******************************************************************************** Trades report produced on 21/01/2026 21:38 from 20/01/2026 21:38 to 21/01/2026 21:38 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20852 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 19:45:06.059 [0] NaN 20863 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 19:45:06.205 [0] NaN 20861 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 15:30:41.000 [1] 653.80000 20828 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 14:00:21.000 [1] 652.80000 20859 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 15:28:41.000 [1] 653.50000 20858 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 15:27:41.000 [1] 653.60000 20856 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 15:26:39.000 [1] 653.30000 20854 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 15:25:38.000 [1] 653.70000 20850 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 15:14:32.000 [1] 653.70000 20860 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 15:29:41.000 [1] 653.50000 20844 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 19:45:05.883 [0] NaN 20838 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 14:53:55.000 [1] 653.40000 20868 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 16:00:56.000 [1] 655.20000 20835 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 19:45:05.492 [0] NaN 20865 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 15:56:19.000 [1] 655.60000 20832 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 14:13:43.000 [1] 653.00000 20867 CANOLA caleb_strategy_v3 [20260500] 2026-01-21 15:57:19.000 [1] 655.80000 20834 COPPER caleb_strategy_v3 [20260300] 2026-01-21 19:45:05.376 [0] NaN 20830 COPPER caleb_strategy_v3 [20260300] 2026-01-21 19:45:05.141 [0] NaN 20845 COPPER caleb_strategy_v3 [20260300] 2026-01-21 15:14:07.000 [-1] 5.83450 20839 COPPER caleb_strategy_v3 [20260300] 2026-01-21 19:45:05.743 [0] NaN 20837 COPPER caleb_strategy_v3 [20260300] 2026-01-21 19:45:05.628 [0] NaN 20855 DOW caleb_strategy_v3 [20260300] 2026-01-21 15:25:39.000 [-1] 49054.00000 20857 DOW caleb_strategy_v3 [20260300] 2026-01-21 15:26:39.000 [-1] 49030.00000 20853 DOW caleb_strategy_v3 [20260300] 2026-01-21 15:25:33.000 [-1] 49059.00000 20842 DOW caleb_strategy_v3 [20260300] 2026-01-21 15:03:59.000 [-1] 49009.00000 20851 DOW caleb_strategy_v3 [20260300] 2026-01-21 15:14:32.000 [-1] 49017.00000 20848 DOW caleb_strategy_v3 [20260300] 2026-01-21 15:14:09.000 [-1] 49005.00000 20833 DX caleb_strategy_v3 [20260300] 2026-01-21 19:45:05.259 [0] NaN 20836 DX caleb_strategy_v3 [20260300] 2026-01-21 14:43:49.000 [-1] 98.28000 20829 DX caleb_strategy_v3 [20260300] 2026-01-21 14:03:24.000 [-1] 98.23500 20843 EUR caleb_strategy_v3 [20260300] 2026-01-21 15:04:00.000 [1] 1.17585 20849 EUR caleb_strategy_v3 [20260300] 2026-01-21 15:14:09.000 [1] 1.17520 20827 EUROSTX caleb_strategy_v3 [20260300] 2026-01-21 08:57:24.000 [-1] 5896.00000 20819 EUROSTX caleb_strategy_v3 [20260300] 2026-01-21 19:45:04.373 [0] NaN 20820 EUROSTX caleb_strategy_v3 [20260300] 2026-01-21 19:45:04.498 [0] NaN 20821 EUROSTX caleb_strategy_v3 [20260300] 2026-01-21 08:22:36.000 [-1] 5898.00000 20822 EUROSTX caleb_strategy_v3 [20260300] 2026-01-21 19:45:04.617 [0] NaN 20823 EUROSTX caleb_strategy_v3 [20260300] 2026-01-21 08:36:12.000 [-1] 5892.00000 20824 EUROSTX caleb_strategy_v3 [20260300] 2026-01-21 19:45:04.880 [0] NaN 20825 EUROSTX caleb_strategy_v3 [20260300] 2026-01-21 08:46:20.000 [-1] 5898.00000 20826 EUROSTX caleb_strategy_v3 [20260300] 2026-01-21 19:45:05.013 [0] NaN 20864 LEANHOG caleb_strategy_v3 [20260400] 2026-01-21 19:45:06.338 [0] NaN 20862 LEANHOG caleb_strategy_v3 [20260400] 2026-01-21 