******************************************************************************** Trades report produced on 27/03/2026 21:36 from 26/03/2026 21:36 to 27/03/2026 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21878 AUD caleb_strategy_v3 [20260600] 2026-03-27 15:00:48 [-1] 0.688200 21884 CHF caleb_strategy_v3 [20260600] 2026-03-27 15:01:38 [-1] 1.266050 21877 COTTON2 caleb_strategy_v3 [20260700] 2026-03-27 14:00:48 [-1] 71.640000 21875 DAX caleb_strategy_v3 [20260600] 2026-03-27 08:00:38 [1] 22808.000000 21881 EUR caleb_strategy_v3 [20260600] 2026-03-27 15:01:14 [1] 1.157350 21874 EUROSTX caleb_strategy_v3 [20260600] 2026-03-27 08:00:37 [-1] 5504.000000 21876 GOLD_micro caleb_strategy_v3 [20260600] 2026-03-27 14:00:47 [-1] 4460.400000 21883 JPY caleb_strategy_v3 [20260600] 2026-03-27 15:01:17 [1] 0.006296 21880 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-27 15:01:13 [-1] 23515.000000 21887 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-27 15:23:14 [-1] 23495.000000 21888 REDWHEAT caleb_strategy_v3 [20260700] 2026-03-27 15:30:22 [-1] 649.250000 21879 RUSSELL caleb_strategy_v3 [20260600] 2026-03-27 15:00:54 [1] 2486.100000 21882 US30 caleb_strategy_v3 [20260600] 2026-03-27 15:01:15 [-1] 115.312500 21885 US5 caleb_strategy_v3 [20260600] 2026-03-27 15:01:38 [-1] 107.578125 21886 US5 caleb_strategy_v3 [20260600] 2026-03-27 15:01:49 [-1] 107.578125 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21874 EUROSTX caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 08:00:36.913000 2026-03-27 08:00:37 115236.913 0.087 21875 DAX caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 08:00:37.877000 2026-03-27 08:00:38 115237.877 0.123 21876 GOLD_micro caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 14:00:47.218000 2026-03-27 14:00:47 136847.218 NaN 21877 COTTON2 caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 14:00:48.430000 2026-03-27 14:00:48 136848.43 NaN 21878 AUD caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:00:48.778000 2026-03-27 15:00:48 140448.778 NaN 21879 RUSSELL caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:00:49.489000 2026-03-27 15:00:54 140449.489 4.511 21881 EUR caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:01:14.045000 2026-03-27 15:01:14 140474.045 NaN 21882 US30 caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:01:14.845000 2026-03-27 15:01:15 140474.845 0.155 21883 JPY caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:01:15.554000 2026-03-27 15:01:17 140475.554 1.446 21884 CHF caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:01:17.849000 2026-03-27 15:01:38 140477.849 20.151 21885 US5 caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:01:38.529000 2026-03-27 15:01:38 140498.529 NaN 21886 US5 caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:01:49.059000 2026-03-27 15:01:49 140509.059 NaN 21880 NASDAQ_micro caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:00:54.546000 2026-03-27 15:01:13 140454.546 18.454 21887 NASDAQ_micro caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:13:50.464000 2026-03-27 15:23:14 141230.464 563.536 21888 REDWHEAT caleb_strategy_v3 2026-03-26 00:00:00 2026-03-27 15:30:21.817000 2026-03-27 15:30:22 142221.817 0.183 ==================================================================================================================================================================================================================================== 