******************************************************************************** Trades report produced on 14/04/2026 21:36 from 13/04/2026 21:36 to 14/04/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22047 CHF caleb_strategy_v3 [20260600] 2026-04-14 14:00:10.000 [1] 1.28980 22057 CORN caleb_strategy_v3 [20261200] 2026-04-14 14:30:40.000 [-1] 474.00000 22045 COTTON2 caleb_strategy_v3 [20260700] 2026-04-14 13:23:00.000 [1] 76.60000 22044 COTTON2 caleb_strategy_v3 [20260700] 2026-04-14 13:22:00.000 [1] 76.56000 22041 COTTON2 caleb_strategy_v3 [20260700] 2026-04-14 19:45:16.578 [0] NaN 22042 CRUDE_W caleb_strategy_v3 [20261200] 2026-04-14 13:10:55.000 [1] 76.84000 22040 DAX caleb_strategy_v3 [20260600] 2026-04-14 07:02:26.000 [-1] 24107.00000 22043 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-14 19:45:16.625 [0] NaN 22046 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-14 13:30:02.000 [1] 4807.00000 22056 LEANHOG caleb_strategy_v3 [20260700] 2026-04-14 14:30:37.000 [-1] 105.70000 22051 MXP caleb_strategy_v3 [20260600] 2026-04-14 14:06:54.000 [1] 0.05769 22055 MXP caleb_strategy_v3 [20260600] 2026-04-14 14:29:36.000 [1] 0.05768 22053 MXP caleb_strategy_v3 [20260600] 2026-04-14 14:19:29.000 [1] 0.05771 22054 MXP caleb_strategy_v3 [20260600] 2026-04-14 14:28:36.000 [1] 0.05768 22050 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-14 14:04:29.000 [1] 25716.50000 22052 RUSSELL caleb_strategy_v3 [20260600] 2026-04-14 14:07:14.000 [-1] 2705.80000 22049 RUSSELL caleb_strategy_v3 [20260600] 2026-04-14 14:04:28.000 [-1] 2705.00000 22058 SOYBEAN caleb_strategy_v3 [20261100] 2026-04-14 14:40:05.000 [-1] 1150.75000 22059 SOYMEAL caleb_strategy_v3 [20260800] 2026-04-14 14:40:06.000 [-1] 323.90000 22048 VIX caleb_strategy_v3 [20260700] 2026-04-14 14:04:27.000 [-1] 21.55000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22040 DAX caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 08:00:26.581000 2026-04-14 07:02:26 115226.581 NaN 22042 CRUDE_W caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 14:10:55.377000 2026-04-14 13:10:55 137455.377 NaN 22047 CHF caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:00:10.085000 2026-04-14 14:00:10 140410.085 NaN 22048 VIX caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:00:11.789000 2026-04-14 14:04:27 140411.789 NaN 22050 NASDAQ_micro caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:04:29.536000 2026-04-14 14:04:29 140669.536 NaN 22049 RUSSELL caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:04:28.457000 2026-04-14 14:04:28 140668.457 NaN 22052 RUSSELL caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:07:14.211000 2026-04-14 14:07:14 140834.211 NaN 22051 MXP caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:04:30.601000 2026-04-14 14:06:54 140670.601 NaN 22053 MXP caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:17:17.004000 2026-04-14 14:19:29 141437.004 NaN 22054 MXP caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:28:35.972000 2026-04-14 14:28:36 142115.972 NaN 22055 MXP caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:29:35.981000 