******************************************************************************** Trades report produced on 31/03/2026 21:36 from 30/03/2026 21:36 to 31/03/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21908 CHF caleb_strategy_v3 [20260600] 2026-03-31 14:08:43.000 [1] 1.26015 21905 COPPER caleb_strategy_v3 [20260700] 2026-03-31 13:01:30.000 [-1] 5.59900 21904 COTTON2 caleb_strategy_v3 [20260700] 2026-03-31 13:01:29.000 [1] 73.16000 21907 COTTON2 caleb_strategy_v3 [20260700] 2026-03-31 13:01:46.000 [1] 73.16000 21902 CRUDE_W caleb_strategy_v3 [20261200] 2026-03-31 13:00:45.000 [1] 76.28000 21901 GASOIL caleb_strategy_v3 [20260600] 2026-03-31 08:00:54.000 [-1] 1089.75000 21909 GBP caleb_strategy_v3 [20260600] 2026-03-31 14:08:44.000 [1] 1.32480 21903 GOLD_micro caleb_strategy_v3 [20260600] 2026-03-31 13:01:29.000 [1] 4601.90000 21906 HEATOIL caleb_strategy_v3 [20260700] 2026-03-31 13:01:31.000 [1] 3.56690 21913 LEANHOG caleb_strategy_v3 [20260700] 2026-03-31 14:37:06.000 [-1] 108.67500 21917 MXP caleb_strategy_v3 [20260600] 2026-03-31 15:06:39.000 [-1] 0.05516 21915 MXP caleb_strategy_v3 [20260600] 2026-03-31 19:45:08.074 [0] NaN 21912 MXP caleb_strategy_v3 [20260600] 2026-03-31 14:15:12.000 [-1] 0.05535 21911 MXP caleb_strategy_v3 [20260600] 2026-03-31 14:08:52.000 [-1] 0.05534 21922 MXP caleb_strategy_v3 [20260600] 2026-03-31 15:11:40.000 [-1] 0.05519 21919 MXP caleb_strategy_v3 [20260600] 2026-03-31 15:08:39.000 [-1] 0.05518 21920 MXP caleb_strategy_v3 [20260600] 2026-03-31 15:09:39.000 [-1] 0.05520 21918 MXP caleb_strategy_v3 [20260600] 2026-03-31 15:07:39.000 [-1] 0.05516 21921 MXP caleb_strategy_v3 [20260600] 2026-03-31 15:10:39.000 [-1] 0.05517 21910 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-31 14:08:51.000 [-1] 23507.25000 21916 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-31 15:05:39.000 [-1] 23470.75000 21914 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-03-31 19:45:08.014 [0] NaN ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21901 GASOIL caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 09:00:38.050000 2026-03-31 08:00:54 118838.05 NaN 21902 CRUDE_W caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 14:00:45.886000 2026-03-31 13:00:45 136845.886 NaN 21903 GOLD_micro caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 14:00:46.641000 2026-03-31 13:01:29 136846.641 NaN 21905 COPPER caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 14:01:30.358000 2026-03-31 13:01:30 136890.358 NaN 21906 HEATOIL caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 14:01:31.125000 2026-03-31 13:01:31 136891.125 NaN 21904 COTTON2 caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 14:01:29.830000 2026-03-31 13:01:29 136889.83 NaN 21907 COTTON2 caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 14:01:45.969000 2026-03-31 13:01:46 136905.969 NaN 21908 CHF caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 15:00:57.945000 2026-03-31 14:08:43 140457.945 NaN 21909 GBP caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 15:08:44.017000 2026-03-31 14:08:44 140924.017 NaN 21913 LEANHOG caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 15:30:22.069000 2026-03-31 14:37:06 142222.069 NaN 21914 NASDAQ_micro caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 15:42:12.233000 2026-03-31 19:45:08.014000 142932.233 