******************************************************************************** Trades report produced on 04/02/2026 21:36 from 03/02/2026 21:36 to 04/02/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21061 CHF caleb_strategy_v3 [20260300] 2026-02-04 15:17:54.000 [1] 1.294650 21053 COCOA caleb_strategy_v3 [20260500] 2026-02-04 14:02:00.000 [-1] 4128.000000 21054 CRUDE_W caleb_strategy_v3 [20261200] 2026-02-04 14:02:01.000 [1] 60.360000 21069 DOW caleb_strategy_v3 [20260300] 2026-02-04 15:30:20.000 [-1] 49713.000000 21064 DOW caleb_strategy_v3 [20260300] 2026-02-04 19:45:22.268 [0] NaN 21057 DOW caleb_strategy_v3 [20260300] 2026-02-04 15:07:19.000 [-1] 49485.000000 21066 DOW caleb_strategy_v3 [20260300] 2026-02-04 15:28:20.000 [-1] 49696.000000 21068 DOW caleb_strategy_v3 [20260300] 2026-02-04 15:29:20.000 [-1] 49719.000000 21055 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-04 14:02:05.000 [-1] 5077.500000 21052 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-04 14:00:38.000 [-1] 5080.100000 21056 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-04 14:03:17.000 [-1] 5075.300000 21059 JPY caleb_strategy_v3 [20260300] 2026-02-04 15:17:13.000 [1] 0.006411 21070 LEANHOG caleb_strategy_v3 [20260400] 2026-02-04 19:45:22.345 [0] NaN 21073 LEANHOG caleb_strategy_v3 [20260400] 2026-02-04 16:03:00.000 [1] 99.650000 21072 LEANHOG caleb_strategy_v3 [20260400] 2026-02-04 15:59:59.000 [1] 99.550000 21071 LEANHOG caleb_strategy_v3 [20260400] 2026-02-04 19:45:22.429 [0] NaN 21065 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-04 15:28:17.000 [-1] 25236.500000 21067 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-04 15:28:21.000 [-1] 25231.500000 21063 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-04 15:17:56.000 [-1] 25204.000000 21050 NIKKEI caleb_strategy_v3 [20260300] 2026-02-04 03:02:39.000 [1] 54385.000000 21058 NZD caleb_strategy_v3 [20260300] 2026-02-04 15:17:11.000 [1] 0.602950 21051 ROBUSTA caleb_strategy_v3 [20260500] 2026-02-04 10:00:20.000 [-1] 3746.000000 21060 SP500_micro caleb_strategy_v3 [20260300] 2026-02-04 15:17:14.000 [-1] 6932.000000 21062 US5 caleb_strategy_v3 [20260300] 2026-02-04 15:17:55.000 [-1] 108.742188 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21050 NIKKEI caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 03:01:17.625000 2026-02-04 03:02:39 97277.625 81.375 21051 ROBUSTA caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 10:00:20.006000 2026-02-04 10:00:20 122420.006 NaN 21053 COCOA caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 14:00:39.329000 2026-02-04 14:02:00 136839.329 80.671 21054 CRUDE_W caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 14:02:01.154000 2026-02-04 14:02:01 136921.154 NaN 21056 GOLD_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-04 14:03:05.649000 2026-02-04 14:03:17 223385.649 11.351 21052 GOLD_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-04 14:00:38.501000 2026-02-04 14:00:38 223238.501 NaN 21055 GOLD_micro caleb_strategy_v3 2026-02-02 00:00:00 2026-02-04 14:02:05.353000 2026-02-04 14:02:05 223325.353 NaN 21058 NZD caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:07:20.297000 2026-02-04 15:17:11 140840.297 590.703 21059 JPY caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:17:13.078000 2026-02-04 15:17:13 141433.078 NaN 21060 SP500_micro caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:17:14.377000 2026-02-04 15:17:14 141434.377 NaN 21061 CHF caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:17:15.678000 2026-02-04 15:17:54 141435.678 38.322 21062 US5 caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:17:55.349000 