2026-04-14 14:29:36 142175.981 NaN 22056 LEANHOG caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:30:36.893000 2026-04-14 14:30:37 142236.893 NaN 22057 CORN caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:30:38.991000 2026-04-14 14:30:40 142238.991 NaN 22058 SOYBEAN caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:30:41.001000 2026-04-14 14:40:05 142241.001 NaN 22059 SOYMEAL caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 15:40:05.773000 2026-04-14 14:40:06 142805.773 NaN 22041 COTTON2 caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 14:00:54.665000 2026-04-14 19:45:16.578000 136854.665 20661.913 22044 COTTON2 caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 14:22:00.402000 2026-04-14 13:22:00 138120.402 NaN 22045 COTTON2 caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 14:23:00.424000 2026-04-14 13:23:00 138180.424 NaN 22043 GOLD_micro caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 14:10:56.069000 2026-04-14 19:45:16.625000 137456.069 20060.556 22046 GOLD_micro caleb_strategy_v3 2026-04-13 00:00:00 2026-04-14 14:30:02.089000 2026-04-14 13:30:02 138602.089 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 22040 DAX caleb_strategy_v3 [-1] 24084.0 None 24113.5 24113.0 24114.0 24114.0 24107.0 29.5 -0.5 -6.0 -7.0 NaN -6.5 22042 CRUDE_W caleb_strategy_v3 [1] 76.79 None 76.905 76.92 76.89 76.89 76.84 -0.115 -0.015 0.08 0.05 NaN 0.065 22047 CHF caleb_strategy_v3 [1] 1.28505 None 1.2903 1.29035 1.29025 1.29025 1.2898 -0.00525 -0.00005 0.00055 0.00045 NaN 0.0005 22048 VIX caleb_strategy_v3 [-1] 22.0 None 21.625 21.6 21.65 21.65 21.55 -0.375 -0.025 -0.05 -0.1 NaN -0.075 22050 NASDAQ_micro caleb_strategy_v3 [1] 25445.5 None 25740.125 25740.25 25740.0 25740.0 25716.5 -294.625 -0.125 23.75 23.5 NaN 23.625 22049 RUSSELL caleb_strategy_v3 [-1] 2676.1 None 2703.8 2703.7 2703.9 2703.9 2705.0 27.7 -0.1 1.3 1.1 NaN 1.2 22052 RUSSELL caleb_strategy_v3 [-1] 2676.1 None 2703.8 2703.7 2703.9 2703.9 2705.8 27.7 -0.1 2.1 1.9 NaN 2.0 22051 MXP caleb_strategy_v3 [1] 0.0575 None 0.057675 0.05768 0.05767 0.05767 0.05769 -0.000175 -0.000005 -0.00001 -0.00002 NaN -0.000015 22053 MXP caleb_strategy_v3 [1] 0.0575 None 0.057675 0.05768 0.05767 0.05767 0.05771 -0.000175 -0.000005 -0.00003 -0.00004 NaN -0.000035 22054 MXP caleb_strategy_v3 [1] 0.0575 None 0.057705 0.05771 0.0577 0.0577 0.05768 -0.000205 -0.000005 0.00003 0.00002 NaN 0.000025 22055 MXP caleb_strategy_v3 [1] 0.0575 None 0.057705 0.05771 0.0577 0.0577 0.05768 -0.000205 -0.000005 0.00003 0.00002 NaN 0.000025 22056 LEANHOG caleb_strategy_v3 [-1] 106.025 None 105.4625 105.45 105.475 105.475 105.7 -0.5625 -0.0125 0.25 0.225 NaN 0.2375 22057 CORN caleb_strategy_v3 [-1] 471.25 None 473.125 473.0 473.25 473.25 474.0 1.875 -0.125 1.0 0.75 NaN 0.875 22058 SOYBEAN caleb_strategy_v3 [-1] 1148.0 None 1151.875 1151.75 1152.0 1152.0 1150.75 3.875 -0.125 -1.0 -1.25 NaN -1.125 22059 SOYMEAL caleb_strategy_v3 [-1] 324.0 None 325.35 325.3 325.4 NaN 323.9 1.35 -0.05 -1.4 NaN NaN -1.45 22041 COTTON2 caleb_strategy_v3 [1] 76.78 None 76.755 76.76 76.75 