******************************************************************************** Trades report produced on 22/04/2026 21:36 from 21/04/2026 21:36 to 22/04/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22158 BTP caleb_strategy_v3 [20260600] 2026-04-22 07:02:14.000 [-1] 117.970000 22157 BUXL caleb_strategy_v3 [20260600] 2026-04-22 07:02:13.000 [1] 108.700000 22166 CAD caleb_strategy_v3 [20260600] 2026-04-22 14:04:50.000 [1] 0.734200 22163 COPPER caleb_strategy_v3 [20260700] 2026-04-22 13:03:35.000 [1] 6.113000 22160 DAX caleb_strategy_v3 [20260600] 2026-04-22 19:45:00.233 [0] NaN 22161 DAX caleb_strategy_v3 [20260600] 2026-04-22 07:16:21.000 [1] 24490.000000 22159 EUROSTX caleb_strategy_v3 [20260600] 2026-04-22 07:02:15.000 [-1] 5907.000000 22169 GBP caleb_strategy_v3 [20260600] 2026-04-22 14:05:53.000 [1] 1.351500 22164 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-22 13:03:36.000 [1] 4761.100000 22165 GOLD_micro caleb_strategy_v3 [20260600] 2026-04-22 13:03:40.000 [1] 4761.400000 22171 JPY caleb_strategy_v3 [20260600] 2026-04-22 19:45:00.269 [0] NaN 22172 JPY caleb_strategy_v3 [20260600] 2026-04-22 14:42:20.000 [-1] 0.006309 22167 JPY caleb_strategy_v3 [20260600] 2026-04-22 14:04:52.000 [-1] 0.006311 22168 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-22 14:05:52.000 [1] 26859.500000 22170 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-22 14:11:39.000 [1] 26895.250000 22156 NIKKEI caleb_strategy_v3 [20260600] 2026-04-22 02:01:17.000 [-1] 59680.000000 22162 SILVER-mini caleb_strategy_v3 [20260700] 2026-04-22 13:00:46.000 [-1] 78.300000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22156 NIKKEI caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 03:01:16.829000 2026-04-22 02:01:17 97276.829 NaN 22157 BUXL caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 08:00:30.073000 2026-04-22 07:02:13 115230.073 NaN 22158 BTP caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 08:02:14.361000 2026-04-22 07:02:14 115334.361 NaN 22159 EUROSTX caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 08:02:15.089000 2026-04-22 07:02:15 115335.089 NaN 22162 SILVER-mini caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 14:00:46.865000 2026-04-22 13:00:46 136846.865 NaN 22163 COPPER caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 14:00:47.561000 2026-04-22 13:03:35 136847.561 NaN 22164 GOLD_micro caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 14:03:36.273000 2026-04-22 13:03:36 137016.273 NaN 22165 GOLD_micro caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 14:03:40.233000 2026-04-22 13:03:40 137020.233 NaN 22166 CAD caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 15:00:55.149000 2026-04-22 14:04:50 140455.149 NaN 22169 GBP caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 15:05:53.181000 2026-04-22 14:05:53 140753.181 NaN 22168 NASDAQ_micro caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 15:04:52.749000 2026-04-22 14:05:52 140692.749 NaN 22170 NASDAQ_micro caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 15:06:57.782000 2026-04-22 14:11:39 140817.782 NaN 22171 JPY caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 15:29:47.461000 2026-04-22 19:45:00.269000 142187.461 15312.808 22172 JPY caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 15:41:51.833000 2026-04-22 14:42:20 142911.833 NaN 22167 JPY caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 15:04:51.390000 2026-04-22 14:04:52 140691.39 NaN 22160 DAX caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 08:02:15.873000 2026-04-22 19:45:00.233000 115335.873 42164.36 22161 DAX caleb_strategy_v3 2026-04-21 00:00:00 2026-04-22 08:16:21.239000 2026-04-22 07:16:21 116181.239 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 