******************************************************************************** Trades report produced on 03/04/2026 21:35 from 02/04/2026 21:35 to 03/04/2026 21:35 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21953 CHF caleb_strategy_v3 [20260600] 2026-04-03 14:00:50.000 [-1] 1.26175 21952 NIKKEI caleb_strategy_v3 [20260600] 2026-04-03 02:17:44.000 [-1] 53210.00000 21951 NIKKEI caleb_strategy_v3 [20260600] 2026-04-03 19:45:00.387 [0] NaN ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21953 CHF caleb_strategy_v3 2026-04-02 00:00:00 2026-04-03 15:00:50.441000 2026-04-03 14:00:50 140450.441 NaN 21952 NIKKEI caleb_strategy_v3 2026-04-02 00:00:00 2026-04-03 03:11:20.205000 2026-04-03 02:17:44 97880.205 NaN 21951 NIKKEI caleb_strategy_v3 2026-04-02 00:00:00 2026-04-03 03:01:16.105000 2026-04-03 19:45:00.387000 97276.105 60224.282 ============================================================================================================================================================================================================================== 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 21953 CHF caleb_strategy_v3 [-1] 1.2614 None 1.2615 1.26145 1.26155 NaN 1.26175 0.0001 -0.00005 0.0003 NaN NaN 0.00025 21952 NIKKEI caleb_strategy_v3 [-1] 53355.0 None 53270.0 53265.0 53275.0 53275.0 53210.0 -85.0 -5.0 -55.0 -65.0 NaN -60.0 21951 NIKKEI caleb_strategy_v3 [-1] 53355.0 None 53247.5 53245.0 53250.0 53250.0 NaN -107.5 -2.5 NaN NaN NaN NaN ============================================================================================================================================================== 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 21953 CHF caleb_strategy_v3 [-1] 0.103333 9.677472 -4.838736 29.032415 NaN NaN 24.193679 21952 NIKKEI caleb_strategy_v3 [-1] 17214.051535 -49.378265 -2.904604 -31.950642 -37.75985 NaN -34.855246 21951 NIKKEI caleb_strategy_v3 [-1] 17214.051535 -62.448982 -1.452302 NaN NaN NaN NaN ======================================================================================================================================================================== 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 21953 CHF caleb_strategy_v3 [-1] 125000.0 12.5 -6.25 37.5 NaN NaN 31.25 21952 NIKKEI caleb_strategy_v3 [-1] 0.626439 -53.247302 -3.132194 -34.454137 -40.718525 NaN -37.586331 21951 NIKKEI caleb_strategy_v3 [-1] 0.626439 -67.342177 -1.566097 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF 12.5 NIKKEI -120.589479 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -108.089479 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 NIKKEI -4.698291 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -10.948291 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF 37.5 NIKKEI -34.454137 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 3.045863 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 NIKKEI -40.718525 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -40.718525 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 NIKKEI 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 31.25 NIKKEI -37.586331 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -6.336331 ******************************************************************************** END OF REPORT ********************************************************************************