******************************************************************************** Trades report produced on 15/04/2026 21:36 from 14/04/2026 21:36 to 15/04/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22065 COPPER caleb_strategy_v3 [20260700] 2026-04-15 13:03:09.000 [1] 6.151000 22063 COTTON2 caleb_strategy_v3 [20260700] 2026-04-15 13:03:04.000 [-1] 77.590000 22061 DAX caleb_strategy_v3 [20260600] 2026-04-15 07:05:58.000 [-1] 24248.000000 22066 DOW caleb_strategy_v3 [20260600] 2026-04-15 14:00:39.000 [1] 48633.000000 22060 EUROSTX caleb_strategy_v3 [20260600] 2026-04-15 07:00:28.000 [-1] 5918.000000 22067 GBP caleb_strategy_v3 [20260600] 2026-04-15 14:00:40.000 [1] 1.355800 22064 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-15 13:03:08.000 [-1] 4833.500000 22071 JPY caleb_strategy_v3 [20260600] 2026-04-15 14:07:56.000 [-1] 0.006321 22077 LIVECOW caleb_strategy_v3 [20260600] 2026-04-15 14:30:08.000 [1] 251.425000 22069 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-15 14:07:55.000 [1] 26063.750000 22076 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-15 19:45:05.674 [0] NaN 22078 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-15 14:38:57.000 [1] 26130.000000 22068 RUSSELL caleb_strategy_v3 [20260600] 2026-04-15 14:00:40.000 [1] 2717.300000 22072 RUSSELL caleb_strategy_v3 [20260600] 2026-04-15 14:08:00.000 [1] 2717.400000 22073 RUSSELL caleb_strategy_v3 [20260600] 2026-04-15 14:09:00.000 [1] 2716.400000 22074 RUSSELL caleb_strategy_v3 [20260600] 2026-04-15 14:10:00.000 [1] 2716.400000 22075 RUSSELL caleb_strategy_v3 [20260600] 2026-04-15 14:11:01.000 [1] 2716.900000 22062 SUGAR11 caleb_strategy_v3 [20260700] 2026-04-15 13:03:04.000 [-1] 13.850000 22070 US5 caleb_strategy_v3 [20260600] 2026-04-15 14:07:56.000 [1] 108.406250 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22060 EUROSTX caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 08:00:28.575000 2026-04-15 07:00:28 115228.575 NaN 22061 DAX caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 08:00:29.601000 2026-04-15 07:05:58 115229.601 NaN 22062 SUGAR11 caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 14:00:34.125000 2026-04-15 13:03:04 136834.125 NaN 22063 COTTON2 caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 14:03:04.769000 2026-04-15 13:03:04 136984.769 NaN 22064 GOLD_micro caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 14:03:05.450000 2026-04-15 13:03:08 136985.45 NaN 22065 COPPER caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 14:03:08.937000 2026-04-15 13:03:09 136988.937 NaN 22066 DOW caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:00:39.425000 2026-04-15 14:00:39 140439.425 NaN 22067 GBP caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:00:40.141000 2026-04-15 14:00:40 140440.141 NaN 22070 US5 caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:07:55.969000 2026-04-15 14:07:56 140875.969 NaN 22071 JPY caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:07:56.669000 