******************************************************************************** Trades report produced on 21/04/2026 21:36 from 20/04/2026 21:36 to 21/04/2026 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22149 AUD caleb_strategy_v3 [20260600] 2026-04-21 14:07:58 [1] 0.716900 22152 AUD caleb_strategy_v3 [20260600] 2026-04-21 14:24:06 [1] 0.717100 22148 CAD caleb_strategy_v3 [20260600] 2026-04-21 14:07:34 [1] 0.734950 22154 CAD caleb_strategy_v3 [20260600] 2026-04-21 14:40:39 [1] 0.735200 22139 DAX caleb_strategy_v3 [20260600] 2026-04-21 07:00:29 [1] 24661.000000 22142 DX caleb_strategy_v3 [20260600] 2026-04-21 13:00:39 [1] 98.070000 22147 GBP caleb_strategy_v3 [20260600] 2026-04-21 14:07:19 [-1] 1.352200 22141 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-21 13:00:38 [-1] 4799.300000 22145 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-21 13:02:43 [-1] 4801.300000 22144 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-21 13:01:43 [-1] 4797.700000 22146 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-21 13:03:43 [-1] 4802.200000 22153 LEANHOG caleb_strategy_v3 [20260700] 2026-04-21 14:30:14 [-1] 105.375000 22155 LEANHOG caleb_strategy_v3 [20260700] 2026-04-21 14:43:09 [-1] 105.500000 22151 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-21 14:08:00 [-1] 26855.750000 22140 OAT caleb_strategy_v3 [20260600] 2026-04-21 07:00:44 [1] 120.130000 22143 SILVER-mini caleb_strategy_v3 [20260700] 2026-04-21 13:01:39 [1] 79.350000 22150 US5 caleb_strategy_v3 [20260600] 2026-04-21 14:07:59 [1] 108.414063 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22139 DAX caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 08:00:29.374000 2026-04-21 07:00:29 115229.374 NaN 22140 OAT caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 08:00:30.370000 2026-04-21 07:00:44 115230.37 NaN 22142 DX caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 14:00:38.965000 2026-04-21 13:00:39 136838.965 NaN 22143 SILVER-mini caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 14:00:39.509000 2026-04-21 13:01:39 136839.509 NaN 22144 GOLD_micro caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 14:01:43.318000 2026-04-21 13:01:43 136903.318 NaN 22145 GOLD_micro caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 14:02:43.636000 2026-04-21 13:02:43 136963.636 NaN 22146 GOLD_micro caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 14:03:43.757000 2026-04-21 13:03:43 137023.757 NaN 22141 GOLD_micro caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 14:00:38.277000 2026-04-21 13:00:38 136838.277 NaN 22147 GBP caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 15:00:57.094000 2026-04-21 14:07:19 140457.094 NaN 22150 US5 caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 15:07:59.566000 2026-04-21 14:07:59 140879.566 NaN 22151 NASDAQ_micro caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 15:08:00.265000 2026-04-21 14:08:00 140880.265 NaN 22152 AUD caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 15:23:09.872000 2026-04-21 14:24:06 141789.872 NaN 22149 AUD caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 15:07:34.797000 2026-04-21 14:07:58 140854.797 NaN 22154 CAD caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 15:36:13.497000 2026-04-21 14:40:39 142573.497 NaN 22148 CAD caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 15:07:19.829000 2026-04-21 14:07:34 140839.829 NaN 22153 LEANHOG caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 15:30:12.110000 2026-04-21 14:30:14 142212.11 NaN 22155 LEANHOG caleb_strategy_v3 2026-04-20 00:00:00 2026-04-21 15:42:43.452000 2026-04-21 14:43:09 