******************************************************************************** Trades report produced on 05/03/2026 21:35 from 04/03/2026 21:35 to 05/03/2026 21:35 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21378 CORN caleb_strategy_v3 [20261200] 2026-03-05 15:30:04.000 [1] 474.75000 21372 DOW caleb_strategy_v3 [20260300] 2026-03-05 15:00:52.000 [-1] 48533.00000 21368 EUROSTX caleb_strategy_v3 [20260300] 2026-03-05 08:01:30.000 [-1] 5850.00000 21367 EUROSTX caleb_strategy_v3 [20260300] 2026-03-05 08:00:31.000 [-1] 5851.00000 21369 GOLD_micro caleb_strategy_v3 [20260400] 2026-03-05 14:04:33.000 [-1] 5134.00000 21371 MXP caleb_strategy_v3 [20260300] 2026-03-05 15:00:51.000 [-1] 0.05680 21383 MXP caleb_strategy_v3 [20260300] 2026-03-05 16:01:16.000 [-1] 0.05647 21382 MXP caleb_strategy_v3 [20260300] 2026-03-05 16:00:16.000 [-1] 0.05647 21381 MXP caleb_strategy_v3 [20260300] 2026-03-05 19:45:20.684 [0] NaN 21380 MXP caleb_strategy_v3 [20260300] 2026-03-05 19:45:20.648 [0] NaN 21377 MXP caleb_strategy_v3 [20260300] 2026-03-05 19:45:20.582 [0] NaN 21374 MXP caleb_strategy_v3 [20260300] 2026-03-05 15:07:51.000 [-1] 0.05676 21376 MXP caleb_strategy_v3 [20260300] 2026-03-05 19:45:20.550 [0] NaN 21379 MXP caleb_strategy_v3 [20260300] 2026-03-05 19:45:20.615 [0] NaN 21375 MXP caleb_strategy_v3 [20260300] 2026-03-05 15:09:57.000 [-1] 0.05675 21373 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-03-05 15:07:48.000 [1] 25154.25000 21370 VIX caleb_strategy_v3 [20260400] 2026-03-05 15:00:50.000 [1] 21.65000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21368 EUROSTX caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 08:01:30.864000 2026-03-05 08:01:30 115290.864 NaN 21367 EUROSTX caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 08:00:31.253000 2026-03-05 08:00:31 115231.253 NaN 21369 GOLD_micro caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 14:00:42.238000 2026-03-05 14:04:33 136842.238 230.762 21370 VIX caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:00:50.802000 2026-03-05 15:00:50 140450.802 NaN 21372 DOW caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:00:52.653000 2026-03-05 15:00:52 140452.653 NaN 21373 NASDAQ_micro caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:00:53.553000 2026-03-05 15:07:48 140453.553 414.447 21378 CORN caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:30:04.213000 2026-03-05 15:30:04 142204.213 NaN 21376 MXP caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:09:59.927000 2026-03-05 19:45:20.550000 140999.927 16520.623 21377 MXP caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:20:02.649000 2026-03-05 19:45:20.582000 141602.649 15917.933 21379 MXP caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:30:07.645000 2026-03-05 19:45:20.615000 142207.645 15312.97 21380 MXP caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:40:10.498000 2026-03-05 19:45:20.648000 142810.498 14710.15 21381 MXP caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:50:13.477000 2026-03-05 19:45:20.684000 143413.477 14107.207 21382 MXP caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 16:00:16.546000 2026-03-05 16:00:16 144016.546 NaN 21383 MXP caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 16:01:16.784000 2026-03-05 16:01:16 144076.784 NaN 21371 MXP caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:00:51.749000 2026-03-05 15:00:51 140451.749 NaN 21374 MXP caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:07:51.137000 2026-03-05 15:07:51 140871.137 NaN 21375 MXP caleb_strategy_v3 2026-03-04 