2026-02-04 15:17:55 141475.349 NaN 21065 NASDAQ_micro caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:28:17.140000 2026-02-04 15:28:17 142097.14 NaN 21067 NASDAQ_micro caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:28:21.016000 2026-02-04 15:28:21 142101.016 NaN 21063 NASDAQ_micro caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:17:56.653000 2026-02-04 15:17:56 141476.653 NaN 21057 DOW caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:00:20.569000 2026-02-04 15:07:19 140420.569 418.431 21064 DOW caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:18:16.807000 2026-02-04 19:45:22.268000 141496.807 16025.461 21066 DOW caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:28:20.413000 2026-02-04 15:28:20 142100.413 NaN 21068 DOW caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:29:20.513000 2026-02-04 15:29:20 142160.513 NaN 21069 DOW caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:30:20.693000 2026-02-04 15:30:20 142220.693 NaN 21072 LEANHOG caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:50:28.948000 2026-02-04 15:59:59 143428.948 570.052 21073 LEANHOG caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 16:00:03.862000 2026-02-04 16:03:00 144003.862 176.138 21070 LEANHOG caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:30:21.961000 2026-02-04 19:45:22.345000 142221.961 15300.384 21071 LEANHOG caleb_strategy_v3 2026-02-03 00:00:00 2026-02-04 15:40:25.437000 2026-02-04 19:45:22.429000 142825.437 14696.992 ==================================================================================================================================================================================================================================== 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 21050 NIKKEI caleb_strategy_v3 [1] 53655.0 None 54377.5 54380.0 54375.0 54375.0 54385.0 -722.5 -2.5 -5.0 -10.0 NaN -7.5 21051 ROBUSTA caleb_strategy_v3 [-1] 3716.0 None 3729.5 3728.0 3731.0 3731.0 3746.0 13.5 -1.5 18.0 15.0 NaN 16.5 21053 COCOA caleb_strategy_v3 [-1] 4320.0 None 4152.0 4150.0 4154.0 4154.0 4128.0 -168.0 -2.0 -22.0 -26.0 NaN -24.0 21054 CRUDE_W caleb_strategy_v3 [1] 60.69 None 60.52 60.53 60.51 60.51 60.36 0.17 -0.01 0.17 0.15 NaN 0.16 21056 GOLD_micro caleb_strategy_v3 [-1] 4683.4 None 5075.15 5075.0 5075.3 5075.3 5075.3 391.75 -0.15 0.3 -0.0 NaN 0.15 21052 GOLD_micro caleb_strategy_v3 [-1] 4683.4 None 5075.15 5075.0 5075.3 5075.3 5080.1 391.75 -0.15 5.1 4.8 NaN 4.95 21055 GOLD_micro caleb_strategy_v3 [-1] 4683.4 None 5075.15 5075.0 5075.3 5075.3 5077.5 391.75 -0.15 2.5 2.2 NaN 2.35 21058 NZD caleb_strategy_v3 [1] 0.60525 None 0.602225 0.60225 0.6022 0.6022 0.60295 0.003025 -0.000025 -0.0007 -0.00075 NaN -0.000725 21059 JPY caleb_strategy_v3 [1] 0.006442 None 0.006414 0.006414 0.006413 0.006413 0.006411 0.000028 -0.0 0.000003 0.000002 NaN 0.000003 21060 SP500_micro caleb_strategy_v3 [-1] 6909.75 None 6924.625 6924.5 6924.75 6924.75 6932.0 14.875 -0.125 7.5 7.25 NaN 7.375 21061 CHF caleb_strategy_v3 [1] 1.2953 None 1.29445 1.2945 1.2944 1.2944 1.29465 0.00085 -0.00005 -0.00015 -0.00025 NaN -0.0002 21062 US5 caleb_strategy_v3 [-1] 108.742188 None 108.738281 108.734375 108.742188 108.742188 108.742188 -0.003906 -0.003906 0.007813 0.0 NaN 0.003907 21065 NASDAQ_micro caleb_strategy_v3 [-1] 25316.5 None 25202.75 25202.5 25203.0 25203.0 25236.5 -113.75 -0.25 34.0 33.5 NaN 33.75 21067 NASDAQ_micro caleb_strategy_v3 [-1] 25316.5 None 25202.75 25202.5 25203.0 25203.0 25231.5 -113.75 -0.25 29.0 28.5 NaN 28.75 21063 NASDAQ_micro caleb_strategy_v3 [-1] 25316.5 None 25202.75 