******************************************************************************** Trades report produced on 20/01/2026 21:38 from 19/01/2026 21:38 to 20/01/2026 21:38 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20810 EUROSTX caleb_strategy_v3 [20260300] 2026-01-20 08:00:37 [-1] 5904.000000 20813 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-20 15:06:51 [-1] 25315.750000 20808 NIKKEI caleb_strategy_v3 [20260300] 2026-01-20 03:01:34 [-1] 53120.000000 20809 NIKKEI caleb_strategy_v3 [20260300] 2026-01-20 03:02:24 [-1] 53115.000000 20812 SP500_micro caleb_strategy_v3 [20260300] 2026-01-20 15:06:50 [-1] 6877.500000 20811 US10 caleb_strategy_v3 [20260300] 2026-01-20 15:01:17 [-1] 111.484375 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20808 NIKKEI caleb_strategy_v3 2026-01-19 00:00:00 2026-01-20 03:01:19.266000 2026-01-20 03:01:34 97279.266 14.734 20809 NIKKEI caleb_strategy_v3 2026-01-19 00:00:00 2026-01-20 03:02:19.521000 2026-01-20 03:02:24 97339.521 4.479 20810 EUROSTX caleb_strategy_v3 2026-01-19 00:00:00 2026-01-20 08:00:37.761000 2026-01-20 08:00:37 115237.761 NaN 20811 US10 caleb_strategy_v3 2026-01-19 00:00:00 2026-01-20 15:00:50.634000 2026-01-20 15:01:17 140450.634 26.366 20812 SP500_micro caleb_strategy_v3 2026-01-19 00:00:00 2026-01-20 15:01:17.977000 2026-01-20 15:06:50 140477.977 332.023 20813 NASDAQ_micro caleb_strategy_v3 2026-01-19 00:00:00 2026-01-20 15:06:51.264000 2026-01-20 15:06:51 140811.264 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 20808 NIKKEI caleb_strategy_v3 [-1] 53540.0 None 53127.5 53125.0 53130.0 53130.0 53120.0 -412.5 -2.5 -5.0 -10.0 NaN -7.5 20809 NIKKEI caleb_strategy_v3 [-1] 53540.0 None 53122.5 53120.0 53125.0 53125.0 53115.0 -417.5 -2.5 -5.0 -10.0 NaN -7.5 20810 EUROSTX caleb_strategy_v3 [-1] 5941.0 None 5903.5 5903.0 5904.0 5904.0 5904.0 -37.5 -0.5 1.0 -0.0 NaN 0.5 20811 US10 caleb_strategy_v3 [-1] 111.609375 None 111.476562 111.46875 111.484375 111.484375 111.484375 -0.132812 -0.007812 0.015625 -0.0 NaN 0.007812 20812 SP500_micro caleb_strategy_v3 [-1] 6913.25 None 6885.875 6885.75 6886.0 6886.0 6877.5 -27.375 -0.125 -8.25 -8.5 NaN -8.375 20813 NASDAQ_micro caleb_strategy_v3 [-1] 25397.75 None 25312.625 25312.25 25313.0 25313.0 25315.75 -85.125 -0.375 3.5 2.75 NaN 3.125 =============================================================================================================================================================== 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 20808 NIKKEI caleb_strategy_v3 [-1] 10905.654794 -378.244138 -2.292389 -4.584777 -9.169555 NaN -6.877166 20809 NIKKEI caleb_strategy_v3 [-1] 10905.654794 -382.828916 -2.292389 -4.584777 -9.169555 NaN -6.877166 20810 EUROSTX caleb_strategy_v3 [-1] 773.238847 -484.973047 -6.466307 12.932615 -0.0 NaN 6.466307 20811 US10 caleb_strategy_v3 [-1] 4.178027 -317.883285 -18.699017 37.398033 -0.0 NaN 18.699017 20812 SP500_micro caleb_strategy_v3 [-1] 748.268169 -365.844775 -1.670524 -110.25459 -113.595638 NaN -111.925114 20813 NASDAQ_micro caleb_strategy_v3 [-1] 3643.768093 -233.618051 -1.029154 9.605441 7.547132 NaN 8.576287 ========================================================================================================================================================================= 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 20808 NIKKEI caleb_strategy_v3 [-1] 0.630807 -260.20804 -1.577018 -3.154037 -6.308074 NaN -4.731055 20809 NIKKEI caleb_strategy_v3 [-1] 0.630807 -263.362077 -1.577018 -3.154037 -6.308074 NaN -4.731055 20810 EUROSTX caleb_strategy_v3 [-1] 11.6648 -437.43 -5.8324 11.6648 -0.0 NaN 5.8324 20811 US10 caleb_strategy_v3 [-1] 1000.0 -132.8125 -7.8125 15.625 -0.0 NaN 7.8125 20812 SP500_micro caleb_strategy_v3 [-1] 5.0 -136.875 -0.625 -41.25 -42.5 NaN -41.875 20813 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -170.25 -0.75 7.0 5.5 NaN 6.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 EUROSTX -437.43 NASDAQ_micro -170.25 NIKKEI -523.570117 SP500_micro -136.875 US10 -132.8125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -1400.937617 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 EUROSTX -5.8324 NASDAQ_micro -0.75 NIKKEI -3.154037 SP500_micro -0.625 US10 -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -18.173937 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 EUROSTX 11.6648 NASDAQ_micro 7.0 NIKKEI -6.308074 SP500_micro -41.25 US10 15.625 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -13.268274 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 EUROSTX -0.0 NASDAQ_micro 5.5 NIKKEI -12.616147 SP500_micro -42.5 US10 -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -49.616147 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 EUROSTX 0 NASDAQ_micro 0 NIKKEI 0 SP500_micro 0 US10 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 EUROSTX 5.8324 NASDAQ_micro 6.25 NIKKEI -9.462111 SP500_micro -41.875 US10 7.8125 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -31.442211 ******************************************************************************** END OF REPORT ********************************************************************************