00:00:00 2026-03-05 15:08:51.261000 2026-03-05 15:09:57 140931.261 65.739 ================================================================================================================================================================================================================================== 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 21368 EUROSTX caleb_strategy_v3 [-1] 5908.0 None 5842.5 5842.0 5843.0 5843.0 5850.0 -65.5 -0.5 8.0 7.0 NaN 7.5 21367 EUROSTX caleb_strategy_v3 [-1] 5908.0 None 5842.5 5842.0 5843.0 5843.0 5851.0 -65.5 -0.5 9.0 8.0 NaN 8.5 21369 GOLD_micro caleb_strategy_v3 [-1] 5148.4 None 5130.05 5129.9 5130.2 5130.2 5134.0 -18.35 -0.15 4.1 3.8 NaN 3.95 21370 VIX caleb_strategy_v3 [1] 21.25 None 21.825 21.85 21.8 21.8 21.65 -0.575 -0.025 0.2 0.15 NaN 0.175 21372 DOW caleb_strategy_v3 [-1] 48867.0 None 48350.0 48349.0 48351.0 48351.0 48533.0 -517.0 -1.0 184.0 182.0 NaN 183.0 21373 NASDAQ_micro caleb_strategy_v3 [1] 25192.0 None 25115.625 25115.75 25115.5 25115.5 25154.25 76.375 -0.125 -38.5 -38.75 NaN -38.625 21378 CORN caleb_strategy_v3 [1] 469.75 None 474.875 475.0 474.75 474.75 474.75 -5.125 -0.125 0.25 0.0 NaN 0.125 21376 MXP caleb_strategy_v3 [-1] 0.05689 None 0.02837 0.05674 0.0 0.0 NaN -0.02852 0.02837 NaN NaN NaN NaN 21377 MXP caleb_strategy_v3 [-1] 0.05689 None 0.056755 0.05675 0.05676 0.05676 NaN -0.000135 -0.000005 NaN NaN NaN NaN 21379 MXP caleb_strategy_v3 [-1] 0.05689 None 0.028325 0.05665 0.0 0.0 NaN -0.028565 0.028325 NaN NaN NaN NaN 21380 MXP caleb_strategy_v3 [-1] 0.05689 None 0.056615 0.05661 0.05662 0.05662 NaN -0.000275 -0.000005 NaN NaN NaN NaN 21381 MXP caleb_strategy_v3 [-1] 0.05689 None 0.02826 0.05652 0.0 0.0 NaN -0.02863 0.02826 NaN NaN NaN NaN 21382 MXP caleb_strategy_v3 [-1] 0.05689 None 0.056425 0.05642 0.05643 0.05643 0.05647 -0.000465 -0.000005 0.00005 0.00004 NaN 0.000045 21383 MXP caleb_strategy_v3 [-1] 0.05689 None 0.056425 0.05642 0.05643 0.05643 0.05647 -0.000465 -0.000005 0.00005 0.00004 NaN 0.000045 21371 MXP caleb_strategy_v3 [-1] 0.05689 None 0.056625 0.05662 0.05663 0.05663 0.0568 -0.000265 -0.000005 0.00018 0.00017 NaN 0.000175 21374 MXP caleb_strategy_v3 [-1] 0.05689 None 0.056625 0.05662 0.05663 0.05663 0.05676 -0.000265 -0.000005 0.00014 0.00013 NaN 0.000135 21375 MXP caleb_strategy_v3 [-1] 0.05689 None 0.056745 0.05674 0.05675 0.05675 0.05675 -0.000145 -0.000005 0.00001 -0.0 NaN 0.000005 =================================================================================================================================================================== 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 21368 EUROSTX caleb_strategy_v3 [-1] 1158.355163 -565.45697 -4.316465 69.063447 60.430516 NaN 64.746981 21367 EUROSTX caleb_strategy_v3 [-1] 1158.355163 -565.45697 -4.316465 77.696377 69.063447 NaN 73.379912 21369 GOLD_micro caleb_strategy_v3 [-1] 1665.599631 -110.170534 -0.900577 24.61576 22.814606 NaN 23.715183 21370 VIX caleb_strategy_v3 [1] 12.606899 -456.099467 -19.830412 158.643293 118.98247 NaN 138.812881 21372 DOW caleb_strategy_v3 [-1] 6946.415634 -744.268738 -1.439591 264.884812 262.005629 NaN 263.445221 21373 NASDAQ_micro caleb_strategy_v3 [1] 4235.028633 180.341166 -0.295157 -90.908476 -91.498791 NaN -91.203634 21378 CORN caleb_strategy_v3 [1] 50.68166 -1011.213915 -24.663754 49.327508 0.0 NaN 24.663754 21376 MXP caleb_strategy_v3 [-1] 0.006699 -42574.070423 42350.153503 NaN NaN NaN NaN 21377 MXP caleb_strategy_v3 [-1] 0.006699 -201.525228 -7.463897 NaN NaN NaN NaN 21379 MXP caleb_strategy_v3 [-1] 