******************************************************************************** Trades report produced on 30/03/2026 21:36 from 29/03/2026 21:36 to 30/03/2026 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21895 CAD caleb_strategy_v3 [20260600] 2026-03-30 14:01:59 [-1] 0.720250 21893 CHF caleb_strategy_v3 [20260600] 2026-03-30 14:00:29 [-1] 1.260150 21890 DAX caleb_strategy_v3 [20260600] 2026-03-30 08:02:45 [1] 22432.000000 21889 EUROSTX caleb_strategy_v3 [20260600] 2026-03-30 07:56:34 [-1] 5441.000000 21900 FEEDCOW caleb_strategy_v3 [20260800] 2026-03-30 14:30:12 [1] 362.025000 21891 GASOIL caleb_strategy_v3 [20260600] 2026-03-30 08:04:54 [1] 1122.750000 21892 GASOLINE caleb_strategy_v3 [20260700] 2026-03-30 13:04:53 [-1] 2.980500 21896 MXP caleb_strategy_v3 [20260600] 2026-03-30 14:02:04 [-1] 0.054830 21897 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-30 14:07:00 [-1] 23315.750000 21898 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-30 14:09:06 [-1] 23338.000000 21899 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-30 14:10:06 [-1] 23354.250000 21894 US5 caleb_strategy_v3 [20260600] 2026-03-30 14:00:30 [-1] 108.015625 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21889 EUROSTX caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 08:56:34.378000 2026-03-30 07:56:34 291394.378 NaN 21890 DAX caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 08:57:31.841000 2026-03-30 08:02:45 291451.841 NaN 21891 GASOIL caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 09:02:50.290000 2026-03-30 08:04:54 291770.29 NaN 21892 GASOLINE caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 14:00:36.326000 2026-03-30 13:04:53 309636.326 NaN 21893 CHF caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 15:00:12.390000 2026-03-30 14:00:29 313212.39 NaN 21894 US5 caleb_strategy_v3 2026-03-26 00:00:00 2026-03-30 15:00:29.949000 2026-03-30 14:00:30 399629.949 NaN 21895 CAD caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 15:00:31.043000 2026-03-30 14:01:59 313231.043 NaN 21896 MXP caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 15:02:00.038000 2026-03-30 14:02:04 313320.038 NaN 21897 NASDAQ_micro caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 15:02:05.012000 2026-03-30 14:07:00 313325.012 NaN 21898 NASDAQ_micro caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 15:09:06.299000 2026-03-30 14:09:06 313746.299 NaN 21899 NASDAQ_micro caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 15:10:06.597000 2026-03-30 14:10:06 313806.597 NaN 21900 FEEDCOW caleb_strategy_v3 2026-03-27 00:00:00 2026-03-30 15:30:12.450000 2026-03-30 14:30:12 315012.45 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 21889 EUROSTX caleb_strategy_v3 [-1] 5394.0 None 5427.5 5427.0 5428.0 5428.0 5441.0 33.5 -0.5 14.0 13.0 NaN 13.5 21890 DAX caleb_strategy_v3 [1] 22388.0 None 22422.0 22423.0 22421.0 22421.0 22432.0 -34.0 -1.0 -9.0 -11.0 NaN -10.0 21891 GASOIL caleb_strategy_v3 [1] 1081.25 None 1122.25 1122.5 1122.0 1122.0 1122.75 -41.0 -0.25 -0.25 -0.75 NaN -0.5 21892 GASOLINE caleb_strategy_v3 [-1] 2.9635 None 2.9799 2.9793 2.9805 2.9805 2.9805 0.0164 -0.0006 0.0012 -0.0 NaN 0.0006 21893 CHF caleb_strategy_v3 [-1] 1.26275 None 1.2602 1.26015 1.26025 1.26025 1.26015 -0.00255 -0.00005 -0.0 -0.0001 NaN -0.00005 21894 US5 caleb_strategy_v3 [-1] 107.484375 None 107.988281 107.984375 107.992188 107.992188 108.015625 0.503906 -0.003906 0.03125 0.023438 NaN 0.027344 21895 CAD caleb_strategy_v3 [-1] 0.72265 None 0.720225 0.7202 0.72025 0.72025 0.72025 -0.002425 -0.000025 0.00005 -0.0 NaN 0.000025 21896 MXP caleb_strategy_v3 [-1] 0.05477 None 0.05483 0.05482 0.05484 0.05484 0.05483 0.00006 -0.00001 0.00001 -0.00001 NaN -0.0 21897 NASDAQ_micro caleb_strategy_v3 [-1] 23350.5 None 23367.5 23367.25 23367.75 23367.75 23315.75 17.0 -0.25 -51.5 -52.0 NaN -51.75 21898 NASDAQ_micro caleb_strategy_v3 [-1] 23350.5 None 23313.75 23313.5 23314.0 23314.0 23338.0 -36.75 -0.25 24.5 24.0 NaN 24.25 21899 NASDAQ_micro caleb_strategy_v3 [-1] 23350.5 None 23300.875 23300.5 23301.25 23301.25 23354.25 -49.625 -0.375 53.75 53.0 NaN 53.375 21900 FEEDCOW caleb_strategy_v3 [1] 358.225 None 362.1 362.175 362.025 362.025 362.025 -3.875 -0.075 0.15 