******************************************************************************** Trades report produced on 16/04/2026 21:36 from 15/04/2026 21:36 to 16/04/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22094 AUD caleb_strategy_v3 [20260600] 2026-04-16 14:06:44.000 [-1] 0.71695 22081 BTP caleb_strategy_v3 [20260600] 2026-04-16 07:00:30.000 [-1] 117.74000 22090 CHF caleb_strategy_v3 [20260600] 2026-04-16 14:06:41.000 [1] 1.28495 22087 COCOA caleb_strategy_v3 [20260700] 2026-04-16 13:27:32.000 [1] 3538.00000 22085 COCOA caleb_strategy_v3 [20260700] 2026-04-16 19:45:28.079 [0] NaN 22084 COTTON2 caleb_strategy_v3 [20260700] 2026-04-16 13:03:47.000 [-1] 77.68000 22083 CRUDE_W caleb_strategy_v3 [20261200] 2026-04-16 13:02:10.000 [1] 76.45000 22089 DOW caleb_strategy_v3 [20260600] 2026-04-16 14:06:41.000 [-1] 48626.00000 22086 DX caleb_strategy_v3 [20260600] 2026-04-16 13:14:15.000 [1] 98.00000 22093 GBP caleb_strategy_v3 [20260600] 2026-04-16 14:06:43.000 [1] 1.35450 22096 LIVECOW caleb_strategy_v3 [20260600] 2026-04-16 14:33:12.000 [1] 248.85000 22092 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-16 14:06:43.000 [1] 26348.00000 22080 NIKKEI caleb_strategy_v3 [20260600] 2026-04-16 02:02:16.000 [-1] 59400.00000 22079 NIKKEI caleb_strategy_v3 [20260600] 2026-04-16 02:01:16.000 [-1] 59380.00000 22082 OAT caleb_strategy_v3 [20260600] 2026-04-16 07:02:24.000 [1] 119.63000 22099 RUSSELL caleb_strategy_v3 [20260600] 2026-04-16 15:26:18.000 [1] 2730.20000 22091 RUSSELL caleb_strategy_v3 [20260600] 2026-04-16 14:06:42.000 [1] 2718.70000 22095 RUSSELL caleb_strategy_v3 [20260600] 2026-04-16 14:06:59.000 [1] 2718.50000 22097 SOYBEAN caleb_strategy_v3 [20261100] 2026-04-16 14:38:19.000 [1] 1159.50000 22098 SOYMEAL caleb_strategy_v3 [20260800] 2026-04-16 19:45:28.124 [0] NaN 22100 SOYMEAL caleb_strategy_v3 [20260800] 2026-04-16 15:26:42.000 [1] 322.40000 22088 SP400 caleb_strategy_v3 [20260600] 2026-04-16 14:00:41.000 [1] 3595.60000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22080 NIKKEI caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 03:02:16.444000 2026-04-16 02:02:16 97336.444 NaN 22079 NIKKEI caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 03:01:16.189000 2026-04-16 02:01:16 97276.189 NaN 22081 BTP caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 08:00:30.265000 2026-04-16 07:00:30 115230.265 NaN 22082 OAT caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 08:00:31.145000 2026-04-16 07:02:24 115231.145 NaN 22083 CRUDE_W caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 14:00:55.065000 2026-04-16 13:02:10 136855.065 NaN 22084 COTTON2 caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 14:02:11.233000 2026-04-16 13:03:47 136931.233 NaN 22086 DX caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 14:13:48.845000 2026-04-16 13:14:15 137628.845 NaN 22088 SP400 caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:00:41.545000 2026-04-16 14:00:41 140441.545 NaN 22089 DOW caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:00:42.257000 2026-04-16 14:06:41 140442.257 NaN 22090 CHF caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:06:41.781000 2026-04-16 14:06:41 140801.781 NaN 22092 NASDAQ_micro caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:06:42.977000 2026-04-16 14:06:43 140802.977 NaN 22093 GBP caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:06:43.661000 