******************************************************************************** Trades report produced on 09/04/2026 21:35 from 08/04/2026 21:35 to 09/04/2026 21:35 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21979 BOBL caleb_strategy_v3 [20260600] 2026-04-09 07:01:39 [1] 115.810000 21983 BOBL caleb_strategy_v3 [20260600] 2026-04-09 07:10:51 [1] 115.820000 21987 COPPER caleb_strategy_v3 [20260700] 2026-04-09 13:20:39 [1] 5.798500 21980 DAX caleb_strategy_v3 [20260600] 2026-04-09 07:01:49 [-1] 24173.000000 21981 DAX caleb_strategy_v3 [20260600] 2026-04-09 07:02:49 [-1] 24161.000000 21982 DAX caleb_strategy_v3 [20260600] 2026-04-09 07:03:49 [-1] 24147.000000 21985 GASOLINE caleb_strategy_v3 [20260700] 2026-04-09 13:04:40 [1] 2.874800 21984 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-09 13:00:18 [1] 4767.700000 21988 HEATOIL caleb_strategy_v3 [20260700] 2026-04-09 13:20:40 [-1] 3.538000 21996 MXP caleb_strategy_v3 [20260600] 2026-04-09 14:03:04 [1] 0.057140 21990 MXP caleb_strategy_v3 [20260600] 2026-04-09 14:00:05 [1] 0.057130 21995 MXP caleb_strategy_v3 [20260600] 2026-04-09 14:02:05 [1] 0.057150 21993 MXP caleb_strategy_v3 [20260600] 2026-04-09 14:01:04 [1] 0.057140 21992 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-09 14:01:03 [1] 25018.500000 21994 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-09 14:02:04 [1] 25025.250000 21989 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-09 14:00:04 [1] 25033.250000 21978 NIKKEI caleb_strategy_v3 [20260600] 2026-04-09 02:10:44 [1] 56110.000000 21986 SUGAR11 caleb_strategy_v3 [20260700] 2026-04-09 13:13:49 [-1] 14.250000 21991 US5 caleb_strategy_v3 [20260600] 2026-04-09 14:00:06 [1] 108.210938 21997 WHEAT caleb_strategy_v3 [20261200] 2026-04-09 14:35:02 [-1] 622.750000 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21978 NIKKEI caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 03:01:14.989000 2026-04-09 02:10:44 97274.989 NaN 21980 DAX caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 08:01:49.161000 2026-04-09 07:01:49 115309.161 NaN 21981 DAX caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 08:02:49.490000 2026-04-09 07:02:49 115369.49 NaN 21982 DAX caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 08:03:49.560000 2026-04-09 07:03:49 115429.56 NaN 21979 BOBL caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 08:00:11.669000 2026-04-09 07:01:39 115211.669 NaN 21983 BOBL caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 08:10:50.926000 2026-04-09 07:10:51 115850.926 NaN 21984 GOLD_micro caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 14:00:18.881000 2026-04-09 13:00:18 136818.881 NaN 21985 GASOLINE caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 14:00:19.976000 2026-04-09 13:04:40 136819.976 NaN 21986 SUGAR11 caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 14:04:41.425000 2026-04-09 13:13:49 137081.425 NaN 21987 COPPER caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 14:13:50.446000 2026-04-09 13:20:39 137630.446 NaN 21988 HEATOIL caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 14:20:40.131000 2026-04-09 13:20:40 138040.131 NaN 21991 US5 caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 15:00:06.864000 2026-04-09 14:00:06 140406.864 NaN 21992 NASDAQ_micro caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 15:01:03.845000 2026-04-09 14:01:03 140463.845 NaN 21994 NASDAQ_micro caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 15:02:04.157000 2026-04-09 14:02:04 140524.157 NaN 21989 NASDAQ_micro caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 15:00:04.674000 2026-04-09 14:00:04 140404.674 NaN 21993 MXP caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 15:01:04.413000 2026-04-09 14:01:04 140464.413 NaN 21995 MXP caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 15:02:04.773000 2026-04-09 14:02:05 140524.773 NaN 21996 MXP caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 15:03:04.579000 2026-04-09 14:03:04 140584.579 NaN 21990 MXP caleb_strategy_v3 2026-04-08 00:00:00 2026-04-09 15:00:05.790000 2026-04-09 14:00:05 140405.79 NaN 21997 WHEAT caleb_strategy_v3 2026-04-07 00:00:00 2026-04-09 15:30:10.502000 2026-04-09 14:35:02 228610.502 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 21978 NIKKEI caleb_strategy_v3 [1] 56715.0 None 55997.5 56000.0 55995.0 55995.0 56110.0 717.5 -2.5 -110.0 -115.0 NaN -112.5 21980 DAX caleb_strategy_v3 [-1] 24147.0 None 24101.5 24100.0 24103.0 24103.0 24173.0 -45.5 -1.5 73.0 70.0 NaN 71.5 21981 DAX caleb_strategy_v3 [-1] 24147.0 None 24086.5 24085.0 24088.0 24088.0 24161.0 -60.5 -1.5 76.0 73.0 NaN 74.5 21982 DAX caleb_strategy_v3 [-1] 24147.0 None 24088.5 24087.0 24090.0 24090.0 24147.0 -58.5 -1.5 60.0 57.0 NaN 58.5 21979 BOBL caleb_strategy_v3 [1] 115.86 None 115.815 115.82 115.81 115.81 115.81 0.045 -0.005 0.01 0.0 NaN 0.005 21983 BOBL caleb_strategy_v3 [1] 115.86 None 115.835 115.84 115.83 115.83 115.82 0.025 -0.005 0.02 0.01 NaN 0.015 21984 GOLD_micro caleb_strategy_v3 [1] 4730.0 None 4768.1 4768.2 4768.0 4768.0 4767.7 -38.1 -0.1 0.5 0.3 NaN 0.4 21985 GASOLINE caleb_strategy_v3 [1] 2.8308 None 2.87405 2.8745 2.8736 2.8736 2.8748 -0.04325 -0.00045 -0.0003 -0.0012 NaN -0.00075 21986 SUGAR11 caleb_strategy_v3 [-1] 14.49 None 14.285 14.28 14.29 14.29 14.25 -0.205 -0.005 -0.03 -0.04 NaN -0.035 21987 COPPER caleb_strategy_v3 [1] 5.801 None 5.78825 5.789 5.7875 5.7875 5.7985 0.01275 -0.00075 -0.0095 -0.011 NaN -0.01025 21988 HEATOIL caleb_strategy_v3 [-1] 3.4242 None 3.53355 3.5328 3.5343 3.5343 3.538 0.10935 -0.00075 0.0052 0.0037 NaN 0.00445 21991 US5 caleb_strategy_v3 [1] 108.28125 None 108.269531 108.273438 108.265625 108.265625 108.210938 0.011719 -0.003906 0.0625 0.054687 NaN 0.058593 21992 NASDAQ_micro caleb_strategy_v3 [1] 24962.0 None 25070.75 25071.0 25070.5 25070.5 25018.5 -108.75 -0.25 52.5 52.0 NaN 52.25 21994 NASDAQ_micro caleb_strategy_v3 [1] 24962.0 None 25070.75 25071.0 25070.5 25070.5 25025.25 -108.75 -0.25 45.75 45.25 NaN 45.5 21989 NASDAQ_micro caleb_strategy_v3 [1] 24962.0 None 25070.75 25071.0 25070.5 25070.5 25033.25 -108.75 -0.25 37.75 37.25 NaN 37.5 21993 MXP caleb_strategy_v3 [1] 0.05693 None 0.057195 0.0572 0.05719 0.05719 0.05714 -0.000265 -0.000005 0.00006 0.00005 NaN 0.000055 21995 MXP caleb_strategy_v3 [1] 0.05693 None 0.057175 0.05718 0.05717 0.05717 0.05715 -0.000245 -0.000005 