******************************************************************************** Trades report produced on 10/04/2026 21:35 from 09/04/2026 21:35 to 10/04/2026 21:35 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22002 BOBL caleb_strategy_v3 [20260600] 2026-04-10 07:00:19.000 [1] 115.68000 22006 COPPER caleb_strategy_v3 [20260700] 2026-04-10 13:00:41.000 [-1] 5.94250 22001 DAX caleb_strategy_v3 [20260600] 2026-04-10 07:00:18.000 [1] 24021.00000 22004 DAX caleb_strategy_v3 [20260600] 2026-04-10 07:01:19.000 [1] 24011.00000 22003 EUROSTX caleb_strategy_v3 [20260600] 2026-04-10 07:01:18.000 [1] 5847.00000 22005 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-10 13:00:40.000 [-1] 4793.70000 22013 LEANHOG caleb_strategy_v3 [20260700] 2026-04-10 19:45:06.039 [0] NaN 22016 LEANHOG caleb_strategy_v3 [20260700] 2026-04-10 16:09:48.000 [-1] 106.90000 22015 MXP caleb_strategy_v3 [20260600] 2026-04-10 15:33:41.000 [1] 0.05755 22008 MXP caleb_strategy_v3 [20260600] 2026-04-10 14:02:00.000 [1] 0.05749 22014 MXP caleb_strategy_v3 [20260600] 2026-04-10 15:29:32.000 [1] 0.05756 22011 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-10 14:12:59.000 [-1] 25295.00000 22000 NIKKEI caleb_strategy_v3 [20260600] 2026-04-10 02:32:49.000 [-1] 56840.00000 21999 NIKKEI caleb_strategy_v3 [20260600] 2026-04-10 19:45:05.977 [0] NaN 21998 NIKKEI caleb_strategy_v3 [20260600] 2026-04-10 19:45:05.921 [0] NaN 22009 NZD caleb_strategy_v3 [20260600] 2026-04-10 14:11:15.000 [1] 0.58690 22007 RUSSELL caleb_strategy_v3 [20260600] 2026-04-10 14:00:52.000 [-1] 2650.10000 22012 RUSSELL caleb_strategy_v3 [20260600] 2026-04-10 14:13:06.000 [-1] 2649.00000 22010 SP400 caleb_strategy_v3 [20260600] 2026-04-10 14:11:16.000 [1] 3540.20000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22002 BOBL caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 08:00:19.705000 2026-04-10 07:00:19 115219.705 NaN 22003 EUROSTX caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 08:01:16.953000 2026-04-10 07:01:18 115276.953 NaN 22001 DAX caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 08:00:18.458000 2026-04-10 07:00:18 115218.458 NaN 22004 DAX caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 08:01:19.502000 2026-04-10 07:01:19 115279.502 NaN 22005 GOLD_micro caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 14:00:40.609000 2026-04-10 13:00:40 136840.609 NaN 22006 COPPER caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 14:00:41.445000 2026-04-10 13:00:41 136841.445 NaN 22009 NZD caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 15:02:00.721000 2026-04-10 14:11:15 140520.721 NaN 22010 SP400 caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 15:11:16.154000 2026-04-10 14:11:16 141076.154 NaN 22011 NASDAQ_micro caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 15:11:16.849000 2026-04-10 14:12:59 141076.849 NaN 22012 RUSSELL caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 