******************************************************************************** Trades report produced on 01/04/2026 21:37 from 31/03/2026 21:37 to 01/04/2026 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21923 BUXL caleb_strategy_v3 [20260600] 2026-04-01 07:00:36.000 [1] 111.360000 21932 CAD caleb_strategy_v3 [20260600] 2026-04-01 14:15:59.000 [-1] 0.721800 21933 CHF caleb_strategy_v3 [20260600] 2026-04-01 14:16:00.000 [-1] 1.271150 21928 COPPER caleb_strategy_v3 [20260700] 2026-04-01 13:01:20.000 [1] 5.648000 21926 CRUDE_W caleb_strategy_v3 [20261200] 2026-04-01 13:00:04.000 [-1] 72.030000 21925 DAX caleb_strategy_v3 [20260600] 2026-04-01 07:03:21.000 [-1] 23501.000000 21924 EUROSTX caleb_strategy_v3 [20260600] 2026-04-01 07:03:20.000 [1] 5653.000000 21927 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-01 13:00:06.000 [1] 4747.700000 21934 JPY caleb_strategy_v3 [20260600] 2026-04-01 14:16:01.000 [-1] 0.006343 21937 LIVECOW caleb_strategy_v3 [20260600] 2026-04-01 14:39:41.000 [1] 243.925000 21940 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-01 15:20:54.000 [1] 24279.500000 21930 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-01 19:45:08.557 [0] NaN 21938 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-01 15:18:53.000 [1] 24275.750000 21939 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-01 15:19:53.000 [1] 24276.000000 21941 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-01 15:21:54.000 [1] 24268.500000 21931 NZD caleb_strategy_v3 [20260600] 2026-04-01 14:14:24.000 [-1] 0.577500 21936 SOYBEAN caleb_strategy_v3 [20261100] 2026-04-01 14:30:14.000 [1] 1147.250000 21929 SUGAR11 caleb_strategy_v3 [20260700] 2026-04-01 13:01:21.000 [-1] 15.410000 21935 US5 caleb_strategy_v3 [20260600] 2026-04-01 14:24:47.000 [1] 108.132813 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21923 BUXL caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 08:00:36.062000 2026-04-01 07:00:36 115236.062 NaN 21924 EUROSTX caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 08:00:37.005000 2026-04-01 07:03:20 115237.005 NaN 21925 DAX caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 08:03:21.513000 2026-04-01 07:03:21 115401.513 NaN 21926 CRUDE_W caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 14:00:04.793000 2026-04-01 13:00:04 136804.793 NaN 21927 GOLD_micro caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 14:00:05.987000 2026-04-01 13:00:06 136805.987 NaN 21928 COPPER caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 14:00:07.118000 2026-04-01 13:01:20 136807.118 NaN 21929 SUGAR11 caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 14:01:21.845000 2026-04-01 13:01:21 136881.845 NaN 21931 NZD caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 15:10:50.841000 2026-04-01 14:14:24 141050.841 NaN 21932 CAD caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 15:14:25.037000 2026-04-01 14:15:59 141265.037 NaN 21933 CHF caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 15:16:00.015000 2026-04-01 14:16:00 141360.015 NaN 21934 JPY caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 15:16:01.148000 