2026-04-15 14:07:56 140876.669 NaN 22068 RUSSELL caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:00:40.842000 2026-04-15 14:00:40 140440.842 NaN 22072 RUSSELL caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:08:00.521000 2026-04-15 14:08:00 140880.521 NaN 22073 RUSSELL caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:09:00.767000 2026-04-15 14:09:00 140940.767 NaN 22074 RUSSELL caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:10:00.921000 2026-04-15 14:10:00 141000.921 NaN 22075 RUSSELL caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:11:01.137000 2026-04-15 14:11:01 141061.137 NaN 22077 LIVECOW caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:30:07.977000 2026-04-15 14:30:08 142207.977 NaN 22076 NASDAQ_micro caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:20:02.874000 2026-04-15 19:45:05.674000 141602.874 15902.8 22069 NASDAQ_micro caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:00:41.541000 2026-04-15 14:07:55 140441.541 NaN 22078 NASDAQ_micro caleb_strategy_v3 2026-04-14 00:00:00 2026-04-15 15:37:08.760000 2026-04-15 14:38:57 142628.76 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 22060 EUROSTX caleb_strategy_v3 [-1] 5925.0 None 5918.5 5918.0 5919.0 NaN 5918.0 -6.5 -0.5 -0.0 NaN NaN -0.5 22061 DAX caleb_strategy_v3 [-1] 24221.0 None 24247.0 24246.0 24248.0 24248.0 24248.0 26.0 -1.0 2.0 -0.0 NaN 1.0 22062 SUGAR11 caleb_strategy_v3 [-1] 14.15 None 13.865 13.86 13.87 13.87 13.85 -0.285 -0.005 -0.01 -0.02 NaN -0.015 22063 COTTON2 caleb_strategy_v3 [-1] 76.47 None 77.44 77.43 77.45 77.45 77.59 0.97 -0.01 0.16 0.14 NaN 0.15 22064 GOLD_micro caleb_strategy_v3 [-1] 4860.6 None 4833.4 4833.3 4833.5 4833.5 4833.5 -27.2 -0.1 0.2 -0.0 NaN 0.1 22065 COPPER caleb_strategy_v3 [1] 6.1455 None 6.15125 6.152 6.1505 6.1505 6.151 -0.00575 -0.00075 0.001 -0.0005 NaN 0.00025 22066 DOW caleb_strategy_v3 [1] 48726.0 None 48657.0 48658.0 48656.0 48656.0 48633.0 69.0 -1.0 25.0 23.0 NaN 24.0 22067 GBP caleb_strategy_v3 [1] 1.3564 None 1.3559 1.356 1.3558 1.3558 1.3558 0.0005 -0.0001 0.0002 0.0 NaN 0.0001 22070 US5 caleb_strategy_v3 [1] 108.492188 None 108.417969 108.421875 108.414062 108.414062 108.40625 0.074219 -0.003906 0.015625 0.007812 NaN 0.011719 22071 JPY caleb_strategy_v3 [-1] 0.00633 None 0.00632 0.00632 0.00632 0.00632 0.006321 -0.000009 -0.0 0.000001 0.000001 NaN 0.000001 22068 RUSSELL caleb_strategy_v3 [1] 2713.2 None 2719.15 2719.2 2719.1 2719.1 2717.3 -5.95 -0.05 1.9 1.8 NaN 1.85 22072 RUSSELL caleb_strategy_v3 [1] 2713.2 None 2719.3 2719.4 2719.2 2719.2 2717.4 -6.1 -0.1 2.0 1.8 NaN 1.9 22073 RUSSELL caleb_strategy_v3 [1] 2713.2 None 2721.05 2721.1 2721.0 2721.0 2716.4 -7.85 -0.05 4.7 4.6 NaN 4.65 22074 RUSSELL caleb_strategy_v3 [1] 2713.2 None 2720.7 2720.8 2720.6 2720.6 2716.4 -7.5 -0.1 4.4 4.2 NaN 4.3 22075 RUSSELL caleb_strategy_v3 [1] 2713.2 None 2720.7 2720.8 2720.6 2720.6 2716.9 -7.5 -0.1 3.9 3.7 NaN 3.8 22077 LIVECOW caleb_strategy_v3 [1] 251.35 None 251.575 251.6 251.55 