142963.452 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 22139 DAX caleb_strategy_v3 [1] 24598.0 None 24678.0 24679.0 24677.0 24677.0 24661.0 -80.0 -1.0 18.0 16.0 NaN 17.0 22140 OAT caleb_strategy_v3 [1] 120.01 None 120.13 120.14 120.12 120.12 120.13 -0.12 -0.01 0.01 -0.01 NaN 0.0 22142 DX caleb_strategy_v3 [1] 97.895 None 98.0925 98.095 98.09 98.09 98.07 -0.1975 -0.0025 0.025 0.02 NaN 0.0225 22143 SILVER-mini caleb_strategy_v3 [1] 80.575 None 79.21875 79.2625 79.175 79.175 79.35 1.35625 -0.04375 -0.0875 -0.175 NaN -0.13125 22144 GOLD_micro caleb_strategy_v3 [-1] 4834.9 None 4796.9 4796.8 4797.0 4797.0 4797.7 -38.0 -0.1 0.9 0.7 NaN 0.8 22145 GOLD_micro caleb_strategy_v3 [-1] 4834.9 None 4798.75 4798.7 4798.8 4798.8 4801.3 -36.15 -0.05 2.6 2.5 NaN 2.55 22146 GOLD_micro caleb_strategy_v3 [-1] 4834.9 None 4798.75 4798.7 4798.8 4798.8 4802.2 -36.15 -0.05 3.5 3.4 NaN 3.45 22141 GOLD_micro caleb_strategy_v3 [-1] 4834.9 None 4796.9 4796.8 4797.0 4797.0 4799.3 -38.0 -0.1 2.5 2.3 NaN 2.4 22147 GBP caleb_strategy_v3 [-1] 1.3537 None 1.35255 1.3525 1.3526 1.3526 1.3522 -0.00115 -0.00005 -0.0003 -0.0004 NaN -0.00035 22150 US5 caleb_strategy_v3 [1] 108.59375 None 108.417969 108.421875 108.414062 108.414062 108.414063 0.175781 -0.003906 0.007812 -0.0 NaN 0.003906 22151 NASDAQ_micro caleb_strategy_v3 [-1] 26734.5 None 26766.0 26765.75 26766.25 26766.25 26855.75 31.5 -0.25 90.0 89.5 NaN 89.75 22152 AUD caleb_strategy_v3 [1] 0.7169 None 0.71705 0.7171 0.717 0.717 0.7171 -0.00015 -0.00005 0.0 -0.0001 NaN -0.00005 22149 AUD caleb_strategy_v3 [1] 0.7169 None 0.716575 0.7166 0.71655 0.71655 0.7169 0.000325 -0.000025 -0.0003 -0.00035 NaN -0.000325 22154 CAD caleb_strategy_v3 [1] 0.7348 None 0.735 0.73505 0.73495 0.73495 0.7352 -0.0002 -0.00005 -0.00015 -0.00025 NaN -0.0002 22148 CAD caleb_strategy_v3 [1] 0.7348 None 0.734775 0.7348 0.73475 0.73475 0.73495 0.000025 -0.000025 -0.00015 -0.0002 NaN -0.000175 22153 LEANHOG caleb_strategy_v3 [-1] 104.0 None 105.4375 105.425 105.45 105.45 105.375 1.4375 -0.0125 -0.05 -0.075 NaN -0.0625 22155 LEANHOG caleb_strategy_v3 [-1] 104.0 None 105.5375 105.525 105.55 105.55 105.5 1.5375 -0.0125 -0.025 -0.05 NaN -0.0375 ================================================================================================================================================================ 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 22139 DAX caleb_strategy_v3 [1] 5186.394271 -154.249746 -1.928122 34.706193 30.849949 NaN 32.778071 22140 OAT caleb_strategy_v3 [1] 9.542019 -125.759542 -10.479962 10.479962 -10.479962 NaN 0.0 22142 DX caleb_strategy_v3 [1] 6.680303 -295.645282 -3.742345 37.423453 29.938763 NaN 33.681108 22143 SILVER-mini caleb_strategy_v3 [1] 44.484191 304.883591 -9.834955 -19.669909 -39.339818 NaN -29.504864 22144 GOLD_micro caleb_strategy_v3 [-1] 1238.26585 -306.880788 -0.807581 7.268229 5.653067 NaN 6.460648 22145 GOLD_micro caleb_strategy_v3 [-1] 1238.26585 -291.940539 -0.403791 20.997107 20.189526 NaN 20.593316 22146 GOLD_micro caleb_strategy_v3 [-1] 1238.26585 -291.940539 -0.403791 28.265336 27.457755 NaN 27.861545 22141 GOLD_micro caleb_strategy_v3 [-1] 1238.26585 -306.880788 -0.807581 20.189526 18.574363 NaN 19.381945 22147 GBP caleb_strategy_v3 [-1] 0.094528 -121.657218 -5.289444 -31.736666 -42.315554 NaN -37.02611 22150 US5 caleb_strategy_v3 [1] 3.658083 480.528379 -10.678408 21.35545 -0.001367 NaN 10.677042 22151 NASDAQ_micro caleb_strategy_v3 [-1] 4660.610415 67.587713 -0.53641 193.107752 192.034931 NaN 192.571342 22152 AUD caleb_strategy_v3 [1] 0.064255 -23.344517 -7.781506 0.0 -15.563011 NaN -7.781506 22149 AUD