******************************************************************************** Trades report produced on 17/04/2026 21:36 from 16/04/2026 21:36 to 17/04/2026 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22102 DAX caleb_strategy_v3 [20260600] 2026-04-17 07:00:43 [1] 24299.00000 22105 DOW caleb_strategy_v3 [20260600] 2026-04-17 14:02:28 [-1] 49543.00000 22103 DOW caleb_strategy_v3 [20260600] 2026-04-17 14:00:58 [-1] 49515.00000 22104 MXP caleb_strategy_v3 [20260600] 2026-04-17 14:02:24 [1] 0.05792 22101 NIKKEI caleb_strategy_v3 [20260600] 2026-04-17 02:07:16 [1] 59075.00000 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22101 NIKKEI caleb_strategy_v3 2026-04-16 00:00:00 2026-04-17 03:01:17.377000 2026-04-17 02:07:16 97277.377 NaN 22102 DAX caleb_strategy_v3 2026-04-16 00:00:00 2026-04-17 08:00:43.021000 2026-04-17 07:00:43 115243.021 NaN 22104 MXP caleb_strategy_v3 2026-04-16 00:00:00 2026-04-17 15:00:59.101000 2026-04-17 14:02:24 140459.101 NaN 22105 DOW caleb_strategy_v3 2026-04-16 00:00:00 2026-04-17 15:02:28.755000 2026-04-17 14:02:28 140548.755 NaN 22103 DOW caleb_strategy_v3 2026-04-16 00:00:00 2026-04-17 15:00:58.426000 2026-04-17 14:00:58 140458.426 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 22101 NIKKEI caleb_strategy_v3 [1] 59225.0 None 59032.5 59035.0 59030.0 59030.0 59075.0 192.5 -2.5 -40.0 -45.0 NaN -42.5 22102 DAX caleb_strategy_v3 [1] 24272.0 None 24301.0 24302.0 24300.0 24300.0 24299.0 -29.0 -1.0 3.0 1.0 NaN 2.0 22104 MXP caleb_strategy_v3 [1] 0.05765 None 0.057875 0.05788 0.05787 0.05787 0.05792 -0.000225 -0.000005 -0.00004 -0.00005 NaN -0.000045 22105 DOW caleb_strategy_v3 [-1] 48759.0 None 49344.0 49343.0 49345.0 49345.0 49543.0 585.0 -1.0 200.0 198.0 NaN 199.0 22103 DOW caleb_strategy_v3 [-1] 48759.0 None 49348.0 49347.0 49349.0 49349.0 49515.0 589.0 -1.0 168.0 166.0 NaN 167.0 =============================================================================================================================================================== 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 22101 NIKKEI caleb_strategy_v3 [1] 16141.475121 119.257998 -1.548805 -24.780883 -27.878493 NaN -26.329688 22102 DAX caleb_strategy_v3 [1] 5202.516926 -55.74225 -1.922147 5.76644 1.922147 NaN 3.844293 22104 MXP caleb_strategy_v3 [1] 0.005913 -380.48552 -8.455234 -67.64187 -84.552338 NaN -76.097104 22105 DOW caleb_strategy_v3 [-1] 7418.341926 788.585921 -1.34801 269.602024 266.906004 NaN 268.254014 22103 DOW caleb_strategy_v3 [-1] 7418.341926 793.977962 -1.34801 226.4657 223.76968 NaN 225.11769 ========================================================================================================================================================================= 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 22101 NIKKEI caleb_strategy_v3 [1] 0.626987 120.694952 -1.567467 -25.079471 -28.214404 NaN -26.646937 22102 DAX caleb_strategy_v3 [1] 1.178115 -34.165335 -1.178115 3.534345 1.178115 NaN 2.35623 22104 MXP caleb_strategy_v3 [1] 500000.0 -112.5 -2.5 -20.0 -25.0 NaN -22.5 22105 DOW caleb_strategy_v3 [-1] 0.5 292.5 -0.5 100.0 99.0 NaN 99.5 22103 DOW caleb_strategy_v3 [-1] 0.5 294.5 -0.5 84.0 83.0 NaN 83.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DAX -34.165335 DOW 587.0 MXP -112.5 NIKKEI 120.694952 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 561.029617 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DAX -1.178115 DOW -1.0 MXP -2.5 NIKKEI -1.567467 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -6.245582 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DAX 3.534345 DOW 184.0 MXP -20.0 NIKKEI -25.079471 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 142.454874 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 1.178115 DOW 182.0 MXP -25.0 NIKKEI -28.214404 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 129.963711 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 0 DOW 0 MXP 0 NIKKEI 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 DAX 2.35623 DOW 183.0 MXP -22.5 NIKKEI -26.646937 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 136.209293 ******************************************************************************** END OF REPORT ********************************************************************************