0.00003 0.00002 NaN 0.000025 21996 MXP caleb_strategy_v3 [1] 0.05693 None 0.057145 0.05715 0.05714 0.05714 0.05714 -0.000215 -0.000005 0.00001 0.0 NaN 0.000005 21990 MXP caleb_strategy_v3 [1] 0.05693 None 0.057195 0.0572 0.05719 0.05719 0.05713 -0.000265 -0.000005 0.00007 0.00006 NaN 0.000065 21997 WHEAT caleb_strategy_v3 [-1] 638.75 None 623.875 623.75 624.0 624.0 622.75 -14.875 -0.125 -1.0 -1.25 NaN -1.125 ================================================================================================================================================================ 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 21978 NIKKEI caleb_strategy_v3 [1] 17633.533265 406.895197 -1.417753 -62.381145 -65.216652 NaN -63.798899 21980 DAX caleb_strategy_v3 [-1] 5744.232883 -79.20988 -2.611315 127.083984 121.861355 NaN 124.472669 21981 DAX caleb_strategy_v3 [-1] 5744.232883 -105.323028 -2.611315 132.306614 127.083984 NaN 129.695299 21982 DAX caleb_strategy_v3 [-1] 5744.232883 -101.841275 -2.611315 104.45259 99.22996 NaN 101.841275 21979 BOBL caleb_strategy_v3 [1] 5.121832 87.859183 -9.762131 19.524263 0.0 NaN 9.762131 21983 BOBL caleb_strategy_v3 [1] 5.121832 48.810657 -9.762131 39.048526 19.524263 NaN 29.286394 21984 GOLD_micro caleb_strategy_v3 [1] 1395.725857 -272.976243 -0.716473 3.582365 2.149419 NaN 2.865892 21985 GASOLINE caleb_strategy_v3 [1] 1.26187 -342.745186 -3.566135 -2.377423 -9.509693 NaN -5.943558 21986 SUGAR11 caleb_strategy_v3 [-1] 4.137014 -495.526515 -12.086013 -72.516075 -96.6881 NaN -84.602088 21987 COPPER caleb_strategy_v3 [1] 1.726808 73.835638 -4.343273 -55.014789 -63.701335 NaN -59.358062 21988 HEATOIL caleb_strategy_v3 [-1] 1.824095 599.475219 -4.111627 28.507281 20.284027 NaN 24.395654 21991 US5 caleb_strategy_v3 [1] 3.882282 30.185207 -10.061736 160.986485 140.863013 NaN 150.924749 21992 NASDAQ_micro caleb_strategy_v3 [1] 5123.584576 -212.253742 -0.48794 102.467324 101.491445 NaN 101.979384 21994 NASDAQ_micro caleb_strategy_v3 [1] 5123.584576 -212.253742 -0.48794 89.292954 88.317074 NaN 88.805014 21989 NASDAQ_micro caleb_strategy_v3 [1] 5123.584576 -212.253742 -0.48794 73.678885 72.703006 NaN 73.190946 21993 MXP caleb_strategy_v3 [1] 0.006679 -396.756538 -7.485972 89.831669 74.859724 NaN 82.345697 21995 MXP caleb_strategy_v3 [1] 0.006679 -366.812648 -7.485972 44.915834 29.94389 NaN 37.429862 21996 MXP caleb_strategy_v3 [1] 0.006679 -321.896814 -7.485972 14.971945 0.0 NaN 7.485972 21990 MXP caleb_strategy_v3 [1] 0.006679 -396.756538 -7.485972 104.803614 89.831669 NaN 97.317641 21997 WHEAT caleb_strategy_v3 [-1] 146.888552 -1012.672518 -8.509853 -68.078825 -85.098531 NaN -76.588678 ========================================================================================================================================================================= 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 21978 NIKKEI caleb_strategy_v3 [1] 0.629608 451.743699 -1.57402 -69.256874 -72.404913 NaN -70.830894 21980 DAX caleb_strategy_v3 [-1] 1.166215 -53.062782 -1.749322 85.133695 81.63505 NaN 83.384372 21981 DAX caleb_strategy_v3 [-1] 1.166215 -70.556008 -1.749322 88.63234 85.133695 NaN 86.883017 21982 