15:36:07.000 [-1] 95.00000 20866 LEANHOG caleb_strategy_v3 [20260400] 2026-01-21 15:56:20.000 [-1] 95.12500 20847 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-21 15:14:08.000 [-1] 25325.00000 20841 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-01-21 15:03:58.000 [-1] 25335.75000 20818 NIKKEI caleb_strategy_v3 [20260300] 2026-01-21 03:05:20.000 [-1] 52770.00000 20817 NIKKEI caleb_strategy_v3 [20260300] 2026-01-21 03:04:20.000 [-1] 52760.00000 20816 NIKKEI caleb_strategy_v3 [20260300] 2026-01-21 03:03:20.000 [-1] 52755.00000 20815 NIKKEI caleb_strategy_v3 [20260300] 2026-01-21 03:02:19.000 [-1] 52735.00000 20814 NIKKEI caleb_strategy_v3 [20260300] 2026-01-21 03:01:19.000 [-1] 52700.00000 20831 SILVER-mini caleb_strategy_v3 [20260500] 2026-01-21 14:13:26.000 [1] 94.71250 20846 US30 caleb_strategy_v3 [20260300] 2026-01-21 15:14:07.000 [-1] 116.62500 20840 US30 caleb_strategy_v3 [20260300] 2026-01-21 15:03:57.000 [-1] 116.62500 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20814 NIKKEI caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 03:01:19.385000 2026-01-21 03:01:19 97279.385 NaN 20815 NIKKEI caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 03:02:19.196000 2026-01-21 03:02:19 97339.196 NaN 20816 NIKKEI caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 03:03:19.849000 2026-01-21 03:03:20 97399.849 0.151 20817 NIKKEI caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 03:04:19.939000 2026-01-21 03:04:20 97459.939 0.061 20818 NIKKEI caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 03:05:20.310000 2026-01-21 03:05:20 97520.31 NaN 20831 SILVER-mini caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:13:26.887000 2026-01-21 14:13:26 137606.887 NaN 20840 US30 caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:03:57.078000 2026-01-21 15:03:57 140637.078 NaN 20846 US30 caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:14:07.776000 2026-01-21 15:14:07 141247.776 NaN 20841 NASDAQ_micro caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:03:58.303000 2026-01-21 15:03:58 140638.303 NaN 20847 NASDAQ_micro caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:14:08.457000 2026-01-21 15:14:08 141248.457 NaN 20849 EUR caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:14:09.793000 2026-01-21 15:14:09 141249.793 NaN 20843 EUR caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:04:00.853000 2026-01-21 15:04:00 140640.853 NaN 20842 DOW caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:03:59.599000 2026-01-21 15:03:59 140639.599 NaN 20848 DOW caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:14:09.160000 2026-01-21 15:14:09 141249.16 NaN 20851 DOW caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:14:32.613000 2026-01-21 15:14:32 141272.613 NaN 20853 DOW caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:25:33.354000 2026-01-21 15:25:33 141933.354 NaN 20855 DOW caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:25:39.168000 2026-01-21 15:25:39 141939.168 NaN 20857 DOW caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:26:39.703000 2026-01-21 15:26:39 141999.703 NaN 20832 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:13:43.134000 2026-01-21 14:13:43 137623.134 NaN 20865 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:56:19.021000 2026-01-21 15:56:19 143779.021 NaN 20835 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:33:49.262000 2026-01-21 19:45:05.492000 138829.262 18676.23 20867 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:57:19.133000 2026-01-21 15:57:19 143839.133 NaN 20868 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:58:20.790000 2026-01-21 16:00:56 143900.79 155.21 20838 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:53:55.037000 