******************************************************************************** Trades report produced on 08/04/2026 21:35 from 07/04/2026 21:35 to 08/04/2026 21:35 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21972 DAX caleb_strategy_v3 [20260600] 2026-04-08 19:45:12.372 [0] NaN 21973 DAX caleb_strategy_v3 [20260600] 2026-04-08 07:22:07.000 [-1] 24247.00000 21974 DAX caleb_strategy_v3 [20260600] 2026-04-08 19:45:12.409 [0] NaN 21975 DAX caleb_strategy_v3 [20260600] 2026-04-08 08:03:51.000 [-1] 24157.00000 21977 MXP caleb_strategy_v3 [20260600] 2026-04-08 14:00:15.000 [1] 0.05705 21971 NIKKEI caleb_strategy_v3 [20260600] 2026-04-08 02:11:05.000 [1] 56345.00000 21976 SUGAR11 caleb_strategy_v3 [20260700] 2026-04-08 13:09:45.000 [-1] 14.52000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21971 NIKKEI caleb_strategy_v3 2026-04-07 00:00:00 2026-04-08 03:01:14.713000 2026-04-08 02:11:05 97274.713 NaN 21976 SUGAR11 caleb_strategy_v3 2026-04-07 00:00:00 2026-04-08 14:00:28.049000 2026-04-08 13:09:45 136828.049 NaN 21977 MXP caleb_strategy_v3 2026-04-07 00:00:00 2026-04-08 15:00:15.250000 2026-04-08 14:00:15 140415.25 NaN 21972 DAX caleb_strategy_v3 2026-04-07 00:00:00 2026-04-08 08:00:30.745000 2026-04-08 19:45:12.372000 115230.745 42281.627 21973 DAX caleb_strategy_v3 2026-04-07 00:00:00 2026-04-08 08:14:35.168000 2026-04-08 07:22:07 116075.168 NaN 21974 DAX caleb_strategy_v3 2026-04-07 00:00:00 2026-04-08 08:41:15.345000 2026-04-08 19:45:12.409000 117675.345 39837.064 21975 DAX caleb_strategy_v3 2026-04-07 00:00:00 2026-04-08 08:55:20.357000 2026-04-08 08:03:51 118520.357 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 21971 NIKKEI caleb_strategy_v3 [1] 53280.0 None 56177.5 56180.0 56175.0 56175.0 56345.0 -2897.5 -2.5 -165.0 -170.0 NaN -167.5 21976 SUGAR11 caleb_strategy_v3 [-1] 14.8 None 14.585 14.58 14.59 14.59 14.52 -0.215 -0.005 -0.06 -0.07 NaN -0.065 21977 MXP caleb_strategy_v3 [1] 0.056 None 0.057075 0.05708 0.05707 0.05707 0.05705 -0.001075 -0.000005 0.00003 0.00002 NaN 0.000025 21972 DAX caleb_strategy_v3 [-1] 23192.0 None 24336.5 24335.0 24338.0 24338.0 NaN 1144.5 -1.5 NaN NaN NaN NaN 21973 DAX caleb_strategy_v3 [-1] 23192.0 None 24319.0 24318.0 24320.0 24320.0 24247.0 1127.0 -1.0 -71.0 -73.0 NaN -72.0 21974 DAX caleb_strategy_v3 [-1] 23192.0 None 24298.0 24297.0 24299.0 24299.0 NaN 1106.0 -1.0 NaN NaN NaN NaN 21975 DAX caleb_strategy_v3 [-1] 23192.0 None 24224.0 24223.0 24225.0 24225.0 24157.0 1032.0 -1.0 -66.0 -68.0 NaN -67.0 ================================================================================================================================================================ 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 21971 NIKKEI caleb_strategy_v3 [1] 18435.669676 -1571.681447 -1.356067 -89.50041 -92.212544 NaN -90.856477 21976 SUGAR11 caleb_strategy_v3 [-1] 4.070381 -528.206057 -12.283862 -147.406341 -171.974065 NaN -159.690203 21977 MXP caleb_strategy_v3 [1] 0.006741 -1594.661277 -7.417029 44.502175 29.668117 NaN 37.085146 21972 DAX caleb_strategy_v3 [-1] 5768.27395 1984.129065 -2.600431 NaN NaN NaN NaN 21973 DAX caleb_strategy_v3 [-1] 5768.27395 1953.7907 -1.733621 -123.087081 -126.554322 NaN -124.820701 21974 DAX caleb_strategy_v3 [-1] 5768.27395 1917.384662 -1.733621 NaN NaN NaN NaN 21975 DAX caleb_strategy_v3 [-1] 5768.27395 1789.096719 -1.733621 -114.418976 -117.886218 NaN -116.152597 ========================================================================================================================================================================= 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 21971 NIKKEI caleb_strategy_v3 [1] 0.631503 -1829.7785 -1.578756 -104.197913 -107.355425 NaN -105.776669 21976 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -240.8 -5.6 -67.2 -78.4 NaN -72.8 21977 MXP caleb_strategy_v3 [1] 500000.0 -537.5 -2.5 15.0 10.0 NaN 12.5 21972 DAX caleb_strategy_v3 [-1] 1.16874 1337.62293 -1.75311 NaN NaN NaN NaN 21973 DAX caleb_strategy_v3 [-1] 1.16874 1317.16998 -1.16874 -82.98054 -85.31802 NaN -84.14928 21974 DAX caleb_strategy_v3 [-1] 1.16874 1292.62644 -1.16874 NaN NaN NaN NaN 21975 DAX caleb_strategy_v3 [-1] 1.16874 1206.13968 -1.16874 -77.13684 -79.47432 NaN -78.30558 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DAX 5153.55903 MXP -537.5 NIKKEI -1829.7785 SUGAR11 -240.8 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 2545.48053 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DAX -5.25933 MXP -2.5 NIKKEI -1.578756 SUGAR11 -5.6 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -14.938086 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DAX -160.11738 MXP 15.0 NIKKEI -104.197913 SUGAR11 -67.2 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -316.515293 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX -164.79234 MXP 10.0 NIKKEI -107.355425 SUGAR11 -78.4 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -340.547765 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 0 MXP 0 NIKKEI 0 SUGAR11 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 DAX -162.45486 MXP 12.5 NIKKEI -105.776669 SUGAR11 -72.8 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -328.531529 ******************************************************************************** END OF REPORT ********************************************************************************