DAX caleb_strategy_v3 [-1] 1.166215 -68.223578 -1.749322 69.9729 66.474255 NaN 68.223578 21979 BOBL caleb_strategy_v3 [1] 1166.215 52.479675 -5.831075 11.66215 0.0 NaN 5.831075 21983 BOBL caleb_strategy_v3 [1] 1166.215 29.155375 -5.831075 23.3243 11.66215 NaN 17.493225 21984 GOLD_micro caleb_strategy_v3 [1] 10.0 -381.0 -1.0 5.0 3.0 NaN 4.0 21985 GASOLINE caleb_strategy_v3 [1] 42000.0 -1816.5 -18.9 -12.6 -50.4 NaN -31.5 21986 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -229.6 -5.6 -33.6 -44.8 NaN -39.2 21987 COPPER caleb_strategy_v3 [1] 25000.0 318.75 -18.75 -237.5 -275.0 NaN -256.25 21988 HEATOIL caleb_strategy_v3 [-1] 42000.0 4592.7 -31.5 218.4 155.4 NaN 186.9 21991 US5 caleb_strategy_v3 [1] 1000.0 11.71875 -3.90625 62.4995 54.687 NaN 58.59325 21992 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -217.5 -0.5 105.0 104.0 NaN 104.5 21994 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -217.5 -0.5 91.5 90.5 NaN 91.0 21989 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -217.5 -0.5 75.5 74.5 NaN 75.0 21993 MXP caleb_strategy_v3 [1] 500000.0 -132.5 -2.5 30.0 25.0 NaN 27.5 21995 MXP caleb_strategy_v3 [1] 500000.0 -122.5 -2.5 15.0 10.0 NaN 12.5 21996 MXP caleb_strategy_v3 [1] 500000.0 -107.5 -2.5 5.0 0.0 NaN 2.5 21990 MXP caleb_strategy_v3 [1] 500000.0 -132.5 -2.5 35.0 30.0 NaN 32.5 21997 WHEAT caleb_strategy_v3 [-1] 50.0 -743.75 -6.25 -50.0 -62.5 NaN -56.25 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL 81.63505 COPPER 318.75 DAX -191.842368 GASOLINE -1816.5 GOLD_micro -381.0 HEATOIL 4592.7 MXP -495.0 NASDAQ_micro -652.5 NIKKEI 451.743699 SUGAR11 -229.6 US5 11.71875 WHEAT -743.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 946.355132 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -11.66215 COPPER -18.75 DAX -5.247967 GASOLINE -18.9 GOLD_micro -1.0 HEATOIL -31.5 MXP -10.0 NASDAQ_micro -1.5 NIKKEI -1.57402 SUGAR11 -5.6 US5 -3.90625 WHEAT -6.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -115.890387 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 34.98645 COPPER -237.5 DAX 243.738935 GASOLINE -12.6 GOLD_micro 5.0 HEATOIL 218.4 MXP 85.0 NASDAQ_micro 272.0 NIKKEI -69.256874 SUGAR11 -33.6 US5 62.4995 WHEAT -50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 518.668011 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 11.66215 COPPER -275.0 DAX 233.243 GASOLINE -50.4 GOLD_micro 3.0 HEATOIL 155.4 MXP 65.0 NASDAQ_micro 269.0 NIKKEI -72.404913 SUGAR11 -44.8 US5 54.687 WHEAT -62.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 286.887237 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 COPPER 0 DAX 0 GASOLINE 0 GOLD_micro 0 HEATOIL 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 SUGAR11 0 US5 0 WHEAT 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 BOBL 23.3243 COPPER -256.25 DAX 238.490967 GASOLINE -31.5 GOLD_micro 4.0 HEATOIL 186.9 MXP 75.0 NASDAQ_micro 270.5 NIKKEI -70.830894 SUGAR11 -39.2 US5 58.59325 WHEAT -56.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 402.777624 ******************************************************************************** END OF REPORT ********************************************************************************