2026-01-21 14:53:55 140035.037 NaN 20844 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:04:06.789000 2026-01-21 19:45:05.883000 140646.789 16859.094 20860 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:29:41.406000 2026-01-21 15:29:41 142181.406 NaN 20850 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:14:31.839000 2026-01-21 15:14:32 141271.839 0.161 20852 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:15:32.798000 2026-01-21 19:45:06.059000 141332.798 16173.261 20854 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:25:38.680000 2026-01-21 15:25:38 141938.68 NaN 20856 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:26:39.037000 2026-01-21 15:26:39 141999.037 NaN 20858 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:27:40.989000 2026-01-21 15:27:41 142060.989 0.011 20859 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:28:41.229000 2026-01-21 15:28:41 142121.229 NaN 20828 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:00:21.447000 2026-01-21 14:00:21 136821.447 NaN 20861 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:30:41.502000 2026-01-21 15:30:41 142241.502 NaN 20863 CANOLA caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:36:12.993000 2026-01-21 19:45:06.205000 142572.993 14933.212 20819 EUROSTX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 08:00:37.826000 2026-01-21 19:45:04.373000 115237.826 42266.547 20820 EUROSTX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 08:10:41.934000 2026-01-21 19:45:04.498000 115841.934 41662.564 20821 EUROSTX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 08:20:46.194000 2026-01-21 08:22:36 116446.194 109.806 20822 EUROSTX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 08:22:40.056000 2026-01-21 19:45:04.617000 116560.056 40944.561 20823 EUROSTX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 08:32:43.740000 2026-01-21 08:36:12 117163.74 208.26 20824 EUROSTX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 08:36:16.515000 2026-01-21 19:45:04.880000 117376.515 40128.365 20825 EUROSTX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 08:46:20.549000 2026-01-21 08:46:20 117980.549 NaN 20826 EUROSTX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 08:47:20.792000 2026-01-21 19:45:05.013000 118040.792 39464.221 20827 EUROSTX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 08:57:24.448000 2026-01-21 08:57:24 118644.448 NaN 20833 DX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:13:44.045000 2026-01-21 19:45:05.259000 137624.045 19881.214 20836 DX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:43:49.791000 2026-01-21 14:43:49 139429.791 NaN 20829 DX caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:00:22.775000 2026-01-21 14:03:24 136822.775 181.225 20834 COPPER caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:23:44.536000 2026-01-21 19:45:05.376000 138224.536 19280.84 20837 COPPER caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:43:50.411000 2026-01-21 19:45:05.628000 139430.411 18075.217 20839 COPPER caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:53:55.924000 2026-01-21 19:45:05.743000 140035.924 17469.819 20845 COPPER caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:14:07.335000 2026-01-21 15:14:07 141247.335 NaN 20830 COPPER caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 14:03:25.648000 2026-01-21 19:45:05.141000 137005.648 20499.493 20864 LEANHOG caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:46:13.528000 2026-01-21 19:45:06.338000 143173.528 14332.81 20866 LEANHOG caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:56:20.063000 2026-01-21 15:56:20 143780.063 NaN 20862 LEANHOG caleb_strategy_v3 2026-01-20 00:00:00 2026-01-21 15:30:43.266000 2026-01-21 