP 0 NASDAQ_micro 0 OAT 0 SILVER-mini 0 VIX 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 BOBL 17.444925 EUR -15.625 GAS_US_mini -12.5 GOLD_micro 13.5 MXP -12.5 NASDAQ_micro -46.0 OAT 52.334775 SILVER-mini -390.625 VIX -50.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -443.9703 ******************************************************************************** END OF REPORT ********************************************************************************