76.75 NaN 0.025 -0.005 NaN NaN NaN NaN 22044 COTTON2 caleb_strategy_v3 [1] 76.78 None 76.82 76.83 76.81 76.81 76.56 -0.04 -0.01 0.27 0.25 NaN 0.26 22045 COTTON2 caleb_strategy_v3 [1] 76.78 None 76.82 76.83 76.81 76.81 76.6 -0.04 -0.01 0.23 0.21 NaN 0.22 22043 GOLD_micro caleb_strategy_v3 [1] 4762.6 None 4794.3 4794.4 4794.2 4794.2 NaN -31.7 -0.1 NaN NaN NaN NaN 22046 GOLD_micro caleb_strategy_v3 [1] 4762.6 None 4809.8 4809.9 4809.7 4809.7 4807.0 -47.2 -0.1 2.9 2.7 NaN 2.8 =============================================================================================================================================================== 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 22040 DAX caleb_strategy_v3 [-1] 5440.968855 54.218285 -0.918954 -11.027448 -12.865356 NaN -11.946402 22042 CRUDE_W caleb_strategy_v3 [1] 22.067287 -52.113338 -6.797392 36.252757 22.657973 NaN 29.455365 22047 CHF caleb_strategy_v3 [1] 0.101724 -516.102905 -4.915266 54.067923 44.237392 NaN 49.152658 22048 VIX caleb_strategy_v3 [-1] 12.181904 -307.833655 -20.522244 -41.044487 -82.088975 NaN -61.566731 22050 NASDAQ_micro caleb_strategy_v3 [1] 4921.903851 -598.599666 -0.253967 48.253685 47.745752 NaN 47.999719 22049 RUSSELL caleb_strategy_v3 [-1] 550.986825 502.734344 -1.814925 23.594031 19.96418 NaN 21.779105 22052 RUSSELL caleb_strategy_v3 [-1] 550.986825 502.734344 -1.814925 38.113434 34.483583 NaN 36.298509 22051 MXP caleb_strategy_v3 [1] 0.006259 -279.575123 -7.987861 -15.975721 -31.951443 NaN -23.963582 22053 MXP caleb_strategy_v3 [1] 0.006259 -279.575123 -7.987861 -47.927164 -63.902885 NaN -55.915025 22054 MXP caleb_strategy_v3 [1] 0.006259 -327.502286 -7.987861 47.927164 31.951443 NaN 39.939303 22055 MXP caleb_strategy_v3 [1] 0.006259 -327.502286 -7.987861 47.927164 31.951443 NaN 39.939303 22056 LEANHOG caleb_strategy_v3 [-1] 15.48998 -363.13797 -8.069733 161.394653 145.255188 NaN 153.324921 22057 CORN caleb_strategy_v3 [-1] 59.709626 314.019717 -20.934648 167.477183 125.607887 NaN 146.542535 22058 SOYBEAN caleb_strategy_v3 [-1] 133.319303 290.655585 -9.375987 -75.007893 -93.759866 NaN -84.38388 22059 SOYMEAL caleb_strategy_v3 [-1] 66.20141 203.923149 -7.552709 -211.475858 NaN NaN -219.028568 22041 COTTON2 caleb_strategy_v3 [1] 11.0571 22.609906 -4.521981 NaN NaN NaN NaN 22044 COTTON2 caleb_strategy_v3 [1] 11.0571 -36.17585 -9.043962 244.186984 226.09906 NaN 235.143022 22045 COTTON2 caleb_strategy_v3 [1] 11.0571 -36.17585 -9.043962 208.011135 189.92321 NaN 198.967173 22043 GOLD_micro caleb_strategy_v3 [1] 1323.257474 -239.560332 -0.755711 NaN NaN NaN NaN 22046 GOLD_micro caleb_strategy_v3 [1] 1323.257474 -356.69551 -0.755711 21.915614 20.404192 NaN 21.159903 ======================================================================================================================================================================== 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 22040 DAX caleb_strategy_v3 [-1] 1.176425 34.704538 -0.588213 -7.05855 -8.234975 NaN -7.646763 22042 CRUDE_W caleb_strategy_v3 [1] 1000.0 -115.0 -15.0 80.0 50.0 NaN 65.0 22047 CHF