14575.781 21916 NASDAQ_micro caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 16:05:39.098000 2026-03-31 15:05:39 144339.098 NaN 21910 NASDAQ_micro caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 15:08:44.742000 2026-03-31 14:08:51 140924.742 NaN 21920 MXP caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 16:09:39.691000 2026-03-31 15:09:39 144579.691 NaN 21921 MXP caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 16:10:39.842000 2026-03-31 15:10:39 144639.842 NaN 21922 MXP caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 16:11:39.968000 2026-03-31 15:11:40 144699.968 NaN 21911 MXP caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 15:08:52.670000 2026-03-31 14:08:52 140932.67 NaN 21912 MXP caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 15:08:56.982000 2026-03-31 14:15:12 140936.982 NaN 21915 MXP caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 15:54:17.513000 2026-03-31 19:45:08.074000 143657.513 13850.561 21917 MXP caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 16:06:39.137000 2026-03-31 15:06:39 144399.137 NaN 21918 MXP caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 16:07:39.529000 2026-03-31 15:07:39 144459.529 NaN 21919 MXP caleb_strategy_v3 2026-03-30 00:00:00 2026-03-31 16:08:39.532000 2026-03-31 15:08:39 144519.532 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 21901 GASOIL caleb_strategy_v3 [-1] 1097.5 None 1091.0 1090.5 1091.5 1091.5 1089.75 -6.5 -0.5 -0.75 -1.75 NaN -1.25 21902 CRUDE_W caleb_strategy_v3 [1] 76.98 None 76.4 76.41 76.39 76.39 76.28 0.58 -0.01 0.13 0.11 NaN 0.12 21903 GOLD_micro caleb_strategy_v3 [1] 4532.6 None 4600.35 4600.5 4600.2 4600.2 4601.9 -67.75 -0.15 -1.4 -1.7 NaN -1.55 21905 COPPER caleb_strategy_v3 [-1] 5.543 None 5.59675 5.596 5.5975 5.5975 5.599 0.05375 -0.00075 0.003 0.0015 NaN 0.00225 21906 HEATOIL caleb_strategy_v3 [1] 3.5708 None 3.5753 3.5765 3.5741 3.5741 3.5669 -0.0045 -0.0012 0.0096 0.0072 NaN 0.0084 21904 COTTON2 caleb_strategy_v3 [1] 72.3 None 73.18 73.19 73.17 73.17 73.16 -0.88 -0.01 0.03 0.01 NaN 0.02 21907 COTTON2 caleb_strategy_v3 [1] 72.3 None 73.18 73.19 73.17 73.17 73.16 -0.88 -0.01 0.03 0.01 NaN 0.02 21908 CHF caleb_strategy_v3 [1] 1.26125 None 1.2598 1.25985 1.25975 1.25975 1.26015 0.00145 -0.00005 -0.0003 -0.0004 NaN -0.00035 21909 GBP caleb_strategy_v3 [1] 1.3181 None 1.3247 1.3248 1.3246 1.3246 1.3248 -0.0066 -0.0001 0.0 -0.0002 NaN -0.0001 21913 LEANHOG caleb_strategy_v3 [-1] 108.675 None 108.8 108.775 108.825 108.825 108.675 0.125 -0.025 -0.1 -0.15 NaN -0.125 21914 NASDAQ_micro caleb_strategy_v3 [-1] 23121.25 None 23552.625 23552.5 23552.75 23552.75 NaN 431.375 -0.125 NaN NaN NaN NaN 21916 NASDAQ_micro caleb_strategy_v3 [-1] 23121.25 None 23393.25 23393.0 23393.5 23393.5 23470.75 272.0 -0.25 77.75 77.25 NaN 77.5 21910 NASDAQ_micro caleb_strategy_v3 [-1] 23121.25 None 23507.0 23506.75 23507.25 23507.25 23507.25 385.75 -0.25 0.5 -0.0 NaN 0.25 21920 MXP caleb_strategy_v3 [-1] 0.05482 None 0.055095 0.05509 0.0551 0.0551 0.0552 0.000275 -0.000005 0.00011 0.0001 NaN 0.000105 21921 MXP caleb_strategy_v3 [-1] 0.05482 None 0.055095 0.05509 0.0551 0.0551 0.05517 0.000275 -0.000005 0.00008 0.00007 NaN 0.000075 21922 MXP caleb_strategy_v3 [-1] 0.05482 None 0.055095 0.05509 0.0551 0.0551 0.05519 0.000275 -0.000005 0.0001 0.00009 NaN 0.000095 21911 MXP