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 21874 EUROSTX caleb_strategy_v3 [-1] 5469.0 None 5501.5 5501.0 5502.0 5502.0 5504.0 32.5 -0.5 3.0 2.0 NaN 2.5 21875 DAX caleb_strategy_v3 [1] 22709.0 None 22828.5 22830.0 22827.0 22827.0 22808.0 -119.5 -1.5 22.0 19.0 NaN 20.5 21876 GOLD_micro caleb_strategy_v3 [-1] 4389.9 None 4461.4 4461.2 4461.6 4461.6 4460.4 71.5 -0.2 -0.8 -1.2 NaN -1.0 21877 COTTON2 caleb_strategy_v3 [-1] 71.54 None 71.58 71.57 71.59 71.59 71.64 0.04 -0.01 0.07 0.05 NaN 0.06 21878 AUD caleb_strategy_v3 [-1] 0.6871 None 0.687975 0.68795 0.688 0.688 0.6882 0.000875 -0.000025 0.00025 0.0002 NaN 0.000225 21879 RUSSELL caleb_strategy_v3 [1] 2506.0 None 2484.15 2484.2 2484.1 2484.1 2486.1 21.85 -0.05 -1.9 -2.0 NaN -1.95 21881 EUR caleb_strategy_v3 [1] 1.1564 None 1.1573 1.15735 1.15725 1.15725 1.15735 -0.0009 -0.00005 0.0 -0.0001 NaN -0.00005 21882 US30 caleb_strategy_v3 [-1] 115.71875 None 115.171875 115.15625 115.1875 115.1875 115.3125 -0.546875 -0.015625 0.15625 0.125 NaN 0.140625 21883 JPY caleb_strategy_v3 [1] 0.006299 None 0.006296 0.006297 0.006296 0.006296 0.006296 0.000003 -0.0 0.0 -0.0 NaN 0.0 21884 CHF caleb_strategy_v3 [-1] 1.268 None 1.266 1.26595 1.26605 1.26605 1.26605 -0.002 -0.00005 0.0001 -0.0 NaN 0.00005 21885 US5 caleb_strategy_v3 [-1] 107.445312 None 107.550781 107.546875 107.554688 107.554688 107.578125 0.105469 -0.003906 0.03125 0.023438 NaN 0.027344 21886 US5 caleb_strategy_v3 [-1] 107.445312 None 107.542969 107.539062 107.546875 107.546875 107.578125 0.097656 -0.003906 0.039062 0.03125 NaN 0.035156 21880 NASDAQ_micro caleb_strategy_v3 [-1] 23781.5 None 23514.75 23514.5 23515.0 23515.0 23515.0 -266.75 -0.25 0.5 -0.0 NaN 0.25 21887 NASDAQ_micro caleb_strategy_v3 [-1] 23781.5 None 23527.75 23527.5 23528.0 23528.0 23495.0 -253.75 -0.25 -32.5 -33.0 NaN -32.75 21888 REDWHEAT caleb_strategy_v3 [-1] 641.75 None 649.875 649.75 650.0 NaN 649.25 8.125 -0.125 -0.5 NaN NaN -0.625 =============================================================================================================================================================== 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 21874 EUROSTX caleb_strategy_v3 [-1] 1091.738371 297.69037 -4.579852 27.479111 18.319407 NaN 22.899259 21875 DAX caleb_strategy_v3 [1] 4679.176339 -255.386827 -3.205692 47.016822 40.605437 NaN 43.811129 21876 GOLD_micro caleb_strategy_v3 [-1] 1514.667108 472.050919 -1.320422 -5.281689 -7.922533 NaN -6.602111 21877 COTTON2 caleb_strategy_v3 [-1] 10.897415 36.705954 -9.176489 64.23542 45.882443 NaN 55.058931 21878 AUD caleb_strategy_v3 [-1] 0.074994 116.675326 -3.333581 33.335808 26.668646 NaN 30.002227 21879 RUSSELL caleb_strategy_v3 [1] 536.556027 407.226811 -0.931869 -35.411027 -37.274765 NaN -36.342896 21881 EUR caleb_strategy_v3 [1] 0.086929 -103.532829 -5.751824 0.0 -11.503648 NaN -5.751824 21882 US30 caleb_strategy_v3 [-1] 13.274113 -411.986092 -11.771031 117.710312 94.16825 NaN 105.939281 21883 JPY caleb_strategy_v3 [1] 0.000599 45.88681 -4.171528 8.343056 -0.0 NaN 4.171528 21884 CHF caleb_strategy_v3 [-1] 0.105825 -188.990932 -4.724773 9.449547 -0.0 NaN 4.724773 21885 US5 caleb_strategy_v3 [-1] 4.152378 253.996024 -9.40726 75.258081 56.443561 NaN 65.850821 21886 US5 caleb_strategy_v3 [-1] 4.152378 235.181504 -9.40726 94.072602 75.258081 NaN 84.665341 21880 NASDAQ_micro caleb_strategy_v3 [-1] 4551.53149 -586.066471 -0.549266 