caleb_strategy_v3 [1] 0.064255 50.579787 -3.890753 -46.689034 -54.47054 NaN -50.579787 22154 CAD caleb_strategy_v3 [1] 0.033197 -60.2456 -15.0614 -45.1842 -75.307 NaN -60.2456 22148 CAD caleb_strategy_v3 [1] 0.033197 7.5307 -7.5307 -45.1842 -60.2456 NaN -52.7149 22153 LEANHOG caleb_strategy_v3 [-1] 15.203589 945.500417 -8.221743 -32.886971 -49.330457 NaN -41.108714 22155 LEANHOG caleb_strategy_v3 [-1] 15.203589 1011.274359 -8.221743 -16.443486 -32.886971 NaN -24.665228 ======================================================================================================================================================================== 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 22139 DAX caleb_strategy_v3 [1] 1.177475 -94.198 -1.177475 21.19455 18.8396 NaN 20.017075 22140 OAT caleb_strategy_v3 [1] 1177.475 -141.297 -11.77475 11.77475 -11.77475 NaN 0.0 22142 DX caleb_strategy_v3 [1] 1000.0 -197.5 -2.5 25.0 20.0 NaN 22.5 22143 SILVER-mini caleb_strategy_v3 [1] 2500.0 3390.625 -109.375 -218.75 -437.5 NaN -328.125 22144 GOLD_micro caleb_strategy_v3 [-1] 10.0 -380.0 -1.0 9.0 7.0 NaN 8.0 22145 GOLD_micro caleb_strategy_v3 [-1] 10.0 -361.5 -0.5 26.0 25.0 NaN 25.5 22146 GOLD_micro caleb_strategy_v3 [-1] 10.0 -361.5 -0.5 35.0 34.0 NaN 34.5 22141 GOLD_micro caleb_strategy_v3 [-1] 10.0 -380.0 -1.0 25.0 23.0 NaN 24.0 22147 GBP caleb_strategy_v3 [-1] 62500.0 -71.875 -3.125 -18.75 -25.0 NaN -21.875 22150 US5 caleb_strategy_v3 [1] 1000.0 175.78125 -3.90625 7.812 -0.0005 NaN 3.90575 22151 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 63.0 -0.5 180.0 179.0 NaN 179.5 22152 AUD caleb_strategy_v3 [1] 100000.0 -15.0 -5.0 0.0 -10.0 NaN -5.0 22149 AUD caleb_strategy_v3 [1] 100000.0 32.5 -2.5 -30.0 -35.0 NaN -32.5 22154 CAD caleb_strategy_v3 [1] 100000.0 -20.0 -5.0 -15.0 -25.0 NaN -20.0 22148 CAD caleb_strategy_v3 [1] 100000.0 2.5 -2.5 -15.0 -20.0 NaN -17.5 22153 LEANHOG caleb_strategy_v3 [-1] 400.0 575.0 -5.0 -20.0 -30.0 NaN -25.0 22155 LEANHOG caleb_strategy_v3 [-1] 400.0 615.0 -5.0 -10.0 -20.0 NaN -15.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 17.5 CAD -17.5 DAX -94.198 DX -197.5 GBP -71.875 GOLD_micro -1483.0 LEANHOG 1190.0 NASDAQ_micro 63.0 OAT -141.297 SILVER-mini 3390.625 US5 175.78125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 2831.53625 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -7.5 CAD -7.5 DAX -1.177475 DX -2.5 GBP -3.125 GOLD_micro -3.0 LEANHOG -10.0 NASDAQ_micro -0.5 OAT -11.77475 SILVER-mini -109.375 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -160.358475 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD -30.0 CAD -30.0 DAX 21.19455 DX 25.0 GBP -18.75 GOLD_micro 95.0 LEANHOG -30.0 NASDAQ_micro 180.0 OAT 11.77475 SILVER-mini -218.75 US5 7.812 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 13.2813 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -45.0 CAD -45.0 DAX 18.8396 DX 20.0 GBP -25.0 GOLD_micro 89.0 LEANHOG -50.0 NASDAQ_micro 179.0 OAT -11.77475 SILVER-mini -437.5 US5 -0.0005 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -307.43565 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CAD 0 DAX 0 DX 0 GBP 0 GOLD_micro 0 LEANHOG 0 NASDAQ_micro 0 OAT 0 SILVER-mini 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 AUD -37.5 CAD -37.5 DAX 20.017075 DX 22.5 GBP -21.875 GOLD_micro 92.0 LEANHOG -40.0 NASDAQ_micro 179.5 OAT 0.0 SILVER-mini -328.125 US5 3.90575 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -147.077175 ******************************************************************************** END OF REPORT ********************************************************************************