******************************************************************************** Trades report produced on 10/03/2026 21:35 from 09/03/2026 21:35 to 10/03/2026 21:35 ******************************************************************************** ============================================================================================================= Broker orders ============================================================================================================= instrument_code strategy_name contract_date fill_datetime fill filled_price 21593 GASOIL _ROLL_PSEUDO_STRATEGY [20260500, 20260600] 2026-03-10 09:00:43 [-1, 1] 70.750000 21595 GOLD_micro _ROLL_PSEUDO_STRATEGY [20260400, 20260600] 2026-03-10 14:11:19 [1, -1] -39.400000 21600 JPY caleb_strategy_v3 [20260600] 2026-03-10 15:00:32 [-1] 0.006394 21615 LEANHOG caleb_strategy_v3 [20260600] 2026-03-10 15:44:05 [1] 110.825000 21605 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-03-10 15:06:37 [1] 25138.750000 21592 NIKKEI caleb_strategy_v3 [20260600] 2026-03-10 03:08:11 [-1] 53990.000000 21603 US10U caleb_strategy_v3 [20260600] 2026-03-10 15:06:12 [-1] 115.328125 ================================================================================================================================================================== Delays ================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21592 NIKKEI caleb_strategy_v3 2026-03-09 00:00:00 2026-03-10 03:01:23.649000 2026-03-10 03:08:11 97283.649 407.351 21593 GASOIL _ROLL_PSEUDO_STRATEGY 2026-03-09 09:00:00 2026-03-10 09:00:40.129000 2026-03-10 09:00:43 86440.129 2.871 21595 GOLD_micro _ROLL_PSEUDO_STRATEGY 2026-03-09 19:00:00 2026-03-10 14:10:55.633000 2026-03-10 14:11:19 69055.633 23.367 21600 JPY caleb_strategy_v3 2026-03-09 00:00:00 2026-03-10 15:00:32.530000 2026-03-10 15:00:32 140432.53 NaN 21603 US10U caleb_strategy_v3 2026-03-09 00:00:00 2026-03-10 15:06:12.802000 2026-03-10 15:06:12 140772.802 NaN 21605 NASDAQ_micro caleb_strategy_v3 2026-03-09 00:00:00 2026-03-10 15:06:25.333000 2026-03-10 15:06:37 140785.333 11.667 21615 LEANHOG caleb_strategy_v3 2026-03-09 00:00:00 2026-03-10 15:43:44.641000 2026-03-10 15:44:05 143024.641 20.359 ========================================================================================================================================================================================================================================== 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 21592 NIKKEI caleb_strategy_v3 [-1] 54320.0 None 54117.5 54115.0 54120.0 54120.0 53990.0 -202.5 -2.5 -125.0 -130.0 NaN -127.5 21593 GASOIL _ROLL_PSEUDO_STRATEGY [-1, 1] 93.75 None 69.625 68.75 70.5 70.5 70.75 -24.125 -0.875 2.0 0.25 NaN 1.125 21595 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] -37.8 None -39.6 -39.2 -40.0 -40.0 -39.4 1.8 -0.4 0.2 -0.6 NaN -0.2 21600 JPY caleb_strategy_v3 [-1] 0.006388 None 0.006393 0.006392 0.006393 0.006393 0.006394 0.000005 -0.0 0.000002 0.000001 NaN 0.000001 21603 US10U caleb_strategy_v3 [-1] 115.390625 None 115.289062 115.28125 115.296875 115.296875 115.328125 -0.101562 -0.007812 0.046875 0.03125 NaN 0.039062 21605 NASDAQ_micro caleb_strategy_v3 [1] 25018.0 None 25138.125 25138.25 25138.0 25138.0 25138.75 -120.125 -0.125 -0.5 -0.75 NaN -0.625 21615 LEANHOG caleb_strategy_v3 [1] 109.8 None 110.7625 110.775 110.75 110.75 110.825 -0.9625 -0.0125 -0.05 -0.075 NaN -0.0625 ====================================================================================================================================================================== 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 21592 NIKKEI caleb_strategy_v3 [-1] 16459.396308 -123.030029 -1.518889 -75.944462 -78.982241 NaN -77.463351 21593 GASOIL _ROLL_PSEUDO_STRATEGY [-1, 1] 781.99852 -308.50442 -11.189279 25.575496 3.196937 NaN 14.386216 21595 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 1558.49046 11.549638 -2.566586 1.283293 -3.849879 NaN -1.283293 21600 JPY caleb_strategy_v3 [-1] 0.000579 82.0308 -4.317411 25.904463 17.269642 NaN 21.587053 21603 US10U caleb_strategy_v3 [-1] 6.087175 -166.846702 -12.834362 77.00617 51.337447 NaN 64.171809 21605 NASDAQ_micro caleb_strategy_v3 [1] 4209.363702 -285.375673 -0.296957 -1.187828 -1.781742 NaN -1.484785 21615 LEANHOG caleb_strategy_v3 [1] 16.363511 -588.198947 -7.638947 -30.555789 -45.833684 NaN -38.194737 ================================================================================================================================================================================ 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 21592 NIKKEI caleb_strategy_v3 [-1] 0.634651 -128.516758 -1.586627 -79.331332 -82.504585 NaN -80.917959 21593 GASOIL _ROLL_PSEUDO_STRATEGY [-1, 1] 100.0 -2412.5 -87.5 200.0 25.0 NaN 112.5 21595 GOLD_micro _ROLL_PSEUDO_STRATEGY [1, -1] 10.0 18.0 -4.0 2.0 -6.0 NaN -2.0 21600 JPY caleb_strategy_v3 [-1] 12500000.0 59.375 -3.125 18.75 12.5 NaN 15.625 21603 US10U caleb_strategy_v3 [-1] 1000.0 -101.5625 -7.8125 46.875 31.25 NaN 39.0625 21605 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -240.25 -0.25 -1.0 -1.5 NaN -1.25 21615 LEANHOG caleb_strategy_v3 [1] 400.0 -385.0 -5.0 -20.0 -30.0 NaN -25.0 delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -2412.5 GOLD_micro 18.0 caleb_strategy_v3 JPY 59.375 LEANHOG -385.0 NASDAQ_micro -240.25 NIKKEI -128.516758 US10U -101.5625 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY -2394.5 caleb_strategy_v3 -795.954258 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL -87.5 GOLD_micro -4.0 caleb_strategy_v3 JPY -3.125 LEANHOG -5.0 NASDAQ_micro -0.25 NIKKEI -1.586627 US10U -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -91.5 caleb_strategy_v3 -17.774127 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL 200.0 GOLD_micro 2.0 caleb_strategy_v3 JPY 18.75 LEANHOG -20.0 NASDAQ_micro -1.0 NIKKEI -79.331332 US10U 46.875 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY 202.0 caleb_strategy_v3 -34.706332 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL 25.0 GOLD_micro -6.0 caleb_strategy_v3 JPY 12.5 LEANHOG -30.0 NASDAQ_micro -1.5 NIKKEI -82.504585 US10U 31.25 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 19.0 caleb_strategy_v3 -70.254585 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL 0 GOLD_micro 0 caleb_strategy_v3 JPY 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 US10U 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 caleb_strategy_v3 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY GASOIL 112.5 GOLD_micro -2.0 caleb_strategy_v3 JPY 15.625 LEANHOG -25.0 NASDAQ_micro -1.25 NIKKEI -80.917959 US10U 39.0625 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY 110.5 caleb_strategy_v3 -52.480459 ******************************************************************************** END OF REPORT ********************************************************************************