22156 NIKKEI caleb_strategy_v3 [-1] 58745.0 None 59582.5 59580.0 59585.0 59585.0 59680.0 837.5 -2.5 100.0 95.0 NaN 97.5 22157 BUXL caleb_strategy_v3 [1] 108.64 None 108.65 108.66 108.64 108.64 108.7 -0.01 -0.01 -0.04 -0.06 NaN -0.05 22158 BTP caleb_strategy_v3 [-1] 117.58 None 117.925 117.92 117.93 117.93 117.97 0.345 -0.005 0.05 0.04 NaN 0.045 22159 EUROSTX caleb_strategy_v3 [-1] 5861.0 None 5899.5 5899.0 5900.0 5900.0 5907.0 38.5 -0.5 8.0 7.0 NaN 7.5 22162 SILVER-mini caleb_strategy_v3 [-1] 76.9625 None 78.1875 78.15 78.225 78.225 78.3 1.225 -0.0375 0.15 0.075 NaN 0.1125 22163 COPPER caleb_strategy_v3 [1] 6.0645 None 6.11175 6.1125 6.111 6.111 6.113 -0.04725 -0.00075 -0.0005 -0.002 NaN -0.00125 22164 GOLD_micro caleb_strategy_v3 [1] 4726.6 None 4761.85 4762.0 4761.7 4761.7 4761.1 -35.25 -0.15 0.9 0.6 NaN 0.75 22165 GOLD_micro caleb_strategy_v3 [1] 4726.6 None 4763.1 4763.2 4763.0 4763.0 4761.4 -36.5 -0.1 1.8 1.6 NaN 1.7 22166 CAD caleb_strategy_v3 [1] 0.73385 None 0.734075 0.7341 0.73405 0.73405 0.7342 -0.000225 -0.000025 -0.0001 -0.00015 NaN -0.000125 22169 GBP caleb_strategy_v3 [1] 1.3504 None 1.35195 1.352 1.3519 1.3519 1.3515 -0.00155 -0.00005 0.0005 0.0004 NaN 0.00045 22168 NASDAQ_micro caleb_strategy_v3 [1] 26708.75 None 26826.25 26826.5 26826.0 26826.0 26859.5 -117.5 -0.25 -33.0 -33.5 NaN -33.25 22170 NASDAQ_micro caleb_strategy_v3 [1] 26708.75 None 26855.875 26856.0 26855.75 26855.75 26895.25 -147.125 -0.125 -39.25 -39.5 NaN -39.375 22171 JPY caleb_strategy_v3 [-1] 0.006303 None 0.006311 0.006311 0.006312 0.006311 NaN 0.000008 -0.0 NaN NaN NaN NaN 22172 JPY caleb_strategy_v3 [-1] 0.006303 None 0.00631 0.00631 0.00631 0.00631 0.006309 0.000007 -0.0 -0.0 -0.000001 NaN -0.000001 22167 JPY caleb_strategy_v3 [-1] 0.006303 None 0.006313 0.006313 0.006313 0.006313 0.006311 0.00001 -0.0 -0.000002 -0.000002 NaN -0.000002 22160 DAX caleb_strategy_v3 [1] 24386.0 None 24481.0 24482.0 24480.0 24480.0 NaN -95.0 -1.0 NaN NaN NaN NaN 22161 DAX caleb_strategy_v3 [1] 24386.0 None 24514.5 24515.0 24514.0 24514.0 24490.0 -128.5 -0.5 25.0 24.0 NaN 24.5 =============================================================================================================================================================== 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 22156 NIKKEI caleb_strategy_v3 [-1] 15384.539705 544.377678 -1.625008 65.00032 61.750304 NaN 63.375312 22157 BUXL caleb_strategy_v3 [1] 13.397251 -7.464218 -7.464218 -29.85687 -44.785306 NaN -37.321088 22158 BTP caleb_strategy_v3 [-1] 10.755019 320.78046 -4.648992 46.489922 37.191937 NaN 41.84093 22159 EUROSTX caleb_strategy_v3 [-1] 1212.554636 317.511466 -4.123526 65.976408 57.729357 NaN 61.852883 22162 SILVER-mini caleb_strategy_v3 [-1] 43.233959 283.342086 -8.673737 34.694949 17.347475 NaN 26.021212 22163 COPPER caleb_strategy_v3 [1] 1.562425 -302.41451 -4.80023 -3.200154 -12.800614 NaN -8.000384 22164 GOLD_micro caleb_strategy_v3 [1] 1201.604709 -293.357705 -1.248331 7.489984 4.993323 NaN 6.241653 22165 GOLD_micro caleb_strategy_v3 [1] 1201.604709 -303.760461 -0.83222 14.979968 13.315527 NaN 14.147747 22166 CAD caleb_strategy_v3 [1] 0.032673 -68.865235 -7.651693 -30.606771 -45.910157 NaN -38.258464 22169 GBP caleb_strategy_v3 [1] 0.09242 -167.711736 -5.410056 54.10056 43.280448 NaN 48.690504 22168 NASDAQ_micro caleb_strategy_v3 [1] 4601.384432 -255.357929 -0.543315 -71.717546 -72.804176 NaN -72.260861 22170 NASDAQ_micro caleb_strategy_v3 [1] 4601.384432 -319.740726 -0.271657 -85.300415 -85.843729 NaN -85.572072 22171 JPY caleb_strategy_v3 [-1] 0.000499 165.360785 -5.010933 NaN NaN NaN NaN 22172 JPY caleb_strategy_v3 [-1] 0.000499 135.295188 -5.010933 -10.021866 -20.043732 NaN -15.032799 22167 JPY