2026-04-01 14:16:01 141361.148 NaN 21935 US5 caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 15:16:02.410000 2026-04-01 14:24:47 141362.41 NaN 21936 SOYBEAN caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 15:30:09.600000 2026-04-01 14:30:14 142209.6 NaN 21937 LIVECOW caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 15:30:15.233000 2026-04-01 14:39:41 142215.233 NaN 21930 NASDAQ_micro caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 15:00:49.722000 2026-04-01 19:45:08.557000 140449.722 17058.835 21938 NASDAQ_micro caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 16:18:53.493000 2026-04-01 15:18:53 145133.493 NaN 21939 NASDAQ_micro caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 16:19:53.470000 2026-04-01 15:19:53 145193.47 NaN 21940 NASDAQ_micro caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 16:20:53.959000 2026-04-01 15:20:54 145253.959 NaN 21941 NASDAQ_micro caleb_strategy_v3 2026-03-31 00:00:00 2026-04-01 16:21:54.057000 2026-04-01 15:21:54 145314.057 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 21923 BUXL caleb_strategy_v3 [1] 110.82 None 111.39 111.4 111.38 111.38 111.36 -0.57 -0.01 0.04 0.02 NaN 0.03 21924 EUROSTX caleb_strategy_v3 [1] 5570.0 None 5647.5 5648.0 5647.0 5647.0 5653.0 -77.5 -0.5 -5.0 -6.0 NaN -5.5 21925 DAX caleb_strategy_v3 [-1] 23132.0 None 23456.5 23455.0 23458.0 23458.0 23501.0 324.5 -1.5 46.0 43.0 NaN 44.5 21926 CRUDE_W caleb_strategy_v3 [-1] 72.99 None 71.745 71.71 71.78 71.78 72.03 -1.245 -0.035 0.32 0.25 NaN 0.285 21927 GOLD_micro caleb_strategy_v3 [1] 4699.0 None 4763.1 4763.2 4763.0 4763.0 4747.7 -64.1 -0.1 15.5 15.3 NaN 15.4 21928 COPPER caleb_strategy_v3 [1] 5.6765 None 5.6415 5.6425 5.6405 5.6405 5.648 0.035 -0.001 -0.0055 -0.0075 NaN -0.0065 21929 SUGAR11 caleb_strategy_v3 [-1] 15.67 None 15.365 15.36 15.37 15.37 15.41 -0.305 -0.005 0.05 0.04 NaN 0.045 21931 NZD caleb_strategy_v3 [-1] 0.5751 None 0.5776 0.57755 0.57765 0.57765 0.5775 0.0025 -0.00005 -0.00005 -0.00015 NaN -0.0001 21932 CAD caleb_strategy_v3 [-1] 0.71985 None 0.721825 0.7218 0.72185 0.72185 0.7218 0.001975 -0.000025 -0.0 -0.00005 NaN -0.000025 21933 CHF caleb_strategy_v3 [-1] 1.25965 None 1.26975 1.2697 1.2698 1.2698 1.27115 0.0101 -0.00005 0.00145 0.00135 NaN 0.0014 21934 JPY caleb_strategy_v3 [-1] 0.006335 None 0.00634 0.006339 0.00634 0.00634 0.006343 0.000005 -0.0 0.000004 0.000003 NaN 0.000003 21935 US5 caleb_strategy_v3 [1] 108.171875 None 108.089844 108.09375 108.085938 108.085938 108.132813 0.082031 -0.003906 -0.039063 -0.046875 NaN -0.042969 21936 SOYBEAN caleb_strategy_v3 [1] 1157.75 None 1146.875 1147.0 1146.75 1146.75 1147.25 10.875 -0.125 -0.25 -0.5 NaN -0.375 21937 LIVECOW caleb_strategy_v3 [1] 243.3 None 243.5 243.525 243.475 243.475 243.925 -0.2 -0.025 -0.4 -0.45 NaN -0.425 21930 NASDAQ_micro caleb_strategy_v3 [1] 23859.0 None 24086.25 24086.5 24086.0 24086.0 NaN -227.25 -0.25 NaN NaN NaN NaN 21938 NASDAQ_micro caleb_strategy_v3 [1] 23859.0 None 24281.5 24281.75 24281.25 24281.25 24275.75 -422.5 -0.25 6.0 5.5 NaN 5.75 21939 NASDAQ_micro caleb_strategy_v3 [1] 23859.0 None 24281.5 24281.75 