******************************************************************************** Trades report produced on 26/03/2026 21:36 from 25/03/2026 21:36 to 26/03/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21868 BUXL caleb_strategy_v3 [20260600] 2026-03-26 08:01:18.000 [1] 110.52000 21870 CAD caleb_strategy_v3 [20260600] 2026-03-26 15:00:25.000 [-1] 0.72525 21869 COTTON2 caleb_strategy_v3 [20260700] 2026-03-26 14:01:09.000 [-1] 70.34000 21871 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-26 15:00:34.000 [1] 24114.50000 21867 OAT caleb_strategy_v3 [20260600] 2026-03-26 08:01:18.000 [-1] 118.84000 21872 SOYBEAN caleb_strategy_v3 [20261100] 2026-03-26 19:45:39.854 [0] NaN 21873 SOYBEAN caleb_strategy_v3 [20261100] 2026-03-26 15:46:31.000 [1] 1154.00000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21867 OAT caleb_strategy_v3 2026-03-25 00:00:00 2026-03-26 08:00:36.029000 2026-03-26 08:01:18 115236.029 41.971 21868 BUXL caleb_strategy_v3 2026-03-25 00:00:00 2026-03-26 08:01:18.781000 2026-03-26 08:01:18 115278.781 NaN 21869 COTTON2 caleb_strategy_v3 2026-03-25 00:00:00 2026-03-26 14:01:09.178000 2026-03-26 14:01:09 136869.178 NaN 21870 CAD caleb_strategy_v3 2026-03-25 00:00:00 2026-03-26 15:00:11.834000 2026-03-26 15:00:25 140411.834 13.166 21871 NASDAQ_micro caleb_strategy_v3 2026-03-25 00:00:00 2026-03-26 15:00:26.942000 2026-03-26 15:00:34 140426.942 7.058 21872 SOYBEAN caleb_strategy_v3 2026-03-25 00:00:00 2026-03-26 15:30:17.417000 2026-03-26 19:45:39.854000 142217.417 15322.437 21873 SOYBEAN caleb_strategy_v3 2026-03-25 00:00:00 2026-03-26 15:45:22.857000 2026-03-26 15:46:31 143122.857 68.143 =============================================================================================================================================================================================================================== 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 21867 OAT caleb_strategy_v3 [-1] 119.24 None 118.88 118.87 118.89 118.89 118.84 -0.36 -0.01 -0.03 -0.05 NaN -0.04 21868 BUXL caleb_strategy_v3 [1] 111.1 None 110.57 110.58 110.56 110.56 110.52 0.53 -0.01 0.06 0.04 NaN 0.05 21869 COTTON2 caleb_strategy_v3 [-1] 70.39 None 70.2 70.19 70.21 70.21 70.34 -0.19 -0.01 0.15 0.13 NaN 0.14 21870 CAD caleb_strategy_v3 [-1] 0.72645 None 0.7252 0.72515 0.72525 0.72525 0.72525 -0.00125 -0.00005 0.0001 -0.0 NaN 0.00005 21871 NASDAQ_micro caleb_strategy_v3 [1] 24365.0 None 24111.75 24112.0 24111.5 24111.5 24114.5 253.25 -0.25 -2.5 -3.0 NaN -2.75 21872 SOYBEAN caleb_strategy_v3 [1] 1151.5 None 1151.625 1151.75 1151.5 1151.5 NaN -0.125 -0.125 NaN NaN NaN NaN 21873 SOYBEAN caleb_strategy_v3 [1] 1151.5 None 1153.5 1153.75 1153.25 1153.25 1154.0 -2.0 -0.25 -0.25 -0.75 NaN -0.5 =============================================================================================================================================================== 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 21867 OAT caleb_strategy_v3 [-1] 8.763492 -410.795157 -11.410977 -34.23293 -57.054883 NaN -45.643906 21868 BUXL caleb_strategy_v3 [1] 13.155894 402.861265 -7.601156 45.606936 30.404624 NaN 38.00578 21869 COTTON2 caleb_strategy_v3 [-1] 11.148461 -170.427113 -8.969848 134.547721 116.608025 NaN 125.577873 21870 CAD caleb_strategy_v3 [-1] 0.036238 -344.937675 -13.797507 27.595014 -0.0 NaN 13.797507 21871 NASDAQ_micro caleb_strategy_v3 [1] 4508.220225 561.751617 -0.554543 -5.545426 -6.654511 NaN -6.099968 21872 SOYBEAN caleb_strategy_v3 [1] 147.55076 -8.471661 -8.471661 NaN NaN NaN NaN 21873 SOYBEAN caleb_strategy_v3 [1] 147.55076 -135.546574 -16.943322 -16.943322 -50.829965 NaN -33.886644 ======================================================================================================================================================================== 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 21867 OAT caleb_strategy_v3 [-1] 1155.845 -416.1042 -11.55845 -34.67535 -57.79225 NaN -46.2338 21868 BUXL caleb_strategy_v3 [1] 1155.845 612.59785 -11.55845 69.3507 46.2338 NaN 57.79225 21869 COTTON2 caleb_strategy_v3 [-1] 500.0 -95.0 -5.0 75.0 65.0 NaN 70.0 21870 CAD caleb_strategy_v3 [-1] 100000.0 -125.0 -5.0 10.0 -0.0 NaN 5.0 21871 NASDAQ_micro caleb_strategy_v3 [1] 2.0 506.5 -0.5 -5.0 -6.0 NaN -5.5 21872 SOYBEAN caleb_strategy_v3 [1] 50.0 -6.25 -6.25 NaN NaN NaN NaN 21873 SOYBEAN caleb_strategy_v3 [1] 50.0 -100.0 -12.5 -12.5 -37.5 NaN -25.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL 612.59785 CAD -125.0 COTTON2 -95.0 NASDAQ_micro 506.5 OAT -416.1042 SOYBEAN -106.25 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 376.74365 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -11.55845 CAD -5.0 COTTON2 -5.0 NASDAQ_micro -0.5 OAT -11.55845 SOYBEAN -18.75 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -52.3669 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL 69.3507 CAD 10.0 COTTON2 75.0 NASDAQ_micro -5.0 OAT -34.67535 SOYBEAN -12.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 102.17535 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 46.2338 CAD -0.0 COTTON2 65.0 NASDAQ_micro -6.0 OAT -57.79225 SOYBEAN -37.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 9.94155 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 CAD 0 COTTON2 0 NASDAQ_micro 0 OAT 0 SOYBEAN 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 BUXL 57.79225 CAD 5.0 COTTON2 70.0 NASDAQ_micro -5.5 OAT -46.2338 SOYBEAN -25.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 56.05845 ******************************************************************************** END OF REPORT ********************************************************************************