2026-04-16 14:06:43 140803.661 NaN 22094 AUD caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:06:44.389000 2026-04-16 14:06:44 140804.389 NaN 22096 LIVECOW caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:30:55.093000 2026-04-16 14:33:12 142255.093 NaN 22097 SOYBEAN caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:33:14.261000 2026-04-16 14:38:19 142394.261 NaN 22099 RUSSELL caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 16:25:41.845000 2026-04-16 15:26:18 145541.845 NaN 22091 RUSSELL caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:06:42.489000 2026-04-16 14:06:42 140802.489 NaN 22095 RUSSELL caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:06:48.617000 2026-04-16 14:06:59 140808.617 NaN 22085 COCOA caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 14:03:48.181000 2026-04-16 19:45:28.079000 137028.181 20499.898 22087 COCOA caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 14:27:22.571000 2026-04-16 13:27:32 138442.571 NaN 22098 SOYMEAL caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 15:38:20.173000 2026-04-16 19:45:28.124000 142700.173 14827.951 22100 SOYMEAL caleb_strategy_v3 2026-04-15 00:00:00 2026-04-16 16:26:41.615000 2026-04-16 15:26:42 145601.615 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 22080 NIKKEI caleb_strategy_v3 [-1] 58525.0 None 59242.5 59240.0 59245.0 59245.0 59400.0 717.5 -2.5 160.0 155.0 NaN 157.5 22079 NIKKEI caleb_strategy_v3 [-1] 58525.0 None 59212.5 59210.0 59215.0 59215.0 59380.0 687.5 -2.5 170.0 165.0 NaN 167.5 22081 BTP caleb_strategy_v3 [-1] 117.25 None 117.715 117.71 117.72 117.72 117.74 0.465 -0.005 0.03 0.02 NaN 0.025 22082 OAT caleb_strategy_v3 [1] 119.3 None 119.635 119.64 119.63 119.63 119.63 -0.335 -0.005 0.01 0.0 NaN 0.005 22083 CRUDE_W caleb_strategy_v3 [1] 76.17 None 76.435 76.45 76.42 76.42 76.45 -0.265 -0.015 0.0 -0.03 NaN -0.015 22084 COTTON2 caleb_strategy_v3 [-1] 77.36 None 77.75 77.74 77.76 77.76 77.68 0.39 -0.01 -0.06 -0.08 NaN -0.07 22086 DX caleb_strategy_v3 [1] 97.85 None 97.9825 97.985 97.98 97.98 98.0 -0.1325 -0.0025 -0.015 -0.02 NaN -0.0175 22088 SP400 caleb_strategy_v3 [1] 3589.0 None 3605.25 3605.6 3604.9 3604.9 3595.6 -16.25 -0.35 10.0 9.3 NaN 9.65 22089 DOW caleb_strategy_v3 [-1] 48683.0 None 48745.0 48744.0 48746.0 48746.0 48626.0 62.0 -1.0 -118.0 -120.0 NaN -119.0 22090 CHF caleb_strategy_v3 [1] 1.28795 None 1.285 1.28505 1.28495 1.28495 1.28495 0.00295 -0.00005 0.0001 0.0 NaN 0.00005 22092 NASDAQ_micro caleb_strategy_v3 [1] 26310.25 None 26362.0 26362.25 26361.75 26361.75 26348.0 -51.75 -0.25 14.25 13.75 NaN 14.0 22093 GBP caleb_strategy_v3 [1] 1.3574 None 1.3548 1.3549 1.3547 1.3547 1.3545 0.0026 -0.0001 0.0004 0.0002 NaN 0.0003 22094 AUD caleb_strategy_v3 [-1] 0.7168 None 0.71685 0.7168 0.7169 0.7169 0.71695 0.00005 -0.00005 0.00015 0.00005 NaN 0.0001 22096 LIVECOW caleb_strategy_v3 [1] 251.225 None 248.7 248.725 248.675 248.675 248.85 2.525 -0.025 -0.125 -0.175 NaN -0.15 22097 SOYBEAN caleb_strategy_v3 [1] 1153.25 None 1158.125 1158.25 1158.0 1158.0 1159.5 -4.875 -0.125 -1.25 -1.5 NaN -1.375 22099 RUSSELL caleb_strategy_v3 [1] 2720.9 None 2729.55 2729.6 2729.5 2729.5 2730.2 -8.65 -0.05 -0.6 -0.7 NaN -0.65 22091 RUSSELL caleb_strategy_v3 [1] 2720.9 None 2728.15 2728.2 2728.1 2728.1 2718.7 -7.25 -0.05 9.5 9.4 NaN 9.45 22095 RUSSELL caleb_strategy_v3 [1] 2720.9 None 2717.7 2717.8 