15:13:03.884000 2026-04-10 14:13:06 141183.884 NaN 22007 RUSSELL caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 15:00:52.937000 2026-04-10 14:00:52 140452.937 NaN 22008 MXP caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 15:00:53.637000 2026-04-10 14:02:00 140453.637 NaN 22014 MXP caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 16:28:40.037000 2026-04-10 15:29:32 145720.037 NaN 22015 MXP caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 16:33:40.980000 2026-04-10 15:33:41 146020.98 NaN 22016 LEANHOG caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 17:09:48.644000 2026-04-10 16:09:48 148188.644 NaN 22013 LEANHOG caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 15:30:08.101000 2026-04-10 19:45:06.039000 142208.101 15297.938 22000 NIKKEI caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 03:23:22.918000 2026-04-10 02:32:49 98602.918 NaN 21998 NIKKEI caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 03:01:15.237000 2026-04-10 19:45:05.921000 97275.237 60230.684 21999 NIKKEI caleb_strategy_v3 2026-04-09 00:00:00 2026-04-10 03:12:19.387000 2026-04-10 19:45:05.977000 97939.387 59566.59 ================================================================================================================================================================================================================================= 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 22002 BOBL caleb_strategy_v3 [1] 115.73 None 115.685 115.69 115.68 115.68 115.68 0.045 -0.005 0.01 0.0 NaN 0.005 22003 EUROSTX caleb_strategy_v3 [1] 5849.0 None 5847.5 5848.0 5847.0 5847.0 5847.0 1.5 -0.5 1.0 0.0 NaN 0.5 22001 DAX caleb_strategy_v3 [1] 24047.0 None 24043.5 24045.0 24042.0 24042.0 24021.0 3.5 -1.5 24.0 21.0 NaN 22.5 22004 DAX caleb_strategy_v3 [1] 24047.0 None 24043.5 24045.0 24042.0 24042.0 24011.0 3.5 -1.5 34.0 31.0 NaN 32.5 22005 GOLD_micro caleb_strategy_v3 [-1] 4797.3 None 4791.7 4791.5 4791.9 4791.9 4793.7 -5.6 -0.2 2.2 1.8 NaN 2.0 22006 COPPER caleb_strategy_v3 [-1] 5.8215 None 5.95275 5.952 5.9535 NaN 5.9425 0.13125 -0.00075 -0.0095 NaN NaN -0.01025 22009 NZD caleb_strategy_v3 [1] 0.58695 None 0.586925 0.58695 0.5869 0.5869 0.5869 0.000025 -0.000025 0.00005 0.0 NaN 0.000025 22010 SP400 caleb_strategy_v3 [1] 3553.5 None 3543.75 3544.2 3543.3 3543.3 3540.2 9.75 -0.45 4.0 3.1 NaN 3.55 22011 NASDAQ_micro caleb_strategy_v3 [-1] 25185.75 None 25312.0 25311.75 25312.25 25312.25 25295.0 126.25 -0.25 -16.75 -17.25 NaN -17.0 22012 RUSSELL caleb_strategy_v3 [-1] 2647.8 None 2649.7 2649.6 2649.8 2649.8 2649.0 1.9 -0.1 -0.6 -0.8 NaN -0.7 22007 RUSSELL caleb_strategy_v3 [-1] 2647.8 None 2650.0 2649.9 2650.1 2650.1 2650.1 2.2 -0.1 0.2 -0.0 NaN 0.1 22008 MXP caleb_strategy_v3 [1] 0.05724 None 0.057495 0.0575 0.05749 0.05749 0.05749 -0.000255 -0.000005 0.00001 0.0 NaN 0.000005 22014 MXP caleb_strategy_v3 [1] 0.05724 None 0.057565 0.05757 0.05756 0.05756 