0.0 NaN 0.075 ================================================================================================================================================================ 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 21889 EUROSTX caleb_strategy_v3 [-1] 1048.310079 319.561937 -4.769581 133.548272 124.00911 NaN 128.778691 21890 DAX caleb_strategy_v3 [1] 4560.746997 -74.549191 -2.192623 -19.733609 -24.118856 NaN -21.926233 21891 GASOIL caleb_strategy_v3 [1] 746.661568 -549.110892 -3.348237 -3.348237 -10.044711 NaN -6.696474 21892 GASOLINE caleb_strategy_v3 [-1] 1.19416 137.335068 -5.024454 10.048907 -0.0 NaN 5.024454 21893 CHF caleb_strategy_v3 [-1] 0.103955 -245.298889 -4.809782 -0.0 -9.619564 NaN -4.809782 21894 US5 caleb_strategy_v3 [-1] 4.299216 1172.088582 -9.085958 72.687664 54.515748 NaN 63.601706 21895 CAD caleb_strategy_v3 [-1] 0.035292 -687.115915 -7.083669 14.167338 -0.0 NaN 7.083669 21896 MXP caleb_strategy_v3 [-1] 0.006469 92.747916 -15.457986 15.457986 -15.457986 NaN -0.0 21897 NASDAQ_micro caleb_strategy_v3 [-1] 4487.00661 37.887174 -0.557164 -114.775851 -115.890179 NaN -115.333015 21898 NASDAQ_micro caleb_strategy_v3 [-1] 4487.00661 -81.903155 -0.557164 54.602104 53.487775 NaN 54.044939 21899 NASDAQ_micro caleb_strategy_v3 [-1] 4487.00661 -110.597118 -0.835746 119.790329 118.118836 NaN 118.954583 21900 FEEDCOW caleb_strategy_v3 [1] 60.238967 -643.271326 -12.450413 24.900826 0.0 NaN 12.450413 ========================================================================================================================================================================= 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 21889 EUROSTX caleb_strategy_v3 [-1] 11.49665 385.137775 -5.748325 160.9531 149.45645 NaN 155.204775 21890 DAX caleb_strategy_v3 [1] 1.149665 -39.08861 -1.149665 -10.346985 -12.646315 NaN -11.49665 21891 GASOIL caleb_strategy_v3 [1] 100.0 -4100.0 -25.0 -25.0 -75.0 NaN -50.0 21892 GASOLINE caleb_strategy_v3 [-1] 42000.0 688.8 -25.2 50.4 -0.0 NaN 25.2 21893 CHF caleb_strategy_v3 [-1] 125000.0 -318.75 -6.25 -0.0 -12.5 NaN -6.25 21894 US5 caleb_strategy_v3 [-1] 1000.0 503.90625 -3.90625 31.25 23.4375 NaN 27.34375 21895 CAD caleb_strategy_v3 [-1] 100000.0 -242.5 -2.5 5.0 -0.0 NaN 2.5 21896 MXP caleb_strategy_v3 [-1] 500000.0 30.0 -5.0 5.0 -5.0 NaN -0.0 21897 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 34.0 -0.5 -103.0 -104.0 NaN -103.5 21898 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -73.5 -0.5 49.0 48.0 NaN 48.5 21899 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -99.25 -0.75 107.5 106.0 NaN 106.75 21900 FEEDCOW caleb_strategy_v3 [1] 500.0 -1937.5 -37.5 75.0 0.0 NaN 37.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CAD -242.5 CHF -318.75 DAX -39.08861 EUROSTX 385.137775 FEEDCOW -1937.5 GASOIL -4100.0 GASOLINE 688.8 MXP 30.0 NASDAQ_micro -138.75 US5 503.90625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -5168.744585 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CAD -2.5 CHF -6.25 DAX -1.149665 EUROSTX -5.748325 FEEDCOW -37.5 GASOIL -25.0 GASOLINE -25.2 MXP -5.0 NASDAQ_micro -1.75 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -114.00424 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CAD 5.0 CHF -0.0 DAX -10.346985 EUROSTX 160.9531 FEEDCOW 75.0 GASOIL -25.0 GASOLINE 50.4 MXP 5.0 NASDAQ_micro 53.5 US5 31.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 345.756115 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD -0.0 CHF -12.5 DAX -12.646315 EUROSTX 149.45645 FEEDCOW 0.0 GASOIL -75.0 GASOLINE -0.0 MXP -5.0 NASDAQ_micro 50.0 US5 23.4375 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 117.747635 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CAD 0 CHF 0 DAX 0 EUROSTX 0 FEEDCOW 0 GASOIL 0 GASOLINE 0 MXP 0 NASDAQ_micro 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 CAD 2.5 CHF -6.25 DAX -11.49665 EUROSTX 155.204775 FEEDCOW 37.5 GASOIL -50.0 GASOLINE 25.2 MXP -0.0 NASDAQ_micro 51.75 US5 27.34375 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 231.751875 ******************************************************************************** END OF REPORT ********************************************************************************