251.55 251.425 -0.225 -0.025 0.175 0.125 NaN 0.15 22076 NASDAQ_micro caleb_strategy_v3 [1] 25913.25 None 26067.25 26067.5 26067.0 26067.0 NaN -154.0 -0.25 NaN NaN NaN NaN 22069 NASDAQ_micro caleb_strategy_v3 [1] 25913.25 None 26039.5 26039.75 26039.25 26039.25 26063.75 -126.25 -0.25 -24.0 -24.5 NaN -24.25 22078 NASDAQ_micro caleb_strategy_v3 [1] 25913.25 None 26127.0 26127.25 26126.75 26126.75 26130.0 -213.75 -0.25 -2.75 -3.25 NaN -3.0 =============================================================================================================================================================== 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 22060 EUROSTX caleb_strategy_v3 [-1] 1277.053547 -50.898414 -3.915263 -0.0 NaN NaN -3.915263 22061 DAX caleb_strategy_v3 [-1] 5301.425149 49.043416 -1.886285 3.77257 -0.0 NaN 1.886285 22062 SUGAR11 caleb_strategy_v3 [-1] 4.096397 -695.733423 -12.20585 -24.411699 -48.823398 NaN -36.617549 22063 COTTON2 caleb_strategy_v3 [-1] 10.908703 889.198272 -9.166992 146.67188 128.337895 NaN 137.504887 22064 GOLD_micro caleb_strategy_v3 [-1] 1300.258775 -209.189129 -0.769078 1.538155 -0.0 NaN 0.769078 22065 COPPER caleb_strategy_v3 [1] 1.660644 -34.625115 -4.516319 6.021759 -3.01088 NaN 1.50544 22066 DOW caleb_strategy_v3 [1] 7347.500241 93.90949 -1.361007 34.025178 31.303163 NaN 32.66417 22067 GBP caleb_strategy_v3 [1] 0.100931 49.538828 -9.907766 19.815531 0.0 NaN 9.907766 22070 US5 caleb_strategy_v3 [1] 3.714719 199.796406 -10.5156 42.062401 21.031201 NaN 31.546801 22071 JPY caleb_strategy_v3 [-1] 0.00054 -171.241646 -4.628153 18.51261 9.256305 NaN 13.884458 22068 RUSSELL caleb_strategy_v3 [1] 541.479458 -109.884132 -0.923396 35.08905 33.242258 NaN 34.165654 22072 RUSSELL caleb_strategy_v3 [1] 541.479458 -112.65432 -1.846792 36.935843 33.242258 NaN 35.08905 22073 RUSSELL caleb_strategy_v3 [1] 541.479458 -144.973182 -0.923396 86.79923 84.952438 NaN 85.875834 22074 RUSSELL caleb_strategy_v3 [1] 541.479458 -138.50941 -1.846792 81.258854 77.565269 NaN 79.412061 22075 RUSSELL caleb_strategy_v3 [1] 541.479458 -138.50941 -1.846792 72.024893 68.331309 NaN 70.178101 22077 LIVECOW caleb_strategy_v3 [1] 31.461863 -71.515154 -7.946128 55.622897 39.730641 NaN 47.676769 22076 NASDAQ_micro caleb_strategy_v3 [1] 4916.568322 -313.226604 -0.508485 NaN NaN NaN NaN 22069 NASDAQ_micro caleb_strategy_v3 [1] 4916.568322 -256.784797 -0.508485 -48.814536 -49.831505 NaN -49.32302 22078 NASDAQ_micro caleb_strategy_v3 [1] 4916.568322 -434.754459 -0.508485 -5.593332 -6.610302 NaN -6.101817 ======================================================================================================================================================================== 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 22060 EUROSTX caleb_strategy_v3 [-1] 11.7947 -76.66555 -5.89735 -0.0 NaN NaN -5.89735 22061 DAX caleb_strategy_v3 [-1] 1.17947 30.66622 -1.17947 2.35894 -0.0 NaN 1.17947 22062 SUGAR11 caleb_strategy_v3 [-1] 1120.0 -319.2 -5.6 -11.2 -22.4 NaN -16.8 22063 COTTON2 caleb_strategy_v3 [-1] 500.0 485.0 -5.0 80.0 70.0 NaN 75.0 22064 GOLD_micro caleb_strategy_v3 [-1] 10.0 -272.0 -1.0 2.0 -0.0 NaN 1.0 22065 COPPER caleb_strategy_v3 [1] 25000.0 -143.75 -18.75 25.0 -12.5 NaN 6.25 22066 DOW caleb_strategy_v3 [1] 0.5 34.5 -0.5 12.5 11.5 NaN 12.0 22067 GBP caleb_strategy_v3 [1] 62500.0 31.25 -6.25 12.5 0.0 NaN 6.25 22070 US5 caleb_strategy_v3 [1] 1000.0 74.21875 -3.90625 15.625 7.8125 NaN 11.71875 22071 JPY caleb_strategy_v3 [-1] 12500000.0 -115.625 -3.125 12.5 6.25 NaN 9.375 22068 RUSSELL caleb_strategy_v3 [1] 5.0 -29.75 -0.25 9.5 9.0 NaN 9.25 22072 RUSSELL caleb_strategy_v3 [1] 5.0 -30.5 -0.5 10.0 9.0 NaN 9.5 22073 RUSSELL caleb_strategy_v3 [1] 5.0 -39.25 -0.25 23.5 23.0 NaN 23.25 22074 RUSSELL caleb_strategy_v3 [1] 5.0 -37.5 -0.5 22.0 21.0 NaN 21.5 22075 RUSSELL caleb_strategy_v3 [1] 5.0 -37.5 -0.5 19.5 18.5 NaN 19.0 22077 LIVECOW caleb_strategy_v3 [1] 400.0 -90.0 -10.0 70.0 50.0 NaN 60.0 22076 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -308.0 -0.5 NaN NaN NaN NaN 22069 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -252.5 -0.5 -48.0 -49.0 NaN -48.5 22078 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -427.5 -0.5 -5.5 -6.5 NaN -6.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COPPER -143.75 COTTON2 485.0 DAX 30.66622 DOW 34.5 EUROSTX -76.66555 GBP 31.25 GOLD_micro -272.0 JPY -115.625 LIVECOW -90.0 NASDAQ_micro -988.0 RUSSELL -174.5 SUGAR11 -319.2 US5 74.21875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -1524.10558 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COPPER -18.75 COTTON2 -5.0 DAX -1.17947 DOW -0.5 EUROSTX -5.89735 GBP -6.25 GOLD_micro -1.0 JPY -3.125 LIVECOW -10.0 NASDAQ_micro -1.5 RUSSELL -2.0 SUGAR11 -5.6 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -64.70807 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COPPER 25.0 COTTON2 80.0 DAX 2.35894 DOW 12.5 EUROSTX -0.0 GBP 12.5 GOLD_micro 2.0 JPY 12.5 LIVECOW 70.0 NASDAQ_micro -53.5 RUSSELL 84.5 SUGAR11 -11.2 US5 15.625 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 252.28394 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER -12.5 COTTON2 70.0 DAX -0.0 DOW 11.5 EUROSTX 0 GBP 0.0 GOLD_micro -0.0 JPY 6.25 LIVECOW 50.0 NASDAQ_micro -55.5 RUSSELL 80.5 SUGAR11 -22.4 US5 7.8125 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 135.6625 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER 0 COTTON2 0 DAX 0 DOW 0 EUROSTX 0 GBP 0 GOLD_micro 0 JPY 0 LIVECOW 0 NASDAQ_micro 0 RUSSELL 0 SUGAR11 0 US5 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 COPPER 6.25 COTTON2 75.0 DAX 1.17947 DOW 12.0 EUROSTX -5.89735 GBP 6.25 GOLD_micro 1.0 JPY 9.375 LIVECOW 60.0 NASDAQ_micro -54.5 RUSSELL 82.5 SUGAR11 -16.8 US5 11.71875 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 188.07587 ******************************************************************************** END OF REPORT ********************************************************************************