0.006699 -42641.245499 42282.978427 NaN NaN NaN NaN 21380 MXP caleb_strategy_v3 [-1] 0.006699 -410.514354 -7.463897 NaN NaN NaN NaN 21381 MXP caleb_strategy_v3 [-1] 0.006699 -42738.276164 42185.947761 NaN NaN NaN NaN 21382 MXP caleb_strategy_v3 [-1] 0.006699 -694.142453 -7.463897 74.638973 59.711179 NaN 67.175076 21383 MXP caleb_strategy_v3 [-1] 0.006699 -694.142453 -7.463897 74.638973 59.711179 NaN 67.175076 21371 MXP caleb_strategy_v3 [-1] 0.006699 -395.586559 -7.463897 268.700304 253.77251 NaN 261.236407 21374 MXP caleb_strategy_v3 [-1] 0.006699 -395.586559 -7.463897 208.989125 194.061331 NaN 201.525228 21375 MXP caleb_strategy_v3 [-1] 0.006699 -216.453023 -7.463897 14.927795 -0.0 NaN 7.463897 ========================================================================================================================================================================= 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 21368 EUROSTX caleb_strategy_v3 [-1] 11.60585 -760.183175 -5.802925 92.8468 81.24095 NaN 87.043875 21367 EUROSTX caleb_strategy_v3 [-1] 11.60585 -760.183175 -5.802925 104.45265 92.8468 NaN 98.649725 21369 GOLD_micro caleb_strategy_v3 [-1] 10.0 -183.5 -1.5 41.0 38.0 NaN 39.5 21370 VIX caleb_strategy_v3 [1] 1000.0 -575.0 -25.0 200.0 150.0 NaN 175.0 21372 DOW caleb_strategy_v3 [-1] 0.5 -258.5 -0.5 92.0 91.0 NaN 91.5 21373 NASDAQ_micro caleb_strategy_v3 [1] 2.0 152.75 -0.25 -77.0 -77.5 NaN -77.25 21378 CORN caleb_strategy_v3 [1] 50.0 -256.25 -6.25 12.5 0.0 NaN 6.25 21376 MXP caleb_strategy_v3 [-1] 500000.0 -14260.0 14185.0 NaN NaN NaN NaN 21377 MXP caleb_strategy_v3 [-1] 500000.0 -67.5 -2.5 NaN NaN NaN NaN 21379 MXP caleb_strategy_v3 [-1] 500000.0 -14282.5 14162.5 NaN NaN NaN NaN 21380 MXP caleb_strategy_v3 [-1] 500000.0 -137.5 -2.5 NaN NaN NaN NaN 21381 MXP caleb_strategy_v3 [-1] 500000.0 -14315.0 14130.0 NaN NaN NaN NaN 21382 MXP caleb_strategy_v3 [-1] 500000.0 -232.5 -2.5 25.0 20.0 NaN 22.5 21383 MXP caleb_strategy_v3 [-1] 500000.0 -232.5 -2.5 25.0 20.0 NaN 22.5 21371 MXP caleb_strategy_v3 [-1] 500000.0 -132.5 -2.5 90.0 85.0 NaN 87.5 21374 MXP caleb_strategy_v3 [-1] 500000.0 -132.5 -2.5 70.0 65.0 NaN 67.5 21375 MXP caleb_strategy_v3 [-1] 500000.0 -72.5 -2.5 5.0 -0.0 NaN 2.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CORN -256.25 DOW -258.5 EUROSTX -1520.36635 GOLD_micro -183.5 MXP -43865.0 NASDAQ_micro 152.75 VIX -575.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -46505.86635 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CORN -6.25 DOW -0.5 EUROSTX -11.60585 GOLD_micro -1.5 MXP 42460.0 NASDAQ_micro -0.25 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 42414.89415 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CORN 12.5 DOW 92.0 EUROSTX 197.29945 GOLD_micro 41.0 MXP 215.0 NASDAQ_micro -77.0 VIX 200.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 680.79945 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CORN 0.0 DOW 91.0 EUROSTX 174.08775 GOLD_micro 38.0 MXP 190.0 NASDAQ_micro -77.5 VIX 150.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 565.58775 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CORN 0 DOW 0 EUROSTX 0 GOLD_micro 0 MXP 0 NASDAQ_micro 0 VIX 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 CORN 6.25 DOW 91.5 EUROSTX 185.6936 GOLD_micro 39.5 MXP 202.5 NASDAQ_micro -77.25 VIX 175.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 623.1936 ******************************************************************************** END OF REPORT ********************************************************************************