0.05756 -0.000325 -0.000005 0.00001 0.0 NaN 0.000005 22015 MXP caleb_strategy_v3 [1] 0.05724 None 0.057585 0.05759 0.05758 0.05758 0.05755 -0.000345 -0.000005 0.00004 0.00003 NaN 0.000035 22016 LEANHOG caleb_strategy_v3 [-1] 107.0 None 106.8625 106.85 106.875 106.875 106.9 -0.1375 -0.0125 0.05 0.025 NaN 0.0375 22013 LEANHOG caleb_strategy_v3 [-1] 107.0 None 107.0125 107.0 107.025 107.025 NaN 0.0125 -0.0125 NaN NaN NaN NaN 22000 NIKKEI caleb_strategy_v3 [-1] 56640.0 None 56922.5 56920.0 56925.0 56925.0 56840.0 282.5 -2.5 -80.0 -85.0 NaN -82.5 21998 NIKKEI caleb_strategy_v3 [-1] 56640.0 None 56992.5 56990.0 56995.0 56995.0 NaN 352.5 -2.5 NaN NaN NaN NaN 21999 NIKKEI caleb_strategy_v3 [-1] 56640.0 None 56982.5 56980.0 56985.0 56985.0 NaN 342.5 -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 22002 BOBL caleb_strategy_v3 [1] 5.108158 88.094386 -9.788265 19.57653 0.0 NaN 9.788265 22003 EUROSTX caleb_strategy_v3 [1] 1330.428493 11.274563 -3.758188 7.516375 0.0 NaN 3.758188 22001 DAX caleb_strategy_v3 [1] 5637.562959 6.208356 -2.660724 42.571587 37.250138 NaN 39.910862 22004 DAX caleb_strategy_v3 [1] 5637.562959 6.208356 -2.660724 60.309748 54.988299 NaN 57.649024 22005 GOLD_micro caleb_strategy_v3 [-1] 1357.852204 -41.241602 -1.472914 16.202058 13.256229 NaN 14.729144 22006 COPPER caleb_strategy_v3 [-1] 1.725138 760.808838 -4.347479 -55.068068 NaN NaN -59.415547 22009 NZD caleb_strategy_v3 [1] 0.065028 3.844523 -3.844523 7.689045 0.0 NaN 3.844523 22010 SP400 caleb_strategy_v3 [1] 663.182302 147.018399 -6.785465 60.31524 46.744311 NaN 53.529776 22011 NASDAQ_micro caleb_strategy_v3 [-1] 5019.428262 251.52267 -0.498065 -33.370334 -34.366464 NaN -33.868399 22012 RUSSELL caleb_strategy_v3 [-1] 563.999762 33.687957 -1.77305 -10.638302 -14.184403 NaN -12.411353 22007 RUSSELL caleb_strategy_v3 [-1] 563.999762 39.007109 -1.77305 3.546101 -0.0 NaN 1.77305 22008 MXP caleb_strategy_v3 [1] 0.006544 -389.641051 -7.640021 15.280041 0.0 NaN 7.640021 22014 MXP caleb_strategy_v3 [1] 0.006544 -496.60134 -7.640021 15.280041 0.0 NaN 7.640021 22015 MXP caleb_strategy_v3 [1] 0.006544 -527.161422 -7.640021 61.120165 45.840124 NaN 53.480144 22016 LEANHOG caleb_strategy_v3 [-1] 16.077961 -85.520792 -7.774617 31.09847 15.549235 NaN 23.323852 22013 LEANHOG caleb_strategy_v3 [-1] 16.077961 7.774617 -7.774617 NaN NaN NaN NaN 22000 NIKKEI caleb_strategy_v3 [-1] 17444.47927 161.942352 -1.433118 -45.859781 -48.726017 NaN -47.292899 21998 NIKKEI caleb_strategy_v3 [-1] 17444.47927 202.06966 -1.433118 NaN NaN NaN NaN 21999 NIKKEI caleb_strategy_v3 [-1] 17444.47927 196.337188 -1.433118 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 22002 BOBL caleb_strategy_v3 [1] 1169.04 52.6068 -5.8452 11.6904 0.0 NaN 5.8452 22003 EUROSTX caleb_strategy_v3 [1] 11.6904 17.5356 -5.8452 11.6904 0.0 NaN 5.8452 22001 DAX caleb_strategy_v3 [1] 1.16904 4.09164 -1.75356 28.05696 24.54984 NaN 26.3034 22004 DAX caleb_strategy_v3 [1] 1.16904 4.09164 -1.75356 39.74736 36.24024 NaN 37.9938 22005 GOLD_micro caleb_strategy_v3 [-1] 10.0 -56.0 -2.0 22.0 18.0 NaN 20.0 22006 COPPER caleb_strategy_v3 [-1] 25000.0 3281.25 -18.75 -237.5 NaN NaN -256.25 22009 NZD caleb_strategy_v3 [1] 100000.0 2.5 -2.5 5.0 0.0 NaN 2.5 22010 SP400 caleb_strategy_v3 [1] 100.0 975.0 -45.0 400.0 310.0 NaN 355.0 22011 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 252.5 -0.5 -33.5 -34.5 NaN -34.0 22012 RUSSELL caleb_strategy_v3 [-1] 5.0 9.5 -0.5 -3.0 -4.0 NaN -3.5 22007 RUSSELL caleb_strategy_v3 [-1] 5.0 11.0 -0.5 1.0 -0.0 NaN 0.5 22008 MXP caleb_strategy_v3 [1] 500000.0 -127.5 -2.5 5.0 0.0 NaN 2.5 22014 MXP caleb_strategy_v3 [1] 500000.0 -162.5 -2.5 5.0 0.0 NaN 2.5 22015 MXP caleb_strategy_v3 [1] 500000.0 -172.5 -2.5 20.0 15.0 NaN 17.5 22016 LEANHOG caleb_strategy_v3 [-1] 400.0 -55.0 -5.0 20.0 10.0 NaN 15.0 22013 LEANHOG caleb_strategy_v3 [-1] 400.0 5.0 -5.0 NaN NaN NaN NaN 22000 NIKKEI caleb_strategy_v3 [-1] 0.627845 177.366191 -1.569612 -50.227594 -53.366818 NaN -51.797206 21998 NIKKEI caleb_strategy_v3 [-1] 0.627845 221.315335 -1.569612 NaN NaN NaN NaN 21999 NIKKEI caleb_strategy_v3 [-1] 0.627845 215.036886 -1.569612 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BOBL 52.6068 COPPER 3281.25 DAX 8.18328 EUROSTX 17.5356 GOLD_micro -56.0 LEANHOG -50.0 MXP -462.5 NASDAQ_micro 252.5 NIKKEI 613.718412 NZD 2.5 RUSSELL 20.5 SP400 975.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 4655.294092 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BOBL -5.8452 COPPER -18.75 DAX -3.50712 EUROSTX -5.8452 GOLD_micro -2.0 LEANHOG -10.0 MXP -7.5 NASDAQ_micro -0.5 NIKKEI -4.708837 NZD -2.5 RUSSELL -1.0 SP400 -45.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -107.156357 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BOBL 11.6904 COPPER -237.5 DAX 67.80432 EUROSTX 11.6904 GOLD_micro 22.0 LEANHOG 20.0 MXP 30.0 NASDAQ_micro -33.5 NIKKEI -50.227594 NZD 5.0 RUSSELL -2.0 SP400 400.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 244.957526 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0.0 COPPER 0 DAX 60.79008 EUROSTX 0.0 GOLD_micro 18.0 LEANHOG 10.0 MXP 15.0 NASDAQ_micro -34.5 NIKKEI -53.366818 NZD 0.0 RUSSELL -4.0 SP400 310.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 321.923262 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BOBL 0 COPPER 0 DAX 0 EUROSTX 0 GOLD_micro 0 LEANHOG 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 NZD 0 RUSSELL 0 SP400 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 5.8452 COPPER -256.25 DAX 64.2972 EUROSTX 5.8452 GOLD_micro 20.0 LEANHOG 15.0 MXP 22.5 NASDAQ_micro -34.0 NIKKEI -51.797206 NZD 2.5 RUSSELL -3.0 SP400 355.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 145.940394 ******************************************************************************** END OF REPORT ********************************************************************************