caleb_strategy_v3 [1] 125000.0 -656.25 -6.25 68.75 56.25 NaN 62.5 22048 VIX caleb_strategy_v3 [-1] 1000.0 -375.0 -25.0 -50.0 -100.0 NaN -75.0 22050 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -589.25 -0.25 47.5 47.0 NaN 47.25 22049 RUSSELL caleb_strategy_v3 [-1] 5.0 138.5 -0.5 6.5 5.5 NaN 6.0 22052 RUSSELL caleb_strategy_v3 [-1] 5.0 138.5 -0.5 10.5 9.5 NaN 10.0 22051 MXP caleb_strategy_v3 [1] 500000.0 -87.5 -2.5 -5.0 -10.0 NaN -7.5 22053 MXP caleb_strategy_v3 [1] 500000.0 -87.5 -2.5 -15.0 -20.0 NaN -17.5 22054 MXP caleb_strategy_v3 [1] 500000.0 -102.5 -2.5 15.0 10.0 NaN 12.5 22055 MXP caleb_strategy_v3 [1] 500000.0 -102.5 -2.5 15.0 10.0 NaN 12.5 22056 LEANHOG caleb_strategy_v3 [-1] 400.0 -225.0 -5.0 100.0 90.0 NaN 95.0 22057 CORN caleb_strategy_v3 [-1] 50.0 93.75 -6.25 50.0 37.5 NaN 43.75 22058 SOYBEAN caleb_strategy_v3 [-1] 50.0 193.75 -6.25 -50.0 -62.5 NaN -56.25 22059 SOYMEAL caleb_strategy_v3 [-1] 100.0 135.0 -5.0 -140.0 NaN NaN -145.0 22041 COTTON2 caleb_strategy_v3 [1] 500.0 12.5 -2.5 NaN NaN NaN NaN 22044 COTTON2 caleb_strategy_v3 [1] 500.0 -20.0 -5.0 135.0 125.0 NaN 130.0 22045 COTTON2 caleb_strategy_v3 [1] 500.0 -20.0 -5.0 115.0 105.0 NaN 110.0 22043 GOLD_micro caleb_strategy_v3 [1] 10.0 -317.0 -1.0 NaN NaN NaN NaN 22046 GOLD_micro caleb_strategy_v3 [1] 10.0 -472.0 -1.0 29.0 27.0 NaN 28.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CHF -656.25 CORN 93.75 COTTON2 -27.5 CRUDE_W -115.0 DAX 34.704538 GOLD_micro -789.0 LEANHOG -225.0 MXP -380.0 NASDAQ_micro -589.25 RUSSELL 277.0 SOYBEAN 193.75 SOYMEAL 135.0 VIX -375.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -2422.795462 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CHF -6.25 CORN -6.25 COTTON2 -12.5 CRUDE_W -15.0 DAX -0.588213 GOLD_micro -2.0 LEANHOG -5.0 MXP -10.0 NASDAQ_micro -0.25 RUSSELL -1.0 SOYBEAN -6.25 SOYMEAL -5.0 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -95.088213 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CHF 68.75 CORN 50.0 COTTON2 250.0 CRUDE_W 80.0 DAX -7.05855 GOLD_micro 29.0 LEANHOG 100.0 MXP 10.0 NASDAQ_micro 47.5 RUSSELL 17.0 SOYBEAN -50.0 SOYMEAL -140.0 VIX -50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 405.19145 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 56.25 CORN 37.5 COTTON2 230.0 CRUDE_W 50.0 DAX -8.234975 GOLD_micro 27.0 LEANHOG 90.0 MXP -10.0 NASDAQ_micro 47.0 RUSSELL 15.0 SOYBEAN -62.5 SOYMEAL 0 VIX -100.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 372.015025 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CHF 0 CORN 0 COTTON2 0 CRUDE_W 0 DAX 0 GOLD_micro 0 LEANHOG 0 MXP 0 NASDAQ_micro 0 RUSSELL 0 SOYBEAN 0 SOYMEAL 0 VIX 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 62.5 CORN 43.75 COTTON2 240.0 CRUDE_W 65.0 DAX -7.646763 GOLD_micro 28.0 LEANHOG 95.0 MXP 0.0 NASDAQ_micro 47.25 RUSSELL 16.0 SOYBEAN -56.25 SOYMEAL -145.0 VIX -75.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 313.603237 ******************************************************************************** END OF REPORT ********************************************************************************