15:36:07 142243.266 323.734 ================================================================================================================================================================================================================================== 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 20814 NIKKEI caleb_strategy_v3 [-1] 52210.0 None 52662.5 52660.0 52665.0 52665.0 52700.0 452.5 -2.5 40.0 35.0 NaN 37.5 20815 NIKKEI caleb_strategy_v3 [-1] 52210.0 None 52677.5 52675.0 52680.0 52680.0 52735.0 467.5 -2.5 60.0 55.0 NaN 57.5 20816 NIKKEI caleb_strategy_v3 [-1] 52210.0 None 52677.5 52675.0 52680.0 52680.0 52755.0 467.5 -2.5 80.0 75.0 NaN 77.5 20817 NIKKEI caleb_strategy_v3 [-1] 52210.0 None 52672.5 52670.0 52675.0 52675.0 52760.0 462.5 -2.5 90.0 85.0 NaN 87.5 20818 NIKKEI caleb_strategy_v3 [-1] 52210.0 None 52672.5 52670.0 52675.0 52675.0 52770.0 462.5 -2.5 100.0 95.0 NaN 97.5 20831 SILVER-mini caleb_strategy_v3 [1] 94.925 None 95.425 95.45 95.4 95.4 94.7125 -0.5 -0.025 0.7375 0.6875 NaN 0.7125 20840 US30 caleb_strategy_v3 [-1] 116.53125 None 116.59375 116.5625 116.625 116.625 116.625 0.0625 -0.03125 0.0625 -0.0 NaN 0.03125 20846 US30 caleb_strategy_v3 [-1] 116.53125 None 116.59375 116.5625 116.625 116.625 116.625 0.0625 -0.03125 0.0625 -0.0 NaN 0.03125 20841 NASDAQ_micro caleb_strategy_v3 [-1] 25159.5 None 25279.0 25278.75 25279.25 25279.25 25335.75 119.5 -0.25 57.0 56.5 NaN 56.75 20847 NASDAQ_micro caleb_strategy_v3 [-1] 25159.5 None 25279.0 25278.75 25279.25 25279.25 25325.0 119.5 -0.25 46.25 45.75 NaN 46.0 20849 EUR caleb_strategy_v3 [1] 1.17445 None 1.175875 1.1759 1.17585 1.17585 1.1752 -0.001425 -0.000025 0.0007 0.00065 NaN 0.000675 20843 EUR caleb_strategy_v3 [1] 1.17445 None 1.175875 1.1759 1.17585 1.17585 1.17585 -0.001425 -0.000025 0.00005 0.0 NaN 0.000025 20842 DOW caleb_strategy_v3 [-1] 48635.0 None 48917.5 48917.0 48918.0 48918.0 49009.0 282.5 -0.5 92.0 91.0 NaN 91.5 20848 DOW caleb_strategy_v3 [-1] 48635.0 None 48917.5 48917.0 48918.0 48918.0 49005.0 282.5 -0.5 88.0 87.0 NaN 87.5 20851 DOW caleb_strategy_v3 [-1] 48635.0 None 48917.5 48917.0 48918.0 48918.0 49017.0 282.5 -0.5 100.0 99.0 NaN 99.5 20853 DOW caleb_strategy_v3 [-1] 48635.0 None 48917.5 48917.0 48918.0 48918.0 49059.0 282.5 -0.5 142.0 141.0 NaN 141.5 20855 DOW caleb_strategy_v3 [-1] 48635.0 None 48917.5 48917.0 48918.0 48918.0 49054.0 282.5 -0.5 137.0 136.0 NaN 136.5 20857 DOW caleb_strategy_v3 [-1] 48635.0 None 48917.5 48917.0 48918.0 48918.0 49030.0 282.5 -0.5 113.0 112.0 NaN 112.5 20832 CANOLA caleb_strategy_v3 [1] 647.1 None 653.1 653.2 653.0 653.0 653.0 -6.0 -0.1 0.2 0.0 NaN 0.1 20865 CANOLA caleb_strategy_v3 [1] 647.1 None 653.9 654.0 653.8 NaN 655.6 -6.8 -0.1 -1.6 NaN NaN -1.7 20835 CANOLA caleb_strategy_v3 [1] 647.1 None 326.4 652.8 0.0 0.0 NaN 320.7 -326.4 NaN NaN NaN NaN 20867 CANOLA caleb_strategy_v3 [1] 647.1 None 655.0 655.1 654.9 NaN 655.8 -7.9 -0.1 -0.7 NaN NaN -0.8 20868 CANOLA caleb_strategy_v3 [1] 647.1 None 654.95 655.1 654.8 654.8 655.2 -7.85 -0.15 -0.1 -0.4 NaN -0.25 20838 CANOLA caleb_strategy_v3 [1] 647.1 None 652.3 652.4 652.2 652.2 653.4 -5.2 -0.1 -1.0 -1.2 NaN -1.1 20844 CANOLA caleb_strategy_v3 [1] 647.1 None 327.05 654.1 0.0 0.0 NaN 320.05 -327.05 NaN NaN NaN NaN 20860 CANOLA caleb_strategy_v3 [1] 647.1 None 653.95 654.1 653.8 653.8 653.5 -6.85 -0.15 0.6 0.3 NaN 0.45 20850 CANOLA caleb_strategy_v3 [1] 647.1 None 653.4 653.5 653.3 653.3 653.7 -6.3 -0.1 -0.2 -0.4 NaN -0.3 20852 CANOLA caleb_strategy_v3 [1] 647.1 None 326.9 653.8 0.0 0.0 NaN 320.2 -326.9 NaN NaN NaN NaN 20854 CANOLA caleb_strategy_v3 [1] 647.1 None 653.9 654.0 653.8 653.8 653.7 -6.8 -0.1 0.3 0.1 NaN 0.2 20856 CANOLA caleb_strategy_v3 [1] 647.1 None 653.9 654.0 653.8 653.8 653.3 -6.8 -0.1 0.7 