******************************************************************************** Trades report produced on 06/04/2026 21:35 from 05/04/2026 21:35 to 06/04/2026 21:35 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21955 COTTON2 caleb_strategy_v3 [20260700] 2026-04-06 13:08:59 [1] 73.3900 21956 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-06 13:15:19 [-1] 4693.8000 21957 HEATOIL caleb_strategy_v3 [20260700] 2026-04-06 13:19:24 [-1] 3.5783 21959 LIVECOW caleb_strategy_v3 [20260600] 2026-04-06 14:30:49 [-1] 246.8000 21958 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-06 14:00:40 [-1] 24421.2500 21954 NIKKEI caleb_strategy_v3 [20260600] 2026-04-06 02:09:21 [-1] 53805.0000 21960 REDWHEAT caleb_strategy_v3 [20260900] 2026-04-06 14:30:51 [1] 632.7500 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21954 NIKKEI caleb_strategy_v3 2026-04-03 00:00:00 2026-04-06 03:01:15.925000 2026-04-06 02:09:21 270075.925 NaN 21955 COTTON2 caleb_strategy_v3 2026-04-02 00:00:00 2026-04-06 14:00:59.765000 2026-04-06 13:08:59 396059.765 NaN 21956 GOLD_micro caleb_strategy_v3 2026-04-02 00:00:00 2026-04-06 14:08:59.805000 2026-04-06 13:15:19 396539.805 NaN 21957 HEATOIL caleb_strategy_v3 2026-04-02 00:00:00 2026-04-06 14:15:19.597000 2026-04-06 13:19:24 396919.597 NaN 21958 NASDAQ_micro caleb_strategy_v3 2026-04-02 00:00:00 2026-04-06 15:00:40.297000 2026-04-06 14:00:40 399640.297 NaN 21959 LIVECOW caleb_strategy_v3 2026-04-02 00:00:00 2026-04-06 15:30:49.665000 2026-04-06 14:30:49 401449.665 NaN 21960 REDWHEAT caleb_strategy_v3 2026-04-02 00:00:00 2026-04-06 15:30:50.777000 2026-04-06 14:30:51 401450.777 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 21954 NIKKEI caleb_strategy_v3 [-1] 53310.0 None 53827.5 53825.0 53830.0 53830.0 53805.0 517.5 -2.5 -20.0 -25.0 NaN -22.5 21955 COTTON2 caleb_strategy_v3 [1] 73.05 None 73.31 73.32 73.3 73.3 73.39 -0.26 -0.01 -0.07 -0.09 NaN -0.08 21956 GOLD_micro caleb_strategy_v3 [-1] 4702.7 None 4704.2 4704.1 4704.3 4704.3 4693.8 1.5 -0.1 -10.3 -10.5 NaN -10.4 21957 HEATOIL caleb_strategy_v3 [-1] 3.6225 None 3.58425 3.5825 3.586 3.586 3.5783 -0.03825 -0.00175 -0.0042 -0.0077 NaN -0.00595 21958 NASDAQ_micro caleb_strategy_v3 [-1] 24218.0 None 24359.5 24359.25 24359.75 24359.75 24421.25 141.5 -0.25 62.0 61.5 NaN 61.75 21959 LIVECOW caleb_strategy_v3 [-1] 246.325 None 246.675 246.65 246.7 246.7 246.8 0.35 -0.025 0.15 0.1 NaN 0.125 21960 REDWHEAT caleb_strategy_v3 [1] 644.0 None 634.125 634.25 634.0 634.0 632.75 9.875 -0.125 1.5 1.25 NaN 1.375 =============================================================================================================================================================== 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 21954 NIKKEI caleb_strategy_v3 [-1] 16939.826864 305.493087 -1.475812 -11.806496 -14.75812 NaN -13.282308 21955 COTTON2 caleb_strategy_v3 [1] 10.359238 -250.983717 -9.65322 -67.572539 -86.878979 NaN -77.225759 21956 GOLD_micro caleb_strategy_v3 [-1] 1487.270634 10.085589 -0.672373 -69.254376 -70.599121 NaN -69.926749 21957 HEATOIL caleb_strategy_v3 [-1] 1.850071 -206.748854 -9.459098 -22.701835 -41.620031 NaN -32.160933 21958 NASDAQ_micro caleb_strategy_v3 [-1] 5017.637433 282.00523 -0.498242 123.564129 122.567644 NaN 123.065887 21959 LIVECOW caleb_strategy_v3 [-1] 34.155247 102.473275 -7.31952 43.917118 29.278079 NaN 36.597598 21960 REDWHEAT caleb_strategy_v3 [1] 172.29758 573.136314 -7.25489 87.058681 72.548901 NaN 79.803791 ========================================================================================================================================================================= 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 21954 NIKKEI caleb_strategy_v3 [-1] 0.626712 324.323308 -1.566779 -12.534234 -15.667793 NaN -14.101013 21955 COTTON2 caleb_strategy_v3 [1] 500.0 -130.0 -5.0 -35.0 -45.0 NaN -40.0 21956 GOLD_micro caleb_strategy_v3 [-1] 10.0 15.0 -1.0 -103.0 -105.0 NaN -104.0 21957 HEATOIL caleb_strategy_v3 [-1] 42000.0 -1606.5 -73.5 -176.4 -323.4 NaN -249.9 21958 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 283.0 -0.5 124.0 123.0 NaN 123.5 21959 LIVECOW caleb_strategy_v3 [-1] 400.0 140.0 -10.0 60.0 40.0 NaN 50.0 21960 REDWHEAT caleb_strategy_v3 [1] 50.0 493.75 -6.25 75.0 62.5 NaN 68.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COTTON2 -130.0 GOLD_micro 15.0 HEATOIL -1606.5 LIVECOW 140.0 NASDAQ_micro 283.0 NIKKEI 324.323308 REDWHEAT 493.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -480.426692 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COTTON2 -5.0 GOLD_micro -1.0 HEATOIL -73.5 LIVECOW -10.0 NASDAQ_micro -0.5 NIKKEI -1.566779 REDWHEAT -6.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -97.816779 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COTTON2 -35.0 GOLD_micro -103.0 HEATOIL -176.4 LIVECOW 60.0 NASDAQ_micro 124.0 NIKKEI -12.534234 REDWHEAT 75.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -67.934234 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COTTON2 -45.0 GOLD_micro -105.0 HEATOIL -323.4 LIVECOW 40.0 NASDAQ_micro 123.0 NIKKEI -15.667793 REDWHEAT 62.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -263.567793 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COTTON2 0 GOLD_micro 0 HEATOIL 0 LIVECOW 0 NASDAQ_micro 0 NIKKEI 0 REDWHEAT 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 COTTON2 -40.0 GOLD_micro -104.0 HEATOIL -249.9 LIVECOW 50.0 NASDAQ_micro 123.5 NIKKEI -14.101013 REDWHEAT 68.75 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -165.751013 ******************************************************************************** END OF REPORT ********************************************************************************