******************************************************************************** Trades report produced on 30/01/2026 21:36 from 29/01/2026 21:36 to 30/01/2026 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 20979 EUR caleb_strategy_v3 [20260300] 2026-01-30 15:00:49 [1] 1.1928 20980 GBP caleb_strategy_v3 [20260300] 2026-01-30 15:07:19 [-1] 1.3738 20978 NIKKEI caleb_strategy_v3 [20260300] 2026-01-30 03:01:17 [-1] 53175.0000 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 20978 NIKKEI caleb_strategy_v3 2026-01-29 00:00:00 2026-01-30 03:01:17.089000 2026-01-30 03:01:17 97277.089 NaN 20979 EUR caleb_strategy_v3 2026-01-29 00:00:00 2026-01-30 15:00:49.793000 2026-01-30 15:00:49 140449.793 NaN 20980 GBP caleb_strategy_v3 2026-01-29 00:00:00 2026-01-30 15:00:50.793000 2026-01-30 15:07:19 140450.793 388.207 ================================================================================================================================================================================================================================= 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 20978 NIKKEI caleb_strategy_v3 [-1] 53080.0 None 53027.5 53025.0 53030.0 53030.0 53175.0 -52.5 -2.5 150.0 145.0 NaN 147.5 20979 EUR caleb_strategy_v3 [1] 1.1977 None 1.193775 1.1938 1.19375 1.19375 1.1928 0.003925 -0.000025 0.001 0.00095 NaN 0.000975 20980 GBP caleb_strategy_v3 [-1] 1.3795 None 1.37525 1.3752 1.3753 1.3753 1.3738 -0.00425 -0.00005 -0.0014 -0.0015 NaN -0.00145 =============================================================================================================================================================== 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 20978 NIKKEI caleb_strategy_v3 [-1] 11710.162128 -44.832855 -2.134898 128.093871 123.824076 NaN 125.958973 20979 EUR caleb_strategy_v3 [1] 0.09138 429.52623 -2.735836 109.433434 103.961763 NaN 106.697598 20980 GBP caleb_strategy_v3 [-1] 0.103184 -411.886316 -4.845721 -135.680198 -145.371641 NaN -140.525919 ======================================================================================================================================================================== 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 20978 NIKKEI caleb_strategy_v3 [-1] 0.649686 -34.108517 -1.624215 97.452906 94.204476 NaN 95.828691 20979 EUR caleb_strategy_v3 [1] 125000.0 490.625 -3.125 125.0 118.75 NaN 121.875 20980 GBP caleb_strategy_v3 [-1] 62500.0 -265.625 -3.125 -87.5 -93.75 NaN -90.625 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 EUR 490.625 GBP -265.625 NIKKEI -34.108517 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 190.891483 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 EUR -3.125 GBP -3.125 NIKKEI -1.624215 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -7.874215 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 EUR 125.0 GBP -87.5 NIKKEI 97.452906 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 134.952906 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 EUR 118.75 GBP -93.75 NIKKEI 94.204476 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 119.204476 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 EUR 0 GBP 0 NIKKEI 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 EUR 121.875 GBP -90.625 NIKKEI 95.828691 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 127.078691 ******************************************************************************** END OF REPORT 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