caleb_strategy_v3 [-1] 0.05482 None 0.055275 0.05527 0.05528 0.05528 0.05534 0.000455 -0.000005 0.00007 0.00006 NaN 0.000065 21912 MXP caleb_strategy_v3 [-1] 0.05482 None 0.055355 0.05535 0.05536 0.05536 0.05535 0.000535 -0.000005 -0.0 -0.00001 NaN -0.000005 21915 MXP caleb_strategy_v3 [-1] 0.05482 None 0.055225 0.05522 0.05523 0.05523 NaN 0.000405 -0.000005 NaN NaN NaN NaN 21917 MXP caleb_strategy_v3 [-1] 0.05482 None 0.055095 0.05509 0.0551 0.0551 0.05516 0.000275 -0.000005 0.00007 0.00006 NaN 0.000065 21918 MXP caleb_strategy_v3 [-1] 0.05482 None 0.055075 0.05507 0.05508 0.05508 0.05516 0.000255 -0.000005 0.00009 0.00008 NaN 0.000085 21919 MXP caleb_strategy_v3 [-1] 0.05482 None 0.055075 0.05507 0.05508 0.05508 0.05518 0.000255 -0.000005 0.00011 0.0001 NaN 0.000105 =============================================================================================================================================================== 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 21901 GASOIL caleb_strategy_v3 [-1] 736.011209 -88.313872 -6.793375 -10.190062 -23.776812 NaN -16.983437 21902 CRUDE_W caleb_strategy_v3 [1] 23.999991 241.666753 -4.166668 54.166686 45.83335 NaN 50.000018 21903 GOLD_micro caleb_strategy_v3 [1] 1516.120303 -446.864275 -0.989367 -9.234096 -11.212831 NaN -10.223463 21905 COPPER caleb_strategy_v3 [-1] 1.814287 296.259685 -4.133856 16.535424 8.267712 NaN 12.401568 21906 HEATOIL caleb_strategy_v3 [1] 1.857344 -24.228147 -6.460839 51.686715 38.765036 NaN 45.225875 21904 COTTON2 caleb_strategy_v3 [1] 10.621783 -828.486137 -9.414615 28.243846 9.414615 NaN 18.82923 21907 COTTON2 caleb_strategy_v3 [1] 10.621783 -828.486137 -9.414615 28.243846 9.414615 NaN 18.82923 21908 CHF caleb_strategy_v3 [1] 0.101856 142.35765 -4.908884 -29.453307 -39.271076 NaN -34.362191 21909 GBP caleb_strategy_v3 [1] 0.106069 -622.238024 -9.427849 0.0 -18.855698 NaN -9.427849 21913 LEANHOG caleb_strategy_v3 [-1] 16.665358 75.00589 -15.001178 -60.004712 -90.007068 NaN -75.00589 21914 NASDAQ_micro caleb_strategy_v3 [-1] 5055.586505 853.264007 -0.247251 NaN NaN NaN NaN 21916 NASDAQ_micro caleb_strategy_v3 [-1] 5055.586505 538.018684 -0.494502 153.790267 152.801262 NaN 153.295765 21910 NASDAQ_micro caleb_strategy_v3 [-1] 5055.586505 763.017307 -0.494502 0.989005 -0.0 NaN 0.494502 21920 MXP caleb_strategy_v3 [-1] 0.006635 414.44785 -7.535415 165.77914 150.708309 NaN 158.243724 21921 MXP caleb_strategy_v3 [-1] 0.006635 414.44785 -7.535415 120.566647 105.495816 NaN 113.031232 21922 MXP caleb_strategy_v3 [-1] 0.006635 414.44785 -7.535415 150.708309 135.637478 NaN 143.172894 21911 MXP caleb_strategy_v3 [-1] 0.006635 685.722806 -7.535415 105.495816 90.424985 NaN 97.960401 21912 MXP caleb_strategy_v3 [-1] 0.006635 806.289453 -7.535415 -0.0 -15.070831 NaN -7.535415 21915 MXP caleb_strategy_v3 [-1] 0.006635 610.368652 -7.535415 NaN NaN NaN NaN 21917 MXP caleb_strategy_v3 [-1] 0.006635 414.44785 -7.535415 105.495816 90.424985 NaN 97.960401 21918 MXP caleb_strategy_v3 [-1] 0.006635 384.306188 -7.535415 135.637478 120.566647 NaN 128.102063 21919 MXP caleb_strategy_v3 [-1] 0.006635 384.306188 -7.535415 165.77914 150.708309 NaN 158.243724 ======================================================================================================================================================================== 