0.5 NaN 0.6 20858 CANOLA caleb_strategy_v3 [1] 647.1 None 654.1 654.2 654.0 654.0 653.6 -7.0 -0.1 0.6 0.4 NaN 0.5 20859 CANOLA caleb_strategy_v3 [1] 647.1 None 654.1 654.2 654.0 654.0 653.5 -7.0 -0.1 0.7 0.5 NaN 0.6 20828 CANOLA caleb_strategy_v3 [1] 647.1 None 653.1 653.2 653.0 653.0 652.8 -6.0 -0.1 0.4 0.2 NaN 0.3 20861 CANOLA caleb_strategy_v3 [1] 647.1 None 653.6 653.7 653.5 653.5 653.8 -6.5 -0.1 -0.1 -0.3 NaN -0.2 20863 CANOLA caleb_strategy_v3 [1] 647.1 None 326.95 653.9 0.0 0.0 NaN 320.15 -326.95 NaN NaN NaN NaN 20819 EUROSTX caleb_strategy_v3 [-1] 5877.0 None 5916.5 5916.0 5917.0 5917.0 NaN 39.5 -0.5 NaN NaN NaN NaN 20820 EUROSTX caleb_strategy_v3 [-1] 5877.0 None 2954.5 5909.0 0.0 0.0 NaN -2922.5 2954.5 NaN NaN NaN NaN 20821 EUROSTX caleb_strategy_v3 [-1] 5877.0 None 5897.5 5897.0 5898.0 5898.0 5898.0 20.5 -0.5 1.0 -0.0 NaN 0.5 20822 EUROSTX caleb_strategy_v3 [-1] 5877.0 None 2949.5 5899.0 0.0 0.0 NaN -2927.5 2949.5 NaN NaN NaN NaN 20823 EUROSTX caleb_strategy_v3 [-1] 5877.0 None 5899.5 5899.0 5900.0 5900.0 5892.0 22.5 -0.5 -7.0 -8.0 NaN -7.5 20824 EUROSTX caleb_strategy_v3 [-1] 5877.0 None 2946.0 5892.0 0.0 0.0 NaN -2931.0 2946.0 NaN NaN NaN NaN 20825 EUROSTX caleb_strategy_v3 [-1] 5877.0 None 5899.5 5899.0 5900.0 5900.0 5898.0 22.5 -0.5 -1.0 -2.0 NaN -1.5 20826 EUROSTX caleb_strategy_v3 [-1] 5877.0 None 2949.0 5898.0 0.0 0.0 NaN -2928.0 2949.0 NaN NaN NaN NaN 20827 EUROSTX caleb_strategy_v3 [-1] 5877.0 None 5894.5 5894.0 5895.0 5895.0 5896.0 17.5 -0.5 2.0 1.0 NaN 1.5 20833 DX caleb_strategy_v3 [-1] 98.41 None 49.1175 98.235 0.0 0.0 NaN -49.2925 49.1175 NaN NaN NaN NaN 20836 DX caleb_strategy_v3 [-1] 98.41 None 98.27 98.265 98.275 98.275 98.28 -0.14 -0.005 0.015 0.005 NaN 0.01 20829 DX caleb_strategy_v3 [-1] 98.41 None 98.2425 98.24 98.245 98.245 98.235 -0.1675 -0.0025 -0.005 -0.01 NaN -0.0075 20834 COPPER caleb_strategy_v3 [-1] 5.809 None 2.9205 5.841 0.0 0.0 NaN -2.8885 2.9205 NaN NaN NaN NaN 20837 COPPER caleb_strategy_v3 [-1] 5.809 None 5.84025 5.84 5.8405 5.8405 NaN 0.03125 -0.00025 NaN NaN NaN NaN 20839 COPPER caleb_strategy_v3 [-1] 5.809 None 2.916 5.832 0.0 0.0 NaN -2.893 2.916 NaN NaN NaN NaN 20845 COPPER caleb_strategy_v3 [-1] 5.809 None 5.8255 5.825 5.826 5.826 5.8345 0.0165 -0.0005 0.0095 0.0085 NaN 0.009 20830 COPPER caleb_strategy_v3 [-1] 5.809 None 5.854 5.8535 5.8545 5.8545 NaN 0.045 -0.0005 NaN NaN NaN NaN 20864 LEANHOG caleb_strategy_v3 [-1] 95.2 None 47.5 95.0 0.0 0.0 NaN -47.7 47.5 NaN NaN NaN NaN 20866 LEANHOG caleb_strategy_v3 [-1] 95.2 None 94.9875 94.975 95.0 95.0 95.125 -0.2125 -0.0125 0.15 0.125 NaN 0.1375 20862 LEANHOG caleb_strategy_v3 [-1] 95.2 None 95.0875 95.075 95.1 95.1 95.0 -0.1125 -0.0125 -0.075 -0.1 NaN -0.0875 ==================================================================================================================================================================== 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 20814 NIKKEI caleb_strategy_v3 [-1] 11846.166877 381.980099 -2.110387 33.766197 29.545422 NaN 31.655809 20815 NIKKEI caleb_strategy_v3 [-1] 11846.166877 394.642423 -2.110387 50.649295 46.42852 NaN 48.538908 20816 NIKKEI caleb_strategy_v3 [-1] 11846.166877 394.642423 -2.110387 67.532393 63.311619 NaN 65.422006 20817 NIKKEI caleb_strategy_v3 [-1] 11846.166877 390.421648 -2.110387 75.973942 71.753168 NaN 73.863555 20818 NIKKEI caleb_strategy_v3 [-1] 11846.166877 390.421648 -2.110387 84.415492 80.194717 NaN 82.305104 20831 SILVER-mini caleb_strategy_v3 [1] 42.292074 -118.225461 -5.911273 174.382555 162.560009 NaN 168.471282 20840 US30 caleb_strategy_v3 [-1] 11.684624 53.489097 -26.744549 53.489097 -0.0 NaN 26.744549 20846 US30 caleb_strategy_v3 [-1] 11.684624 53.489097 -26.744549 53.489097 -0.0 NaN 