24281.25 24281.25 24276.0 -422.5 -0.25 5.75 5.25 NaN 5.5 21940 NASDAQ_micro caleb_strategy_v3 [1] 23859.0 None 24281.75 24282.0 24281.5 24281.5 24279.5 -422.75 -0.25 2.5 2.0 NaN 2.25 21941 NASDAQ_micro caleb_strategy_v3 [1] 23859.0 None 24281.75 24282.0 24281.5 24281.5 24268.5 -422.75 -0.25 13.5 13.0 NaN 13.25 =============================================================================================================================================================== 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 21923 BUXL caleb_strategy_v3 [1] 13.443951 -423.982516 -7.43829 29.753159 14.876579 NaN 22.314869 21924 EUROSTX caleb_strategy_v3 [1] 1126.553901 -687.938677 -4.438314 -44.38314 -53.259769 NaN -48.821454 21925 DAX caleb_strategy_v3 [-1] 4805.889944 675.213132 -3.12117 95.715883 89.473543 NaN 92.594713 21926 CRUDE_W caleb_strategy_v3 [-1] 24.254875 -513.298864 -14.430089 131.932238 103.072061 NaN 117.50215 21927 GOLD_micro caleb_strategy_v3 [1] 1501.67561 -426.856503 -0.665923 103.218031 101.886186 NaN 102.552108 21928 COPPER caleb_strategy_v3 [1] 1.801322 194.301739 -5.551478 -30.53313 -41.636087 NaN -36.084609 21929 SUGAR11 caleb_strategy_v3 [-1] 3.902818 -781.486683 -12.811257 128.112571 102.490057 NaN 115.301314 21931 NZD caleb_strategy_v3 [-1] 0.062013 403.143822 -8.062876 -8.062876 -24.188629 NaN -16.125753 21932 CAD caleb_strategy_v3 [-1] 0.034605 570.722621 -7.224337 -0.0 -14.448674 NaN -7.224337 21933 CHF caleb_strategy_v3 [-1] 0.103465 976.180155 -4.832575 140.144676 130.479526 NaN 135.312101 21934 JPY caleb_strategy_v3 [-1] 0.000591 80.349353 -4.228913 59.204787 50.74696 NaN 54.975873 21935 US5 caleb_strategy_v3 [1] 4.144334 197.935881 -9.425518 -94.256388 -113.107424 NaN -103.681906 21936 SOYBEAN caleb_strategy_v3 [1] 145.473372 747.559491 -8.592638 -17.185276 -34.370551 NaN -25.777913 21937 LIVECOW caleb_strategy_v3 [1] 34.538416 -57.906535 -7.238317 -115.813069 -130.289703 NaN -123.051386 21930 NASDAQ_micro caleb_strategy_v3 [1] 5107.291358 -444.952097 -0.489496 NaN NaN NaN NaN 21938 NASDAQ_micro caleb_strategy_v3 [1] 5107.291358 -827.248673 -0.489496 11.74791 10.768918 NaN 11.258414 21939 NASDAQ_micro caleb_strategy_v3 [1] 5107.291358 -827.248673 -0.489496 11.258414 10.279421 NaN 10.768918 21940 NASDAQ_micro caleb_strategy_v3 [1] 5107.291358 -827.73817 -0.489496 4.894963 3.91597 NaN 4.405466 21941 NASDAQ_micro caleb_strategy_v3 [1] 5107.291358 -827.73817 -0.489496 26.432798 25.453805 NaN 25.943302 ========================================================================================================================================================================= 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 21923 BUXL caleb_strategy_v3 [1] 1156.455 -659.17935 -11.56455 46.2582 23.1291 NaN 34.69365 21924 EUROSTX caleb_strategy_v3 [1] 11.56455 -896.252625 -5.782275 -57.82275 -69.3873 NaN -63.605025 21925 DAX caleb_strategy_v3 [-1] 1.156455 375.269648 -1.734682 53.19693 49.727565 NaN 51.462248 21926 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -1245.0 -35.0 320.0 250.0 NaN 285.0 21927 GOLD_micro caleb_strategy_v3 [1] 10.0 -641.0 -1.0 155.0 153.0 NaN 154.0 21928 COPPER caleb_strategy_v3 [1] 25000.0 875.0 -25.0 -137.5 -187.5 NaN -162.5 21929 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -341.6 -5.6 56.0 44.8 NaN 50.4 21931 NZD caleb_strategy_v3 [-1] 100000.0 250.0 -5.0 -5.0 -15.0 NaN -10.0 21932 CAD caleb_strategy_v3 [-1] 100000.0 197.5 -2.5 -0.0 -5.0 NaN -2.5 21933 CHF caleb_strategy_v3 [-1] 125000.0 1262.5 -6.25 181.25 168.75 NaN 175.0 21934 JPY caleb_strategy_v3 [-1] 12500000.0 59.375 -3.125 43.75 37.5 NaN 40.625 21935 US5 caleb_strategy_v3 [1] 1000.0 82.03125 -3.90625 -39.063 -46.8755 NaN -42.96925 21936 SOYBEAN caleb_strategy_v3 [1] 50.0 543.75 -6.25 -12.5 -25.0 NaN -18.75 21937 LIVECOW caleb_strategy_v3 [1] 400.0 -80.0 -10.0 -160.0 -180.0 NaN -170.0 21930 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -454.5 -0.5 NaN NaN NaN NaN 21938 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -845.0 -0.5 12.0 11.0 NaN 11.5 21939 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -845.0 -0.5 11.5 10.5 NaN 11.0 21940 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -845.5 -0.5 5.0 4.0 NaN 4.5 21941 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -845.5 -0.5 27.0 26.0 NaN 26.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL -659.17935 CAD 197.5 CHF 1262.5 COPPER 875.0 CRUDE_W -1245.0 DAX 375.269648 EUROSTX -896.252625 GOLD_micro -641.0 JPY 59.375 LIVECOW -80.0 NASDAQ_micro -3835.5 NZD 250.0 SOYBEAN 543.75 SUGAR11 -341.6 US5 82.03125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -4053.106077 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -11.56455 CAD -2.5 CHF -6.25 COPPER -25.0 CRUDE_W -35.0 DAX -1.734682 EUROSTX -5.782275 GOLD_micro -1.0 JPY -3.125 LIVECOW -10.0 NASDAQ_micro -2.5 NZD -5.0 SOYBEAN -6.25 SUGAR11 -5.6 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -125.212758 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL 46.2582 CAD -0.0 CHF 181.25 COPPER -137.5 CRUDE_W 320.0 DAX 53.19693 EUROSTX -57.82275 GOLD_micro 155.0 JPY 43.75 LIVECOW -160.0 NASDAQ_micro 55.5 NZD -5.0 SOYBEAN -12.5 SUGAR11 56.0 US5 -39.063 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 499.06938 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 23.1291 CAD -5.0 CHF 168.75 COPPER -187.5 CRUDE_W 250.0 DAX 49.727565 EUROSTX -69.3873 GOLD_micro 153.0 JPY 37.5 LIVECOW -180.0 NASDAQ_micro 51.5 NZD -15.0 SOYBEAN -25.0 SUGAR11 44.8 US5 -46.8755 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 249.643865 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 CAD 0 CHF 0 COPPER 0 CRUDE_W 0 DAX 0 EUROSTX 0 GOLD_micro 0 JPY 0 LIVECOW 0 NASDAQ_micro 0 NZD 0 SOYBEAN 0 SUGAR11 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 BUXL 34.69365 CAD -2.5 CHF 175.0 COPPER -162.5 CRUDE_W 285.0 DAX 51.462248 EUROSTX -63.605025 GOLD_micro 154.0 JPY 40.625 LIVECOW -170.0 NASDAQ_micro 53.5 NZD -10.0 SOYBEAN -18.75 SUGAR11 50.4 US5 -42.96925 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 374.356623 ******************************************************************************** END OF REPORT ********************************************************************************