caleb_strategy_v3 [-1] 0.000499 195.426382 -5.010933 -30.065597 -40.087463 NaN -35.07653 22160 DAX caleb_strategy_v3 [1] 5059.614325 -187.761347 -1.976435 NaN NaN NaN NaN 22161 DAX caleb_strategy_v3 [1] 5059.614325 -253.971927 -0.988218 49.410881 47.434446 NaN 48.422663 ========================================================================================================================================================================= 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 22156 NIKKEI caleb_strategy_v3 [-1] 0.62802 525.967073 -1.570051 62.802039 59.661937 NaN 61.231988 22157 BUXL caleb_strategy_v3 [1] 1174.775 -11.74775 -11.74775 -46.991 -70.4865 NaN -58.73875 22158 BTP caleb_strategy_v3 [-1] 1174.775 405.297375 -5.873875 58.73875 46.991 NaN 52.864875 22159 EUROSTX caleb_strategy_v3 [-1] 11.74775 452.288375 -5.873875 93.982 82.23425 NaN 88.108125 22162 SILVER-mini caleb_strategy_v3 [-1] 2500.0 3062.5 -93.75 375.0 187.5 NaN 281.25 22163 COPPER caleb_strategy_v3 [1] 25000.0 -1181.25 -18.75 -12.5 -50.0 NaN -31.25 22164 GOLD_micro caleb_strategy_v3 [1] 10.0 -352.5 -1.5 9.0 6.0 NaN 7.5 22165 GOLD_micro caleb_strategy_v3 [1] 10.0 -365.0 -1.0 18.0 16.0 NaN 17.0 22166 CAD caleb_strategy_v3 [1] 100000.0 -22.5 -2.5 -10.0 -15.0 NaN -12.5 22169 GBP caleb_strategy_v3 [1] 62500.0 -96.875 -3.125 31.25 25.0 NaN 28.125 22168 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -235.0 -0.5 -66.0 -67.0 NaN -66.5 22170 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -294.25 -0.25 -78.5 -79.0 NaN -78.75 22171 JPY caleb_strategy_v3 [-1] 12500000.0 103.125 -3.125 NaN NaN NaN NaN 22172 JPY caleb_strategy_v3 [-1] 12500000.0 84.375 -3.125 -6.25 -12.5 NaN -9.375 22167 JPY caleb_strategy_v3 [-1] 12500000.0 121.875 -3.125 -18.75 -25.0 NaN -21.875 22160 DAX caleb_strategy_v3 [1] 1.174775 -111.603625 -1.174775 NaN NaN NaN NaN 22161 DAX caleb_strategy_v3 [1] 1.174775 -150.958587 -0.587387 29.369375 28.1946 NaN 28.781987 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BTP 405.297375 BUXL -11.74775 CAD -22.5 COPPER -1181.25 DAX -262.562212 EUROSTX 452.288375 GBP -96.875 GOLD_micro -717.5 JPY 309.375 NASDAQ_micro -529.25 NIKKEI 525.967073 SILVER-mini 3062.5 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 1933.74286 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BTP -5.873875 BUXL -11.74775 CAD -2.5 COPPER -18.75 DAX -1.762162 EUROSTX -5.873875 GBP -3.125 GOLD_micro -2.5 JPY -9.375 NASDAQ_micro -0.75 NIKKEI -1.570051 SILVER-mini -93.75 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -157.577713 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BTP 58.73875 BUXL -46.991 CAD -10.0 COPPER -12.5 DAX 29.369375 EUROSTX 93.982 GBP 31.25 GOLD_micro 27.0 JPY -25.0 NASDAQ_micro -144.5 NIKKEI 62.802039 SILVER-mini 375.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 439.151164 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 46.991 BUXL -70.4865 CAD -15.0 COPPER -50.0 DAX 28.1946 EUROSTX 82.23425 GBP 25.0 GOLD_micro 22.0 JPY -37.5 NASDAQ_micro -146.0 NIKKEI 59.661937 SILVER-mini 187.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 132.595287 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BTP 0 BUXL 0 CAD 0 COPPER 0 DAX 0 EUROSTX 0 GBP 0 GOLD_micro 0 JPY 0 NASDAQ_micro 0 NIKKEI 0 SILVER-mini 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 BTP 52.864875 BUXL -58.73875 CAD -12.5 COPPER -31.25 DAX 28.781987 EUROSTX 88.108125 GBP 28.125 GOLD_micro 24.5 JPY -31.25 NASDAQ_micro -145.25 NIKKEI 61.231988 SILVER-mini 281.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 285.873225 ******************************************************************************** END OF REPORT ********************************************************************************