26.744549 20841 NASDAQ_micro caleb_strategy_v3 [-1] 3997.542074 298.933689 -0.625384 142.587617 141.336849 NaN 141.962233 20847 NASDAQ_micro caleb_strategy_v3 [-1] 3997.542074 298.933689 -0.625384 115.696093 114.445325 NaN 115.070709 20849 EUR caleb_strategy_v3 [1] 0.060529 -235.425193 -4.130267 115.647463 107.38693 NaN 111.517197 20843 EUR caleb_strategy_v3 [1] 0.060529 -235.425193 -4.130267 8.260533 0.0 NaN 4.130267 20842 DOW caleb_strategy_v3 [-1] 6032.961353 468.260914 -0.82878 152.49559 150.838029 NaN 151.666809 20848 DOW caleb_strategy_v3 [-1] 6032.961353 468.260914 -0.82878 145.865347 144.207786 NaN 145.036566 20851 DOW caleb_strategy_v3 [-1] 6032.961353 468.260914 -0.82878 165.756076 164.098515 NaN 164.927296 20853 DOW caleb_strategy_v3 [-1] 6032.961353 468.260914 -0.82878 235.373628 233.716067 NaN 234.544847 20855 DOW caleb_strategy_v3 [-1] 6032.961353 468.260914 -0.82878 227.085824 225.428263 NaN 226.257044 20857 DOW caleb_strategy_v3 [-1] 6032.961353 468.260914 -0.82878 187.304366 185.646805 NaN 186.475585 20832 CANOLA caleb_strategy_v3 [1] 118.981116 -504.281704 -8.404695 16.80939 0.0 NaN 8.404695 20865 CANOLA caleb_strategy_v3 [1] 118.981116 -571.519265 -8.404695 -134.475121 NaN NaN -142.879816 20835 CANOLA caleb_strategy_v3 [1] 118.981116 26953.857094 -27432.924713 NaN NaN NaN NaN 20867 CANOLA caleb_strategy_v3 [1] 118.981116 -663.970911 -8.404695 -58.832866 NaN NaN -67.237561 20868 CANOLA caleb_strategy_v3 [1] 118.981116 -659.768563 -12.607043 -8.404695 -33.61878 NaN -21.011738 20838 CANOLA caleb_strategy_v3 [1] 118.981116 -437.044144 -8.404695 -84.046951 -100.856341 NaN -92.451646 20844 CANOLA caleb_strategy_v3 [1] 118.981116 26899.226576 -27487.555231 NaN NaN NaN NaN 20860 CANOLA caleb_strategy_v3 [1] 118.981116 -575.721612 -12.607043 50.42817 25.214085 NaN 37.821128 20850 CANOLA caleb_strategy_v3 [1] 118.981116 -529.49579 -8.404695 -16.80939 -33.61878 NaN -25.214085 20852 CANOLA caleb_strategy_v3 [1] 118.981116 26911.833619 -27474.948189 NaN NaN NaN NaN 20854 CANOLA caleb_strategy_v3 [1] 118.981116 -571.519265 -8.404695 25.214085 8.404695 NaN 16.80939 20856 CANOLA caleb_strategy_v3 [1] 118.981116 -571.519265 -8.404695 58.832866 42.023475 NaN 50.42817 20858 CANOLA caleb_strategy_v3 [1] 118.981116 -588.328655 -8.404695 50.42817 33.61878 NaN 42.023475 20859 CANOLA caleb_strategy_v3 [1] 118.981116 -588.328655 -8.404695 58.832866 42.023475 NaN 50.42817 20828 CANOLA caleb_strategy_v3 [1] 118.981116 -504.281704 -8.404695 33.61878 16.80939 NaN 25.214085 20861 CANOLA caleb_strategy_v3 [1] 118.981116 -546.30518 -8.404695 -8.404695 -25.214085 NaN -16.80939 20863 CANOLA caleb_strategy_v3 [1] 118.981116 26907.631272 -27479.150536 NaN NaN NaN NaN 20819 EUROSTX caleb_strategy_v3 [-1] 762.617603 517.952902 -6.556366 NaN NaN NaN NaN 20820 EUROSTX caleb_strategy_v3 [-1] 762.617603 -38321.95835 38741.565764 NaN NaN NaN NaN 20821 EUROSTX caleb_strategy_v3 [-1] 762.617603 268.811 -6.556366 13.112732 -0.0 NaN 6.556366 20822 EUROSTX caleb_strategy_v3 [-1] 762.617603 -38387.522008 38676.002105 NaN NaN NaN NaN 20823 EUROSTX caleb_strategy_v3 [-1] 762.617603 295.036463 -6.556366 -91.789122 -104.901853 NaN -98.345488 20824 EUROSTX caleb_strategy_v3 [-1] 762.617603 -38433.416569 38630.107544 NaN NaN NaN NaN 20825 EUROSTX caleb_strategy_v3 [-1] 762.617603 295.036463 -6.556366 -13.112732 -26.225463 NaN -19.669098 20826 EUROSTX caleb_strategy_v3 [-1] 762.617603 -38394.078374 38669.445739 NaN NaN NaN NaN 20827 EUROSTX caleb_strategy_v3 [-1] 762.617603 229.472804 -6.556366 26.225463 13.112732 NaN 19.669098 20833 DX caleb_strategy_v3 [-1] 4.819165 -102284.308799 101921.17538 NaN NaN NaN NaN 20836 DX caleb_strategy_v3 [-1] 4.819165 -290.506735 -10.375241 31.125722 10.375241 NaN 20.750481 