1.098531 -0.0 NaN 0.549266 21887 NASDAQ_micro caleb_strategy_v3 [-1] 4551.53149 -557.504656 -0.549266 -71.404537 -72.503069 NaN -71.953803 21888 REDWHEAT caleb_strategy_v3 [-1] 170.010894 477.910552 -7.35247 -29.40988 NaN NaN -36.76235 ========================================================================================================================================================================= 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 21874 EUROSTX caleb_strategy_v3 [-1] 11.53425 374.863125 -5.767125 34.60275 23.0685 NaN 28.835625 21875 DAX caleb_strategy_v3 [1] 1.153425 -137.834287 -1.730137 25.37535 21.915075 NaN 23.645212 21876 GOLD_micro caleb_strategy_v3 [-1] 10.0 715.0 -2.0 -8.0 -12.0 NaN -10.0 21877 COTTON2 caleb_strategy_v3 [-1] 500.0 20.0 -5.0 35.0 25.0 NaN 30.0 21878 AUD caleb_strategy_v3 [-1] 100000.0 87.5 -2.5 25.0 20.0 NaN 22.5 21879 RUSSELL caleb_strategy_v3 [1] 5.0 109.25 -0.25 -9.5 -10.0 NaN -9.75 21881 EUR caleb_strategy_v3 [1] 125000.0 -112.5 -6.25 0.0 -12.5 NaN -6.25 21882 US30 caleb_strategy_v3 [-1] 1000.0 -546.875 -15.625 156.25 125.0 NaN 140.625 21883 JPY caleb_strategy_v3 [1] 12500000.0 34.375 -3.125 6.25 -0.0 NaN 3.125 21884 CHF caleb_strategy_v3 [-1] 125000.0 -250.0 -6.25 12.5 -0.0 NaN 6.25 21885 US5 caleb_strategy_v3 [-1] 1000.0 105.46875 -3.90625 31.25 23.4375 NaN 27.34375 21886 US5 caleb_strategy_v3 [-1] 1000.0 97.65625 -3.90625 39.0625 31.25 NaN 35.15625 21880 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -533.5 -0.5 1.0 -0.0 NaN 0.5 21887 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -507.5 -0.5 -65.0 -66.0 NaN -65.5 21888 REDWHEAT caleb_strategy_v3 [-1] 50.0 406.25 -6.25 -25.0 NaN NaN -31.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 87.5 CHF -250.0 COTTON2 20.0 DAX -137.834287 EUR -112.5 EUROSTX 374.863125 GOLD_micro 715.0 JPY 34.375 NASDAQ_micro -1041.0 REDWHEAT 406.25 RUSSELL 109.25 US30 -546.875 US5 203.125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -137.846162 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 CHF -6.25 COTTON2 -5.0 DAX -1.730137 EUR -6.25 EUROSTX -5.767125 GOLD_micro -2.0 JPY -3.125 NASDAQ_micro -1.0 REDWHEAT -6.25 RUSSELL -0.25 US30 -15.625 US5 -7.8125 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -63.559763 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 25.0 CHF 12.5 COTTON2 35.0 DAX 25.37535 EUR 0.0 EUROSTX 34.60275 GOLD_micro -8.0 JPY 6.25 NASDAQ_micro -64.0 REDWHEAT -25.0 RUSSELL -9.5 US30 156.25 US5 70.3125 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 258.7906 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 20.0 CHF -0.0 COTTON2 25.0 DAX 21.915075 EUR -12.5 EUROSTX 23.0685 GOLD_micro -12.0 JPY -0.0 NASDAQ_micro -66.0 REDWHEAT 0 RUSSELL -10.0 US30 125.0 US5 54.6875 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 169.171075 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CHF 0 COTTON2 0 DAX 0 EUR 0 EUROSTX 0 GOLD_micro 0 JPY 0 NASDAQ_micro 0 REDWHEAT 0 RUSSELL 0 US30 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 AUD 22.5 CHF 6.25 COTTON2 30.0 DAX 23.645212 EUR -6.25 EUROSTX 28.835625 GOLD_micro -10.0 JPY 3.125 NASDAQ_micro -65.0 REDWHEAT -31.25 RUSSELL -9.75 US30 140.625 US5 62.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 195.230837 ******************************************************************************** END OF REPORT ********************************************************************************