******************************************************************************** Trades report produced on 02/04/2026 21:36 from 01/04/2026 21:36 to 02/04/2026 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21946 CHF caleb_strategy_v3 [20260600] 2026-04-02 14:03:31 [1] 1.25940 21943 CRUDE_W caleb_strategy_v3 [20261200] 2026-04-02 13:00:44 [-1] 73.09000 21942 DAX caleb_strategy_v3 [20260600] 2026-04-02 07:00:31 [-1] 23075.00000 21948 GBP caleb_strategy_v3 [20260600] 2026-04-02 14:07:19 [1] 1.32160 21949 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-02 14:07:20 [-1] 23930.00000 21950 SOYMEAL caleb_strategy_v3 [20260800] 2026-04-02 14:34:29 [-1] 311.50000 21947 SP400 caleb_strategy_v3 [20260600] 2026-04-02 14:05:25 [1] 3382.40000 21944 SUGAR11 caleb_strategy_v3 [20260700] 2026-04-02 13:00:45 [-1] 15.54000 21945 US5 caleb_strategy_v3 [20260600] 2026-04-02 14:03:19 [1] 108.15625 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21942 DAX caleb_strategy_v3 2026-04-01 00:00:00 2026-04-02 08:00:30.870000 2026-04-02 07:00:31 115230.87 NaN 21943 CRUDE_W caleb_strategy_v3 2026-04-01 00:00:00 2026-04-02 14:00:44.833000 2026-04-02 13:00:44 136844.833 NaN 21944 SUGAR11 caleb_strategy_v3 2026-04-01 00:00:00 2026-04-02 14:00:45.442000 2026-04-02 13:00:45 136845.442 NaN 21945 US5 caleb_strategy_v3 2026-04-01 00:00:00 2026-04-02 15:00:49.026000 2026-04-02 14:03:19 140449.026 NaN 21946 CHF caleb_strategy_v3 2026-04-01 00:00:00 2026-04-02 15:03:19.770000 2026-04-02 14:03:31 140599.77 NaN 21947 SP400 caleb_strategy_v3 2026-03-31 00:00:00 2026-04-02 15:03:32.197000 2026-04-02 14:05:25 227012.197 NaN 21948 GBP caleb_strategy_v3 2026-04-01 00:00:00 2026-04-02 15:05:26.253000 2026-04-02 14:07:19 140726.253 NaN 21949 NASDAQ_micro caleb_strategy_v3 2026-04-01 00:00:00 2026-04-02 15:07:20.433000 2026-04-02 14:07:20 140840.433 NaN 21950 SOYMEAL caleb_strategy_v3 2026-04-01 00:00:00 2026-04-02 15:30:30.853000 2026-04-02 14:34:29 142230.853 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 21942 DAX caleb_strategy_v3 [-1] 23396.0 None 23030.0 23029.0 23031.0 23031.0 23075.0 -366.0 -1.0 46.0 44.0 NaN 45.0 21943 CRUDE_W caleb_strategy_v3 [-1] 71.44 None 72.96 72.95 72.97 72.97 73.09 1.52 -0.01 0.14 0.12 NaN 0.13 21944 SUGAR11 caleb_strategy_v3 [-1] 15.43 None 15.525 15.52 15.53 15.53 15.54 0.095 -0.005 0.02 0.01 NaN 0.015 21945 US5 caleb_strategy_v3 [1] 108.109375 None 108.128906 108.132812 108.125 108.125 108.15625 -0.019531 -0.003906 -0.023438 -0.03125 NaN -0.027344 21946 CHF caleb_strategy_v3 [1] 1.2685 None 1.259 1.25905 1.25895 1.25895 1.2594 0.0095 -0.00005 -0.00035 -0.00045 NaN -0.0004 21947 SP400 caleb_strategy_v3 [1] 3396.5 None 3379.75 3380.1 3379.4 3379.4 3382.4 16.75 -0.35 -2.3 -3.0 NaN -2.65 21948 GBP caleb_strategy_v3 [1] 1.3297 None 1.3214 1.3215 1.3213 1.3213 1.3216 0.0083 -0.0001 -0.0001 -0.0003 NaN -0.0002 21949 NASDAQ_micro caleb_strategy_v3 [-1] 24158.5 None 23776.5 23776.25 23776.75 23776.75 23930.0 -382.0 -0.25 153.75 153.25 NaN 153.5 21950 SOYMEAL caleb_strategy_v3 [-1] 314.3 None 311.55 311.5 311.6 311.6 311.5 -2.75 -0.05 -0.0 -0.1 NaN -0.05 =============================================================================================================================================================== 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 