******************************************************************************** Trades report produced on 10/02/2026 21:36 from 09/02/2026 21:36 to 10/02/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21123 BUND caleb_strategy_v3 [20260300] 2026-02-10 19:45:04.767 [0] NaN 21124 BUND caleb_strategy_v3 [20260300] 2026-02-10 19:45:04.823 [0] NaN 21125 BUND caleb_strategy_v3 [20260300] 2026-02-10 08:25:17.000 [1] 128.44 21127 CANOLA caleb_strategy_v3 [20260500] 2026-02-10 14:06:49.000 [-1] 673.20 21129 DOW caleb_strategy_v3 [20260300] 2026-02-10 19:45:04.895 [0] NaN 21131 DOW caleb_strategy_v3 [20260300] 2026-02-10 15:17:17.000 [1] 50453.00 21130 DOW caleb_strategy_v3 [20260300] 2026-02-10 15:16:16.000 [1] 50457.00 21128 DOW caleb_strategy_v3 [20260300] 2026-02-10 15:05:51.000 [1] 50562.00 21122 EUROSTX caleb_strategy_v3 [20260300] 2026-02-10 08:00:30.000 [1] 6069.00 21120 NIKKEI caleb_strategy_v3 [20260300] 2026-02-10 03:01:15.000 [-1] 57935.00 21121 NIKKEI caleb_strategy_v3 [20260300] 2026-02-10 03:02:15.000 [-1] 57935.00 21132 SOYOIL caleb_strategy_v3 [20260500] 2026-02-10 15:30:21.000 [1] 57.20 21133 SOYOIL caleb_strategy_v3 [20260500] 2026-02-10 15:31:20.000 [1] 57.22 21134 SOYOIL caleb_strategy_v3 [20260500] 2026-02-10 19:45:04.955 [0] NaN 21135 SOYOIL caleb_strategy_v3 [20260500] 2026-02-10 19:45:05.011 [0] NaN 21136 SOYOIL caleb_strategy_v3 [20260500] 2026-02-10 19:45:05.065 [0] NaN 21137 SOYOIL caleb_strategy_v3 [20260500] 2026-02-10 16:02:30.000 [1] 57.28 21138 SOYOIL caleb_strategy_v3 [20260500] 2026-02-10 16:03:31.000 [1] 57.27 21126 SUGAR11 caleb_strategy_v3 [20260500] 2026-02-10 14:00:15.000 [-1] 13.88 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21120 NIKKEI caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 03:01:15.461000 2026-02-10 03:01:15 97275.461 NaN 21121 NIKKEI caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 03:02:15.443000 2026-02-10 03:02:15 97335.443 NaN 21122 EUROSTX caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 08:00:30.697000 2026-02-10 08:00:30 115230.697 NaN 21126 SUGAR11 caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 14:00:15.133000 2026-02-10 14:00:15 136815.133 NaN 21127 CANOLA caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 14:00:16.426000 2026-02-10 14:06:49 136816.426 392.574 21123 BUND caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 08:00:31.654000 2026-02-10 19:45:04.767000 115231.654 42273.113 21124 BUND caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 08:10:34.814000 2026-02-10 19:45:04.823000 115834.814 41670.009 21125 BUND caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 08:20:38.157000 2026-02-10 08:25:17 116438.157 278.843 21128 DOW caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 15:00:19.785000 2026-02-10 15:05:51 140419.785 331.215 21129 DOW caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 15:05:54.780000 2026-02-10 19:45:04.895000 140754.78 16750.115 21130 DOW caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 15:16:16.812000 2026-02-10 15:16:16 141376.812 NaN 21131 DOW caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 15:17:17.168000 2026-02-10 15:17:17 141437.168 NaN 21132 SOYOIL caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 15:30:21.621000 2026-02-10 15:30:21 142221.621 NaN 21133 SOYOIL caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 15:31:20.568000 2026-02-10 15:31:20 142280.568 NaN 21134 SOYOIL caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 15:32:20.619000 2026-02-10 19:45:04.955000 142340.619 15164.336 21135 SOYOIL caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 15:42:23.905000 2026-02-10 19:45:05.011000 142943.905 14561.106 21136 SOYOIL caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 15:52:27.480000 2026-02-10 