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 21901 GASOIL caleb_strategy_v3 [-1] 100.0 -650.0 -50.0 -75.0 -175.0 NaN -125.0 21902 CRUDE_W caleb_strategy_v3 [1] 1000.0 580.0 -10.0 130.0 110.0 NaN 120.0 21903 GOLD_micro caleb_strategy_v3 [1] 10.0 -677.5 -1.5 -14.0 -17.0 NaN -15.5 21905 COPPER caleb_strategy_v3 [-1] 25000.0 1343.75 -18.75 75.0 37.5 NaN 56.25 21906 HEATOIL caleb_strategy_v3 [1] 42000.0 -189.0 -50.4 403.2 302.4 NaN 352.8 21904 COTTON2 caleb_strategy_v3 [1] 500.0 -440.0 -5.0 15.0 5.0 NaN 10.0 21907 COTTON2 caleb_strategy_v3 [1] 500.0 -440.0 -5.0 15.0 5.0 NaN 10.0 21908 CHF caleb_strategy_v3 [1] 125000.0 181.25 -6.25 -37.5 -50.0 NaN -43.75 21909 GBP caleb_strategy_v3 [1] 62500.0 -412.5 -6.25 0.0 -12.5 NaN -6.25 21913 LEANHOG caleb_strategy_v3 [-1] 400.0 50.0 -10.0 -40.0 -60.0 NaN -50.0 21914 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 862.75 -0.25 NaN NaN NaN NaN 21916 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 544.0 -0.5 155.5 154.5 NaN 155.0 21910 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 771.5 -0.5 1.0 -0.0 NaN 0.5 21920 MXP caleb_strategy_v3 [-1] 500000.0 137.5 -2.5 55.0 50.0 NaN 52.5 21921 MXP caleb_strategy_v3 [-1] 500000.0 137.5 -2.5 40.0 35.0 NaN 37.5 21922 MXP caleb_strategy_v3 [-1] 500000.0 137.5 -2.5 50.0 45.0 NaN 47.5 21911 MXP caleb_strategy_v3 [-1] 500000.0 227.5 -2.5 35.0 30.0 NaN 32.5 21912 MXP caleb_strategy_v3 [-1] 500000.0 267.5 -2.5 -0.0 -5.0 NaN -2.5 21915 MXP caleb_strategy_v3 [-1] 500000.0 202.5 -2.5 NaN NaN NaN NaN 21917 MXP caleb_strategy_v3 [-1] 500000.0 137.5 -2.5 35.0 30.0 NaN 32.5 21918 MXP caleb_strategy_v3 [-1] 500000.0 127.5 -2.5 45.0 40.0 NaN 42.5 21919 MXP caleb_strategy_v3 [-1] 500000.0 127.5 -2.5 55.0 50.0 NaN 52.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF 181.25 COPPER 1343.75 COTTON2 -880.0 CRUDE_W 580.0 GASOIL -650.0 GBP -412.5 GOLD_micro -677.5 HEATOIL -189.0 LEANHOG 50.0 MXP 1502.5 NASDAQ_micro 2178.25 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 3026.75 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 COPPER -18.75 COTTON2 -10.0 CRUDE_W -10.0 GASOIL -50.0 GBP -6.25 GOLD_micro -1.5 HEATOIL -50.4 LEANHOG -10.0 MXP -22.5 NASDAQ_micro -1.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -186.9 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF -37.5 COPPER 75.0 COTTON2 30.0 CRUDE_W 130.0 GASOIL -75.0 GBP 0.0 GOLD_micro -14.0 HEATOIL 403.2 LEANHOG -40.0 MXP 315.0 NASDAQ_micro 156.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 943.2 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF -50.0 COPPER 37.5 COTTON2 10.0 CRUDE_W 110.0 GASOIL -175.0 GBP -12.5 GOLD_micro -17.0 HEATOIL 302.4 LEANHOG -60.0 MXP 275.0 NASDAQ_micro 154.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 574.9 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 COPPER 0 COTTON2 0 CRUDE_W 0 GASOIL 0 GBP 0 GOLD_micro 0 HEATOIL 0 LEANHOG 0 MXP 0 NASDAQ_micro 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 CHF -43.75 COPPER 56.25 COTTON2 20.0 CRUDE_W 120.0 GASOIL -125.0 GBP -6.25 GOLD_micro -15.5 HEATOIL 352.8 LEANHOG -50.0 MXP 295.0 NASDAQ_micro 155.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 759.05 ******************************************************************************** END OF REPORT ********************************************************************************