21942 DAX caleb_strategy_v3 [-1] 4777.774165 -766.047091 -2.093025 96.279143 92.093093 NaN 94.186118 21943 CRUDE_W caleb_strategy_v3 [-1] 23.811178 638.355653 -4.199708 58.795915 50.396499 NaN 54.596207 21944 SUGAR11 caleb_strategy_v3 [-1] 3.944487 240.842469 -12.675919 50.703678 25.351839 NaN 38.027758 21945 US5 caleb_strategy_v3 [1] 4.058838 -48.120295 -9.624059 -57.744355 -76.992473 NaN -67.368414 21946 CHF caleb_strategy_v3 [1] 0.103362 919.097603 -4.837356 -33.861491 -43.536202 NaN -38.698846 21947 SP400 caleb_strategy_v3 [1] 668.451216 250.579243 -5.235984 -34.407896 -44.879864 NaN -39.64388 21948 GBP caleb_strategy_v3 [1] 0.107554 771.707338 -9.297679 -9.297679 -27.893036 NaN -18.595358 21949 NASDAQ_micro caleb_strategy_v3 [-1] 5016.47375 -761.491077 -0.498358 306.490191 305.493475 NaN 305.991833 21950 SOYMEAL caleb_strategy_v3 [-1] 65.482795 -419.957638 -7.635593 -0.0 -15.271187 NaN -7.635593 ======================================================================================================================================================================== 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 21942 DAX caleb_strategy_v3 [-1] 1.15273 -421.89918 -1.15273 53.02558 50.72012 NaN 51.87285 21943 CRUDE_W caleb_strategy_v3 [-1] 1000.0 1520.0 -10.0 140.0 120.0 NaN 130.0 21944 SUGAR11 caleb_strategy_v3 [-1] 1120.0 106.4 -5.6 22.4 11.2 NaN 16.8 21945 US5 caleb_strategy_v3 [1] 1000.0 -19.53125 -3.90625 -23.4375 -31.25 NaN -27.34375 21946 CHF caleb_strategy_v3 [1] 125000.0 1187.5 -6.25 -43.75 -56.25 NaN -50.0 21947 SP400 caleb_strategy_v3 [1] 100.0 1675.0 -35.0 -230.0 -300.0 NaN -265.0 21948 GBP caleb_strategy_v3 [1] 62500.0 518.75 -6.25 -6.25 -18.75 NaN -12.5 21949 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -764.0 -0.5 307.5 306.5 NaN 307.0 21950 SOYMEAL caleb_strategy_v3 [-1] 100.0 -275.0 -5.0 -0.0 -10.0 NaN -5.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF 1187.5 CRUDE_W 1520.0 DAX -421.89918 GBP 518.75 NASDAQ_micro -764.0 SOYMEAL -275.0 SP400 1675.0 SUGAR11 106.4 US5 -19.53125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 3527.21957 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 CRUDE_W -10.0 DAX -1.15273 GBP -6.25 NASDAQ_micro -0.5 SOYMEAL -5.0 SP400 -35.0 SUGAR11 -5.6 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -73.65898 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF -43.75 CRUDE_W 140.0 DAX 53.02558 GBP -6.25 NASDAQ_micro 307.5 SOYMEAL -0.0 SP400 -230.0 SUGAR11 22.4 US5 -23.4375 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 219.48808 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF -56.25 CRUDE_W 120.0 DAX 50.72012 GBP -18.75 NASDAQ_micro 306.5 SOYMEAL -10.0 SP400 -300.0 SUGAR11 11.2 US5 -31.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 72.17012 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 CRUDE_W 0 DAX 0 GBP 0 NASDAQ_micro 0 SOYMEAL 0 SP400 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 CHF -50.0 CRUDE_W 130.0 DAX 51.87285 GBP -12.5 NASDAQ_micro 307.0 SOYMEAL -5.0 SP400 -265.0 SUGAR11 16.8 US5 -27.34375 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 145.8291 ******************************************************************************** END OF REPORT ********************************************************************************