19:45:05.065000 143547.48 13957.585 21137 SOYOIL caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 16:02:30.932000 2026-02-10 16:02:30 144150.932 NaN 21138 SOYOIL caleb_strategy_v3 2026-02-09 00:00:00 2026-02-10 16:03:31.037000 2026-02-10 16:03:31 144211.037 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 21120 NIKKEI caleb_strategy_v3 [-1] 57220.0 None 57872.5 57870.0 57875.0 57875.0 57935.0 652.5 -2.5 65.0 60.0 NaN 62.5 21121 NIKKEI caleb_strategy_v3 [-1] 57220.0 None 57872.5 57870.0 57875.0 57875.0 57935.0 652.5 -2.5 65.0 60.0 NaN 62.5 21122 EUROSTX caleb_strategy_v3 [1] 6075.0 None 6073.5 6074.0 6073.0 6073.0 6069.0 1.5 -0.5 5.0 4.0 NaN 4.5 21126 SUGAR11 caleb_strategy_v3 [-1] 13.92 None 13.865 13.86 13.87 13.87 13.88 -0.055 -0.005 0.02 0.01 NaN 0.015 21127 CANOLA caleb_strategy_v3 [-1] 674.9 None 674.1 674.0 674.2 674.2 673.2 -0.8 -0.1 -0.8 -1.0 NaN -0.9 21123 BUND caleb_strategy_v3 [1] 128.32 None 128.335 128.34 128.33 128.33 NaN -0.015 -0.005 NaN NaN NaN NaN 21124 BUND caleb_strategy_v3 [1] 128.32 None 64.18 128.36 0.0 0.0 NaN 64.14 -64.18 NaN NaN NaN NaN 21125 BUND caleb_strategy_v3 [1] 128.32 None 128.385 128.39 128.38 128.38 128.44 -0.065 -0.005 -0.05 -0.06 NaN -0.055 21128 DOW caleb_strategy_v3 [1] 50257.0 None 50520.5 50521.0 50520.0 50520.0 50562.0 -263.5 -0.5 -41.0 -42.0 NaN -41.5 21129 DOW caleb_strategy_v3 [1] 50257.0 None 25281.0 50562.0 0.0 0.0 NaN 24976.0 -25281.0 NaN NaN NaN NaN 21130 DOW caleb_strategy_v3 [1] 50257.0 None 50564.0 50565.0 50563.0 50563.0 50457.0 -307.0 -1.0 108.0 106.0 NaN 107.0 21131 DOW caleb_strategy_v3 [1] 50257.0 None 50564.0 50565.0 50563.0 50563.0 50453.0 -307.0 -1.0 112.0 110.0 NaN 111.0 21132 SOYOIL caleb_strategy_v3 [1] 57.2 None 57.205 57.21 57.2 57.2 57.2 -0.005 -0.005 0.01 0.0 NaN 0.005 21133 SOYOIL caleb_strategy_v3 [1] 57.2 None 57.205 57.21 57.2 57.2 57.22 -0.005 -0.005 -0.01 -0.02 NaN -0.015 21134 SOYOIL caleb_strategy_v3 [1] 57.2 None 28.62 57.24 0.0 0.0 NaN 28.58 -28.62 NaN NaN NaN NaN 21135 SOYOIL caleb_strategy_v3 [1] 57.2 None 57.215 57.22 57.21 57.21 NaN -0.015 -0.005 NaN NaN NaN NaN 21136 SOYOIL caleb_strategy_v3 [1] 57.2 None 28.62 57.24 0.0 0.0 NaN 28.58 -28.62 NaN NaN NaN NaN 21137 SOYOIL caleb_strategy_v3 [1] 57.2 None 57.285 57.29 57.28 57.28 57.28 -0.085 -0.005 0.01 0.0 NaN 0.005 21138 SOYOIL caleb_strategy_v3 [1] 57.2 None 57.285 57.29 57.28 57.28 57.27 -0.085 -0.005 0.02 0.01 NaN 0.015 ===================================================================================================================================================================== 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 21120 NIKKEI caleb_strategy_v3 [-1] 16188.848568 403.055225 -1.544273 40.151095 37.062549 NaN 38.606822 21121 NIKKEI caleb_strategy_v3 [-1] 16188.848568 403.055225 -1.544273 40.151095 37.062549 NaN 38.606822 21122 EUROSTX caleb_strategy_v3 [1] 773.682194 19.387806 -6.462602 64.626019 51.700815 NaN 58.163417 21126 SUGAR11 caleb_strategy_v3 [-1] 3.526006 -155.983868 -14.180352 56.721407 28.360703 NaN 42.541055 21127 CANOLA caleb_strategy_v3 [-1] 101.916829 -78.495378 -9.811922 -78.495378 -98.119222 NaN -88.3073 21123 BUND caleb_strategy_v3 [1] 4.564428 -32.862822 -10.954274 NaN NaN NaN NaN 21124 BUND caleb_strategy_v3 [1] 4.564428 140521.428524 -140609.062717 NaN NaN NaN NaN 21125 BUND caleb_strategy_v3 [1] 4.564428 -142.405564 -10.954274 -109.542741 -131.45129 NaN -120.497015 21128 DOW caleb_strategy_v3 [1] 6485.944355 -406.263122 -0.770898 -63.213617 -64.755412 NaN -63.984514 21129 DOW caleb_strategy_v3 [1] 6485.944355 38507.885105 -38978.132741 NaN NaN NaN NaN 21130 DOW caleb_strategy_v3 [1] 6485.944355 -473.331227 -1.541796 166.513917 163.430326 NaN 164.972121 21131 DOW caleb_strategy_v3 [1] 6485.944355 -473.331227 -1.541796 