20829 DX caleb_strategy_v3 [-1] 4.819165 -347.570558 -5.18762 -10.375241 -20.750481 NaN -15.562861 20834 COPPER caleb_strategy_v3 [-1] 1.706171 -16929.725938 17117.280458 NaN NaN NaN NaN 20837 COPPER caleb_strategy_v3 [-1] 1.706171 183.158711 -1.46527 NaN NaN NaN NaN 20839 COPPER caleb_strategy_v3 [-1] 1.706171 -16956.100792 17090.905603 NaN NaN NaN NaN 20845 COPPER caleb_strategy_v3 [-1] 1.706171 96.707799 -2.930539 55.680248 49.819169 NaN 52.749709 20830 COPPER caleb_strategy_v3 [-1] 1.706171 263.748543 -2.930539 NaN NaN NaN NaN 20864 LEANHOG caleb_strategy_v3 [-1] 17.48147 -27286.034554 27171.627701 NaN NaN NaN NaN 20866 LEANHOG caleb_strategy_v3 [-1] 17.48147 -121.557282 -7.150428 85.80514 71.504283 NaN 78.654712 20862 LEANHOG caleb_strategy_v3 [-1] 17.48147 -64.353855 -7.150428 -42.90257 -57.203427 NaN -50.052998 ========================================================================================================================================================================== 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 20814 NIKKEI caleb_strategy_v3 [-1] 0.632343 286.135246 -1.580858 25.293723 22.132008 NaN 23.712866 20815 NIKKEI caleb_strategy_v3 [-1] 0.632343 295.620392 -1.580858 37.940585 34.77887 NaN 36.359727 20816 NIKKEI caleb_strategy_v3 [-1] 0.632343 295.620392 -1.580858 50.587447 47.425731 NaN 49.006589 20817 NIKKEI caleb_strategy_v3 [-1] 0.632343 292.458676 -1.580858 56.910878 53.749162 NaN 55.33002 20818 NIKKEI caleb_strategy_v3 [-1] 0.632343 292.458676 -1.580858 63.234308 60.072593 NaN 61.653451 20831 SILVER-mini caleb_strategy_v3 [1] 2500.0 -1250.0 -62.5 1843.75 1718.75 NaN 1781.25 20840 US30 caleb_strategy_v3 [-1] 1000.0 62.5 -31.25 62.5 -0.0 NaN 31.25 20846 US30 caleb_strategy_v3 [-1] 1000.0 62.5 -31.25 62.5 -0.0 NaN 31.25 20841 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 239.0 -0.5 114.0 113.0 NaN 113.5 20847 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 239.0 -0.5 92.5 91.5 NaN 92.0 20849 EUR caleb_strategy_v3 [1] 125000.0 -178.125 -3.125 87.5 81.25 NaN 84.375 20843 EUR caleb_strategy_v3 [1] 125000.0 -178.125 -3.125 6.25 0.0 NaN 3.125 20842 DOW caleb_strategy_v3 [-1] 0.5 141.25 -0.25 46.0 45.5 NaN 45.75 20848 DOW caleb_strategy_v3 [-1] 0.5 141.25 -0.25 44.0 43.5 NaN 43.75 20851 DOW caleb_strategy_v3 [-1] 0.5 141.25 -0.25 50.0 49.5 NaN 49.75 20853 DOW caleb_strategy_v3 [-1] 0.5 141.25 -0.25 71.0 70.5 NaN 70.75 20855 DOW caleb_strategy_v3 [-1] 0.5 141.25 -0.25 68.5 68.0 NaN 68.25 20857 DOW caleb_strategy_v3 [-1] 0.5 141.25 -0.25 56.5 56.0 NaN 56.25 20832 CANOLA caleb_strategy_v3 [1] 14.459434 -86.756604 -1.445943 2.891887 0.0 NaN 1.445943 20865 CANOLA caleb_strategy_v3 [1] 14.459434 -98.324152 -1.445943 -23.135094 NaN NaN -24.581038 20835 CANOLA caleb_strategy_v3 [1] 14.459434 4637.140502 -4719.559276 NaN NaN NaN NaN 20867 CANOLA caleb_strategy_v3 [1] 14.459434 -114.229529 -1.445943 -10.121604 NaN NaN -11.567547 20868 CANOLA caleb_strategy_v3 [1] 14.459434 -113.506557 -2.168915 -1.445943 -5.783774 NaN -3.614859 20838 CANOLA caleb_strategy_v3 [1] 14.459434 -75.189057 -1.445943 -14.459434 -17.351321 NaN -15.905377 20844 CANOLA caleb_strategy_v3 [1] 14.459434 4627.74187 -4728.957909 NaN NaN NaN NaN 20860 CANOLA caleb_strategy_v3 [1] 14.459434 -99.047123 -2.168915 8.67566 4.33783 NaN 6.506745 20850 CANOLA caleb_strategy_v3 [1] 14.459434 -91.094435 -1.445943 -2.891887 -5.783774 NaN -4.33783 20852 CANOLA caleb_strategy_v3 [1] 14.459434 4629.910785 -4726.788993 NaN NaN NaN NaN 20854 CANOLA caleb_strategy_v3 [1] 14.459434 -98.324152 -1.445943 4.33783 1.445943 NaN 2.891887 20856 CANOLA caleb_strategy_v3 [1] 14.459434 -98.324152 -1.445943 10.121604 7.229717 NaN 8.67566 20858 CANOLA caleb_strategy_v3 [1] 14.459434 -101.216038 -1.445943 8.67566 5.783774 NaN 7.229717 20859 CANOLA caleb_strategy_v3 [1] 14.459434 -101.216038 -1.445943 10.121604 7.229717 NaN 8.67566 20828 CANOLA caleb_strategy_v3 [1] 14.459434 -86.756604 -1.445943 5.783774 2.891887 NaN 4.33783 20861 CANOLA caleb_strategy_v3 [1] 14.459434 -93.986321 -1.445943 -1.445943 -4.33783 NaN -2.891887 20863 CANOLA caleb_strategy_v3 [1] 14.459434 4629.187814 -4727.511965 NaN NaN NaN NaN 20819 EUROSTX caleb_strategy_v3 [-1] 11.7183 462.87285 -5.85915 NaN NaN NaN NaN 20820 EUROSTX caleb_strategy_v3 [-1] 11.7183 -34246.73175 34621.71735 NaN NaN NaN NaN 20821 EUROSTX caleb_strategy_v3 [-1] 11.7183 240.22515 -5.85915 11.7183 -0.0 NaN 5.85915 20822 EUROSTX caleb_strategy_v3 [-1] 11.7183 -34305.32325 34563.12585 NaN NaN NaN NaN 20823 EUROSTX caleb_strategy_v3 [-1] 11.7183 263.66175 -5.85915 -82.0281 -93.7464 NaN -87.88725 20824 EUROSTX caleb_strategy_v3 [-1] 11.7183 -34346.3373 34522.1118 NaN NaN NaN NaN 20825 EUROSTX caleb_strategy_v3 [-1] 11.7183 263.66175 -5.85915 -11.7183 -23.4366 NaN -17.57745 20826 EUROSTX caleb_strategy_v3 [-1] 11.7183 -34311.1824 34557.2667 NaN NaN NaN NaN 20827 EUROSTX caleb_strategy_v3 [-1] 11.7183 205.07025 -5.85915 23.4366 11.7183 NaN 17.57745 20833 DX caleb_strategy_v3 [-1] 1000.0 -49292.5 49117.5 NaN NaN NaN NaN 20836 DX caleb_strategy_v3 [-1] 1000.0 -140.0 -5.0 15.0 5.0 NaN 10.0 20829 DX caleb_strategy_v3 [-1] 1000.0 -167.5 -2.5 -5.0 -10.0 NaN -7.5 20834 COPPER caleb_strategy_v3 [-1] 25000.0 -72212.5 73012.5 NaN NaN NaN NaN 20837 COPPER caleb_strategy_v3 [-1] 25000.0 781.25 -6.25 NaN NaN NaN NaN 20839 COPPER caleb_strategy_v3 [-1] 25000.0 -72325.0 72900.0 NaN NaN NaN NaN 20845 COPPER caleb_strategy_v3 [-1] 25000.0 412.5 -12.5 237.5 212.5 NaN 225.0 20830 COPPER caleb_strategy_v3 [-1] 25000.0 1125.0 -12.5 NaN NaN NaN NaN 20864 LEANHOG caleb_strategy_v3 [-1] 400.0 -19080.0 19000.0 NaN NaN NaN NaN 20866 LEANHOG caleb_strategy_v3 [-1] 400.0 -85.0 -5.0 60.0 50.0 NaN 55.0 20862 LEANHOG caleb_strategy_v3 [-1] 400.0 -45.0 -5.0 -30.0 -40.0 NaN -35.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 17266.010208 COPPER -142218.75 DOW 847.5 DX -49600.0 EUR -356.25 EUROSTX -135774.08295 LEANHOG -19210.0 NASDAQ_micro 478.0 NIKKEI 1462.293382 SILVER-mini -1250.0 US30 125.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -328230.27936 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -18923.061351 COPPER 145881.25 DOW -1.5 DX 49110.0 EUR -6.25 EUROSTX 138234.92595 LEANHOG 18990.0 NASDAQ_micro -1.0 NIKKEI -7.904289 SILVER-mini -62.5 US30 -62.5 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 333151.46031 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -2.891887 COPPER 237.5 DOW 336.0 DX 10.0 EUR 93.75 EUROSTX -58.5915 LEANHOG 30.0 NASDAQ_micro 206.5 NIKKEI 233.966941 SILVER-mini 1843.75 US30 125.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 3054.983554 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -4.33783 COPPER 212.5 DOW 333.0 DX -5.0 EUR 81.25 EUROSTX -105.4647 LEANHOG 10.0 NASDAQ_micro 204.5 NIKKEI 218.158364 SILVER-mini 1718.75 US30 -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 2663.355834 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0 COPPER 0 DOW 0 DX 0 EUR 0 EUROSTX 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 SILVER-mini 0 US30 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 CANOLA -23.135094 COPPER 225.0 DOW 334.5 DX 2.5 EUR 87.5 EUROSTX -82.0281 LEANHOG 20.0 NASDAQ_micro 205.5 NIKKEI 226.062653 SILVER-mini 1781.25 US30 62.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 2839.649458 ******************************************************************************** END OF REPORT ********************************************************************************