25202.5 25203.0 25203.0 25204.0 -113.75 -0.25 1.5 1.0 NaN 1.25 21057 DOW caleb_strategy_v3 [-1] 49144.0 None 49686.0 49685.0 49687.0 49687.0 49485.0 542.0 -1.0 -200.0 -202.0 NaN -201.0 21064 DOW caleb_strategy_v3 [-1] 49144.0 None 24742.5 49485.0 0.0 0.0 NaN -24401.5 24742.5 NaN NaN NaN NaN 21066 DOW caleb_strategy_v3 [-1] 49144.0 None 49611.0 49610.0 49612.0 49612.0 49696.0 467.0 -1.0 86.0 84.0 NaN 85.0 21068 DOW caleb_strategy_v3 [-1] 49144.0 None 49611.0 49610.0 49612.0 49612.0 49719.0 467.0 -1.0 109.0 107.0 NaN 108.0 21069 DOW caleb_strategy_v3 [-1] 49144.0 None 49611.0 49610.0 49612.0 49612.0 49713.0 467.0 -1.0 103.0 101.0 NaN 102.0 21072 LEANHOG caleb_strategy_v3 [1] 98.3 None 99.325 99.35 99.3 99.3 99.55 -1.025 -0.025 -0.2 -0.25 NaN -0.225 21073 LEANHOG caleb_strategy_v3 [1] 98.3 None 99.5125 99.525 99.5 99.5 99.65 -1.2125 -0.0125 -0.125 -0.15 NaN -0.1375 21070 LEANHOG caleb_strategy_v3 [1] 98.3 None 98.9625 98.975 98.95 98.95 NaN -0.6625 -0.0125 NaN NaN NaN NaN 21071 LEANHOG caleb_strategy_v3 [1] 98.3 None 49.6 99.2 0.0 0.0 NaN 48.7 -49.6 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 21050 NIKKEI caleb_strategy_v3 [1] 11074.283679 -652.412401 -2.257482 -4.514965 -9.029929 NaN -6.772447 21051 ROBUSTA caleb_strategy_v3 [-1] 1502.008589 89.879646 -9.986627 119.839528 99.866273 NaN 109.8529 21053 COCOA caleb_strategy_v3 [-1] 3466.260861 -484.67212 -5.769906 -63.468968 -75.00878 NaN -69.238874 21054 CRUDE_W caleb_strategy_v3 [1] 15.395273 110.423504 -6.4955 110.423504 97.432503 NaN 103.928004 21056 GOLD_micro caleb_strategy_v3 [-1] 2059.12942 1902.503049 -0.728463 1.456926 -0.0 NaN 0.728463 21052 GOLD_micro caleb_strategy_v3 [-1] 2059.12942 1902.503049 -0.728463 24.767749 23.310822 NaN 24.039285 21055 GOLD_micro caleb_strategy_v3 [-1] 2059.12942 1902.503049 -0.728463 12.141053 10.684127 NaN 11.41259 21058 NZD caleb_strategy_v3 [1] 0.056032 539.874485 -4.461773 -124.929633 -133.853178 NaN -129.391405 21059 JPY caleb_strategy_v3 [1] 0.000686 415.428422 -7.288218 43.729308 29.152872 NaN 36.44109 21060 SP500_micro caleb_strategy_v3 [-1] 718.587366 207.003361 -1.739524 104.371443 100.892394 NaN 102.631918 21061 CHF caleb_strategy_v3 [1] 0.135683 62.646206 -3.685071 -11.055213 -18.425355 NaN -14.740284 21062 US5 caleb_strategy_v3 [-1] 2.484872 -15.720127 -15.720127 31.442267 0.002012 NaN 15.722139 21065 NASDAQ_micro caleb_strategy_v3 [-1] 3911.926045 -290.777481 -0.639071 86.913709 85.635566 NaN 86.274637 21067 NASDAQ_micro caleb_strategy_v3 [-1] 3911.926045 -290.777481 -0.639071 74.132281 72.854138 NaN 73.493209 21063 NASDAQ_micro caleb_strategy_v3 [-1] 3911.926045 -290.777481 -0.639071 3.834428 2.556286 NaN 3.195357 21057 DOW caleb_strategy_v3 [-1] 5470.76691 990.72033 -1.827897 -365.579458 -369.235252 NaN -367.407355 21064 DOW caleb_strategy_v3 [-1] 5470.76691 -44603.435678 45226.748653 NaN NaN NaN NaN 21066 DOW caleb_strategy_v3 [-1] 5470.76691 853.628034 -1.827897 157.199167 153.543372 NaN 155.371269 21068 DOW caleb_strategy_v3 [-1] 5470.76691 853.628034 -1.827897 199.240804 195.58501 NaN 197.412907 21069 DOW caleb_strategy_v3 [-1] 5470.76691 853.628034 -1.827897 188.273421 184.617626 NaN 186.445523 21072 LEANHOG caleb_strategy_v3 [1] 16.676378 -614.641855 -14.991265 -119.930118 -149.912648 NaN -134.921383 21073 LEANHOG caleb_strategy_v3 [1] 16.676378 -727.076341 -7.495632 -74.956324 -89.947589 NaN -82.451956 21070 LEANHOG caleb_strategy_v3 [1] 16.676378 -397.268516 -7.495632 NaN NaN NaN NaN 21071 LEANHOG caleb_strategy_v3 [1] 16.676378 29202.983754 -29742.669285 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 21050 NIKKEI caleb_strategy_v3 [1] 0.639664 -462.15746 -1.599161 -3.198322 -6.396643 NaN -4.797482 21051 ROBUSTA caleb_strategy_v3 [-1] 10.0 135.0 -15.0 180.0 150.0 NaN 165.0 21053 COCOA caleb_strategy_v3 [-1] 10.0 -1680.0 -20.0 -220.0 -260.0 NaN -240.0 21054 CRUDE_W caleb_strategy_v3 [1] 1000.0 170.0 -10.0 170.0 150.0 NaN 160.0 21056 GOLD_micro caleb_strategy_v3 [-1] 10.0 3917.5 -1.5 3.0 -0.0 NaN 1.5 21052 GOLD_micro caleb_strategy_v3 [-1] 10.0 3917.5 -1.5 51.0 48.0 NaN 49.5 21055 GOLD_micro caleb_strategy_v3 [-1] 10.0 3917.5 -1.5 25.0 22.0 NaN 23.5 21058 NZD caleb_strategy_v3 [1] 100000.0 302.5 -2.5 -70.0 -75.0 NaN -72.5 21059 JPY caleb_strategy_v3 [1] 12500000.0 356.25 -6.25 37.5 25.0 NaN 31.25 21060 SP500_micro caleb_strategy_v3 [-1] 5.0 74.375 -0.625 37.5 36.25 NaN 36.875 21061 CHF caleb_strategy_v3 [1] 125000.0 106.25 -6.25 -18.75 -31.25 NaN -25.0 21062 US5 caleb_strategy_v3 [-1] 1000.0 -3.90625 -3.90625 7.813 0.0005 NaN 3.90675 21065 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -227.5 -0.5 68.0 67.0 NaN 67.5 21067 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -227.5 -0.5 58.0 57.0 NaN 57.5 21063 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -227.5 -0.5 3.0 2.0 NaN 2.5 21057 DOW caleb_strategy_v3 [-1] 0.5 271.0 -0.5 -100.0 -101.0 NaN -100.5 21064 DOW caleb_strategy_v3 [-1] 0.5 -12200.75 12371.25 NaN NaN NaN NaN 21066 DOW caleb_strategy_v3 [-1] 0.5 233.5 -0.5 43.0 42.0 NaN 42.5 21068 DOW caleb_strategy_v3 [-1] 0.5 233.5 -0.5 54.5 53.5 NaN 54.0 21069 DOW caleb_strategy_v3 [-1] 0.5 233.5 -0.5 51.5 50.5 NaN 51.0 21072 LEANHOG caleb_strategy_v3 [1] 400.0 -410.0 -10.0 -80.0 -100.0 NaN -90.0 21073 LEANHOG caleb_strategy_v3 [1] 400.0 -485.0 -5.0 -50.0 -60.0 NaN -55.0 21070 LEANHOG caleb_strategy_v3 [1] 400.0 -265.0 -5.0 NaN NaN NaN NaN 21071 LEANHOG caleb_strategy_v3 [1] 400.0 19480.0 -19840.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF 106.25 COCOA -1680.0 CRUDE_W 170.0 DOW -11229.25 GOLD_micro 11752.5 JPY 356.25 LEANHOG 18320.0 NASDAQ_micro -682.5 NIKKEI -462.15746 NZD 302.5 ROBUSTA 135.0 SP500_micro 74.375 US5 -3.90625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 17159.06129 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 COCOA -20.0 CRUDE_W -10.0 DOW 12369.25 GOLD_micro -4.5 JPY -6.25 LEANHOG -19860.0 NASDAQ_micro -1.5 NIKKEI -1.599161 NZD -2.5 ROBUSTA -15.0 SP500_micro -0.625 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -7562.880411 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF -18.75 COCOA -220.0 CRUDE_W 170.0 DOW 49.0 GOLD_micro 79.0 JPY 37.5 LEANHOG -130.0 NASDAQ_micro 129.0 NIKKEI -3.198322 NZD -70.0 ROBUSTA 180.0 SP500_micro 37.5 US5 7.813 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 247.864678 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF -31.25 COCOA -260.0 CRUDE_W 150.0 DOW 45.0 GOLD_micro 70.0 JPY 25.0 LEANHOG -160.0 NASDAQ_micro 126.0 NIKKEI -6.396643 NZD -75.0 ROBUSTA 150.0 SP500_micro 36.25 US5 0.0005 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 69.603857 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 COCOA 0 CRUDE_W 0 DOW 0 GOLD_micro 0 JPY 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 NZD 0 ROBUSTA 0 SP500_micro 0 US5 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 -240.0 CRUDE_W 160.0 DOW 47.0 GOLD_micro 74.5 JPY 31.25 LEANHOG -145.0 NASDAQ_micro 127.5 NIKKEI -4.797482 NZD -72.5 ROBUSTA 165.0 SP500_micro 36.875 US5 3.90675 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 158.734268 ******************************************************************************** END OF REPORT ********************************************************************************