172.681099 169.597508 NaN 171.139304 21132 SOYOIL caleb_strategy_v3 [1] 11.476293 -4.356807 -4.356807 8.713615 0.0 NaN 4.356807 21133 SOYOIL caleb_strategy_v3 [1] 11.476293 -4.356807 -4.356807 -8.713615 -17.42723 NaN -13.070422 21134 SOYOIL caleb_strategy_v3 [1] 11.476293 24903.511549 -24938.366008 NaN NaN NaN NaN 21135 SOYOIL caleb_strategy_v3 [1] 11.476293 -13.070422 -4.356807 NaN NaN NaN NaN 21136 SOYOIL caleb_strategy_v3 [1] 11.476293 24903.511549 -24938.366008 NaN NaN NaN NaN 21137 SOYOIL caleb_strategy_v3 [1] 11.476293 -74.065727 -4.356807 8.713615 0.0 NaN 4.356807 21138 SOYOIL caleb_strategy_v3 [1] 11.476293 -74.065727 -4.356807 17.42723 8.713615 NaN 13.070422 ========================================================================================================================================================================= 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 21120 NIKKEI caleb_strategy_v3 [-1] 0.643896 420.142365 -1.609741 41.853262 38.633781 NaN 40.243522 21121 NIKKEI caleb_strategy_v3 [-1] 0.643896 420.142365 -1.609741 41.853262 38.633781 NaN 40.243522 21122 EUROSTX caleb_strategy_v3 [1] 11.9053 17.85795 -5.95265 59.5265 47.6212 NaN 53.57385 21126 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -61.6 -5.6 22.4 11.2 NaN 16.8 21127 CANOLA caleb_strategy_v3 [-1] 14.752744 -11.802195 -1.475274 -11.802195 -14.752744 NaN -13.27747 21123 BUND caleb_strategy_v3 [1] 1190.53 -17.85795 -5.95265 NaN NaN NaN NaN 21124 BUND caleb_strategy_v3 [1] 1190.53 76360.5942 -76408.2154 NaN NaN NaN NaN 21125 BUND caleb_strategy_v3 [1] 1190.53 -77.38445 -5.95265 -59.5265 -71.4318 NaN -65.47915 21128 DOW caleb_strategy_v3 [1] 0.5 -131.75 -0.25 -20.5 -21.0 NaN -20.75 21129 DOW caleb_strategy_v3 [1] 0.5 12488.0 -12640.5 NaN NaN NaN NaN 21130 DOW caleb_strategy_v3 [1] 0.5 -153.5 -0.5 54.0 53.0 NaN 53.5 21131 DOW caleb_strategy_v3 [1] 0.5 -153.5 -0.5 56.0 55.0 NaN 55.5 21132 SOYOIL caleb_strategy_v3 [1] 600.0 -3.0 -3.0 6.0 0.0 NaN 3.0 21133 SOYOIL caleb_strategy_v3 [1] 600.0 -3.0 -3.0 -6.0 -12.0 NaN -9.0 21134 SOYOIL caleb_strategy_v3 [1] 600.0 17148.0 -17172.0 NaN NaN NaN NaN 21135 SOYOIL caleb_strategy_v3 [1] 600.0 -9.0 -3.0 NaN NaN NaN NaN 21136 SOYOIL caleb_strategy_v3 [1] 600.0 17148.0 -17172.0 NaN NaN NaN NaN 21137 SOYOIL caleb_strategy_v3 [1] 600.0 -51.0 -3.0 6.0 0.0 NaN 3.0 21138 SOYOIL caleb_strategy_v3 [1] 600.0 -51.0 -3.0 12.0 6.0 NaN 9.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND 76265.3518 CANOLA -11.802195 DOW 12049.25 EUROSTX 17.85795 NIKKEI 840.284731 SOYOIL 34179.0 SUGAR11 -61.6 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 123278.342286 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -76420.1207 CANOLA -1.475274 DOW -12641.75 EUROSTX -5.95265 NIKKEI -3.219482 SOYOIL -34359.0 SUGAR11 -5.6 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -123437.118106 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND -59.5265 CANOLA -11.802195 DOW 89.5 EUROSTX 59.5265 NIKKEI 83.706525 SOYOIL 18.0 SUGAR11 22.4 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 201.80433 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND -71.4318 CANOLA -14.752744 DOW 87.0 EUROSTX 47.6212 NIKKEI 77.267561 SOYOIL -6.0 SUGAR11 11.2 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 130.904217 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 CANOLA 0 DOW 0 EUROSTX 0 NIKKEI 0 SOYOIL 0 SUGAR11 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 BUND -65.47915 CANOLA -13.27747 DOW 88.25 EUROSTX 53.57385 NIKKEI 80.487043 SOYOIL 6.0 SUGAR11 16.8 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 166.354274 ******************************************************************************** END OF REPORT ********************************************************************************