2717.6 2717.6 2718.5 3.2 -0.1 -0.7 -0.9 NaN -0.8 22085 COCOA caleb_strategy_v3 [1] 3576.0 None 3503.0 3504.0 3502.0 3502.0 NaN 73.0 -1.0 NaN NaN NaN NaN 22087 COCOA caleb_strategy_v3 [1] 3576.0 None 3539.5 3541.0 3538.0 3538.0 3538.0 36.5 -1.5 3.0 0.0 NaN 1.5 22098 SOYMEAL caleb_strategy_v3 [1] 325.2 None 322.55 322.6 322.5 322.5 NaN 2.65 -0.05 NaN NaN NaN NaN 22100 SOYMEAL caleb_strategy_v3 [1] 325.2 None 322.45 322.5 322.4 NaN 322.4 2.75 -0.05 0.1 NaN NaN 0.05 =============================================================================================================================================================== 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 22080 NIKKEI caleb_strategy_v3 [-1] 16349.809106 438.843044 -1.52907 97.86047 94.80233 NaN 96.3314 22079 NIKKEI caleb_strategy_v3 [-1] 16349.809106 420.494206 -1.52907 103.976749 100.918609 NaN 102.447679 22081 BTP caleb_strategy_v3 [-1] 11.210133 414.803276 -4.46025 26.761502 17.841001 NaN 22.301251 22082 OAT caleb_strategy_v3 [1] 9.791121 -342.146712 -5.106667 10.213335 0.0 NaN 5.106667 22083 CRUDE_W caleb_strategy_v3 [1] 21.037632 -125.964745 -7.13008 0.0 -14.26016 NaN -7.13008 22084 COTTON2 caleb_strategy_v3 [-1] 10.804187 360.971177 -9.255671 -55.534027 -74.04537 NaN -64.789698 22086 DX caleb_strategy_v3 [1] 7.047331 -188.014436 -3.547442 -21.284653 -28.379538 NaN -24.832095 22088 SP400 caleb_strategy_v3 [1] 613.5291 -264.861112 -5.704701 162.991454 151.582052 NaN 157.286753 22089 DOW caleb_strategy_v3 [-1] 7176.709829 86.390563 -1.393396 -164.420748 -167.207541 NaN -165.814144 22090 CHF caleb_strategy_v3 [1] 0.098447 299.653358 -5.07887 10.157741 0.0 NaN 5.07887 22092 NASDAQ_micro caleb_strategy_v3 [1] 4833.442796 -107.066541 -0.51723 29.482091 28.447632 NaN 28.964861 22093 GBP caleb_strategy_v3 [1] 0.099662 260.882941 -10.033959 40.135837 20.067919 NaN 30.101878 22094 AUD caleb_strategy_v3 [-1] 0.067873 7.366709 -7.366709 22.100127 7.366709 NaN 14.733418 22096 LIVECOW caleb_strategy_v3 [1] 33.589763 751.717114 -7.442744 -37.213719 -52.099206 NaN -44.656462 22097 SOYBEAN caleb_strategy_v3 [1] 131.201263 -371.566546 -9.527347 -95.273473 -114.328168 NaN -104.800821 22099 RUSSELL caleb_strategy_v3 [1] 529.873203 -163.246602 -0.943622 -11.323464 -13.210708 NaN -12.267086 22091 RUSSELL caleb_strategy_v3 [1] 529.873203 -136.825187 -0.943622 179.288176 177.400932 NaN 178.344554 22095 RUSSELL caleb_strategy_v3 [1] 529.873203 60.391807 -1.887244 -13.210708 -16.985196 NaN -15.097952 22085 COCOA caleb_strategy_v3 [1] 2667.899631 273.623487 -3.748267 NaN NaN NaN NaN 22087 COCOA caleb_strategy_v3 [1] 2667.899631 136.811743 -5.6224 11.244801 0.0 NaN 5.6224 22098 SOYMEAL caleb_strategy_v3 [1] 65.130226 406.877138 -7.676927 NaN NaN NaN NaN 22100 SOYMEAL caleb_strategy_v3 [1] 65.130226 422.230992 -7.676927 15.353854 NaN NaN 7.676927 ========================================================================================================================================================================= 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 22080 NIKKEI caleb_strategy_v3 [-1] 0.629461 451.638488 -1.573653 100.713809 97.566503 NaN 99.140156 22079 NIKKEI caleb_strategy_v3 [-1] 0.629461 432.754649 -1.573653 107.008422 103.861116 NaN 105.434769 22081 BTP caleb_strategy_v3 [-1] 1180.18 548.7837 -5.9009 35.4054 23.6036 NaN 29.5045 22082 OAT caleb_strategy_v3 [1] 1180.18 -395.3603 -5.9009 11.8018 0.0 NaN 5.9009 22083 CRUDE_W caleb_strategy_v3 [1] 1000.0 -265.0 -15.0 0.0 -30.0 NaN -15.0 22084 COTTON2 caleb_strategy_v3 [-1] 500.0 195.0 -5.0 -30.0 -40.0 NaN -35.0 22086 DX caleb_strategy_v3 [1] 1000.0 -132.5 -2.5 -15.0 -20.0 NaN -17.5 22088 SP400 caleb_strategy_v3 [1] 100.0 -1625.0 -35.0 1000.0 930.0 NaN 965.0 22089 DOW caleb_strategy_v3 [-1] 0.5 31.0 -0.5 -59.0 -60.0 NaN -59.5 22090 CHF caleb_strategy_v3 [1] 125000.0 368.75 -6.25 12.5 0.0 NaN 6.25 22092 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -103.5 -0.5 28.5 27.5 NaN 28.0 22093 GBP caleb_strategy_v3 [1] 62500.0 162.5 -6.25 25.0 12.5 NaN 18.75 22094 AUD caleb_strategy_v3 [-1] 100000.0 5.0 -5.0 15.0 5.0 NaN 10.0 22096 LIVECOW caleb_strategy_v3 [1] 400.0 1010.0 -10.0 -50.0 -70.0 NaN -60.0 22097 SOYBEAN caleb_strategy_v3 [1] 50.0 -243.75 -6.25 -62.5 -75.0 NaN -68.75 22099 RUSSELL caleb_strategy_v3 [1] 5.0 -43.25 -0.25 -3.0 -3.5 NaN -3.25 22091 RUSSELL caleb_strategy_v3 [1] 5.0 -36.25 -0.25 47.5 47.0 NaN 47.25 22095 RUSSELL caleb_strategy_v3 [1] 5.0 16.0 -0.5 -3.5 -4.5 NaN -4.0 22085 COCOA caleb_strategy_v3 [1] 10.0 730.0 -10.0 NaN NaN NaN NaN 22087 COCOA caleb_strategy_v3 [1] 10.0 365.0 -15.0 30.0 0.0 NaN 15.0 22098 SOYMEAL caleb_strategy_v3 [1] 100.0 265.0 -5.0 NaN NaN NaN NaN 22100 SOYMEAL caleb_strategy_v3 [1] 100.0 275.0 -5.0 10.0 NaN NaN 5.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 5.0 BTP 548.7837 CHF 368.75 COCOA 1095.0 COTTON2 195.0 CRUDE_W -265.0 DOW 31.0 DX -132.5 GBP 162.5 LIVECOW 1010.0 NASDAQ_micro -103.5 NIKKEI 884.393136 OAT -395.3603 RUSSELL -63.5 SOYBEAN -243.75 SOYMEAL 540.0 SP400 -1625.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 2011.816536 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -5.0 BTP -5.9009 CHF -6.25 COCOA -25.0 COTTON2 -5.0 CRUDE_W -15.0 DOW -0.5 DX -2.5 GBP -6.25 LIVECOW -10.0 NASDAQ_micro -0.5 NIKKEI -3.147307 OAT -5.9009 RUSSELL -1.0 SOYBEAN -6.25 SOYMEAL -10.0 SP400 -35.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -143.199107 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 15.0 BTP 35.4054 CHF 12.5 COCOA 30.0 COTTON2 -30.0 CRUDE_W 0.0 DOW -59.0 DX -15.0 GBP 25.0 LIVECOW -50.0 NASDAQ_micro 28.5 NIKKEI 207.722231 OAT 11.8018 RUSSELL 41.0 SOYBEAN -62.5 SOYMEAL 10.0 SP400 1000.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 1200.429431 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 5.0 BTP 23.6036 CHF 0.0 COCOA 0.0 COTTON2 -40.0 CRUDE_W -30.0 DOW -60.0 DX -20.0 GBP 12.5 LIVECOW -70.0 NASDAQ_micro 27.5 NIKKEI 201.427618 OAT 0.0 RUSSELL 39.0 SOYBEAN -75.0 SOYMEAL 0 SP400 930.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 944.031218 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BTP 0 CHF 0 COCOA 0 COTTON2 0 CRUDE_W 0 DOW 0 DX 0 GBP 0 LIVECOW 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 RUSSELL 0 SOYBEAN 0 SOYMEAL 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 AUD 10.0 BTP 29.5045 CHF 6.25 COCOA 15.0 COTTON2 -35.0 CRUDE_W -15.0 DOW -59.5 DX -17.5 GBP 18.75 LIVECOW -60.0 NASDAQ_micro 28.0 NIKKEI 204.574925 OAT 5.9009 RUSSELL 40.0 SOYBEAN -68.75 SOYMEAL 5.0 SP400 965.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1072.230325 ******************************************************************************** END OF REPORT ********************************************************************************