******************************************************************************** Trades report produced on 27/04/2026 21:36 from 26/04/2026 21:36 to 27/04/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22185 DOW caleb_strategy_v3 [20260600] 2026-04-27 14:01:03.000 [-1] 49409.000000 22190 DOW caleb_strategy_v3 [20260600] 2026-04-27 14:05:32.000 [-1] 49398.000000 22182 DX caleb_strategy_v3 [20260600] 2026-04-27 13:00:48.000 [-1] 98.135000 22181 GASOLINE caleb_strategy_v3 [20260800] 2026-04-27 13:00:47.000 [1] 3.059900 22184 GBP caleb_strategy_v3 [20260600] 2026-04-27 14:01:02.000 [-1] 1.354300 22189 JPY caleb_strategy_v3 [20260600] 2026-04-27 14:05:28.000 [1] 0.006305 22186 MXP caleb_strategy_v3 [20260600] 2026-04-27 14:02:00.000 [1] 0.057320 22183 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-27 14:00:53.000 [-1] 27399.750000 22178 NIKKEI caleb_strategy_v3 [20260600] 2026-04-27 02:10:54.000 [1] 60650.000000 22179 NIKKEI caleb_strategy_v3 [20260600] 2026-04-27 02:11:59.000 [1] 60655.000000 22180 OAT caleb_strategy_v3 [20260600] 2026-04-27 07:00:36.000 [-1] 119.440000 22188 US10 caleb_strategy_v3 [20260600] 2026-04-27 14:05:27.000 [-1] 111.187500 22192 VIX caleb_strategy_v3 [20260700] 2026-04-27 14:16:38.000 [-1] 22.000000 22187 VIX caleb_strategy_v3 [20260700] 2026-04-27 14:05:26.000 [-1] 22.000000 22191 VIX caleb_strategy_v3 [20260700] 2026-04-27 19:46:04.311 [0] NaN 22193 WHEAT caleb_strategy_v3 [20261200] 2026-04-27 14:30:43.000 [1] 652.500000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22178 NIKKEI caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 03:01:20.265000 2026-04-27 02:10:54 270080.265 NaN 22179 NIKKEI caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 03:11:58.783000 2026-04-27 02:11:59 270718.783 NaN 22180 OAT caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 08:00:32.545000 2026-04-27 07:00:36 288032.545 NaN 22181 GASOLINE caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 14:00:46.269000 2026-04-27 13:00:47 309646.269 NaN 22182 DX caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 14:00:48.003000 2026-04-27 13:00:48 309648.003 NaN 22183 NASDAQ_micro caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:00:53.921000 2026-04-27 14:00:53 313253.921 NaN 22184 GBP caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:00:54.597000 2026-04-27 14:01:02 313254.597 NaN 22186 MXP caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:01:03.813000 2026-04-27 14:02:00 313263.813 NaN 22188 US10 caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:05:27.250000 2026-04-27 14:05:27 313527.25 NaN 22189 JPY caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:05:27.994000 2026-04-27 14:05:28 313527.994 NaN 22185 DOW caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:01:03.026000 2026-04-27 14:01:03 313263.026 NaN 22190 DOW caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:05:32.456000 2026-04-27 14:05:32 313532.456 NaN 22193 WHEAT caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:30:42.934000 2026-04-27 14:30:43 315042.934 NaN 22192 VIX caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:16:37.995000 2026-04-27 14:16:38 314197.995 NaN 22187 VIX caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:02:01.370000 2026-04-27 14:05:26 313321.37 NaN 22191 VIX caleb_strategy_v3 2026-04-24 00:00:00 2026-04-27 15:05:33.056000 2026-04-27 19:46:04.311000 313533.056 16831.255 =================================================================================================================================================================================================================================== 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 22178 NIKKEI caleb_strategy_v3 [1] 59945.0 None 60557.5 60560.0 60555.0 60555.0 60650.0 -612.5 -2.5 -90.0 -95.0 NaN -92.5 22179 NIKKEI caleb_strategy_v3 [1] 59945.0 None 60677.5 60680.0 60675.0 60675.0 60655.0 -732.5 -2.5 25.0 20.0 NaN 22.5 22180 OAT caleb_strategy_v3 [-1] 119.65 None 119.45 119.44 119.46 119.46 119.44 -0.2 -0.01 -0.0 -0.02 NaN -0.01 22181 GASOLINE caleb_strategy_v3 [1] 3.0458 None 3.06395 3.0643 3.0636 3.0636 3.0599 -0.01815 -0.00035 0.0044 0.0037 NaN 0.00405 22182 DX caleb_strategy_v3 [-1] 98.35 None 98.1025 98.1 98.105 98.105 98.135 -0.2475 -0.0025 0.035 0.03 NaN 0.0325 22183 NASDAQ_micro caleb_strategy_v3 [-1] 27408.5 None 27322.25 27322.0 27322.5 27322.5 27399.75 -86.25 -0.25 77.75 77.25 NaN 77.5 22184 GBP caleb_strategy_v3 [-1] 1.3527 None 1.35425 1.3542 1.3543 1.3543 1.3543 0.00155 -0.00005 0.0001 -0.0 NaN 0.00005 22186 MXP caleb_strategy_v3 [1] 0.05722 None 0.057305 0.05731 0.0573 0.0573 0.05732 -0.000085 -0.000005 -0.00001 -0.00002 NaN -0.000015 22188 US10 caleb_strategy_v3 [-1] 111.234375 None 111.132812 111.125 111.140625 111.140625 111.1875 -0.101562 -0.007812 0.0625 0.046875 NaN 0.054688 22189 JPY caleb_strategy_v3 [1] 0.0063 None 0.006305 0.006306 0.006305 0.006305 0.006305 -0.000006 -0.0 0.000001 0.0 NaN 0.0 22185 DOW caleb_strategy_v3 [-1] 49375.0 None 49360.5 49360.0 49361.0 49361.0 49409.0 -14.5 -0.5 49.0 48.0 NaN 48.5 22190 DOW caleb_strategy_v3 [-1] 49375.0 None 49390.0 49389.0 49391.0 49391.0 49398.0 15.0 -1.0 9.0 7.0 NaN 8.0 22193 WHEAT caleb_strategy_v3 [1] 648.75 None 653.625 653.75 653.5 653.5 652.5 -4.875 -0.125 1.25 1.0 NaN 1.125 22192 VIX caleb_strategy_v3 [-1] 21.95 None 21.975 21.95 22.0 22.0 22.0 0.025 -0.025 0.05 -0.0 NaN 0.025 22187 VIX caleb_strategy_v3 [-1] 21.95 None 22.075 22.05 22.1 22.1 22.0 0.125 -0.025 -0.05 -0.1 NaN -0.075 22191 VIX caleb_strategy_v3 [-1] 21.95 None 11.0 22.0 0.0 0.0 NaN -10.95 11.0 NaN NaN NaN NaN =================================================================================================================================================================== 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 22178 NIKKEI caleb_strategy_v3 [1] 14680.577546 -417.217918 -1.70293 -61.30549 -64.711351 NaN -63.00842 22179 NIKKEI caleb_strategy_v3 [1] 14680.577546 -498.958571 -1.70293 17.029303 13.623442 NaN 15.326373 22180 OAT caleb_strategy_v3 [-1] 8.685263 -230.275126 -11.513756 -0.0 -23.027513 NaN -11.513756 22181 GASOLINE caleb_strategy_v3 [1] 1.104379 -164.34572 -3.169201 39.841387 33.502984 NaN 36.672186 22182 DX caleb_strategy_v3 [-1] 6.270782 -394.687623 -3.986744 55.814411 47.840924 NaN 51.827668 22183 NASDAQ_micro caleb_strategy_v3 [-1] 4633.297976 -186.1525 -0.539572 167.807036 166.727891 NaN 167.267463 22184 GBP caleb_strategy_v3 [-1] 0.090054 172.119026 -5.552227 11.104453 -0.0 NaN 5.552227 22186 MXP caleb_strategy_v3 [1] 0.005345 -159.03848 -9.355205 -18.710409 -37.420819 NaN -28.065614 22188 US10 caleb_strategy_v3 [-1] 5.139447 -197.613676 -15.201052 121.608416 91.206312 NaN 106.407364 22189 JPY caleb_strategy_v3 [1] 0.000476 -120.711457 -5.248324 10.496648 0.0 NaN 5.248324 22185 DOW caleb_strategy_v3 [-1] 6606.771847 -21.947178 -0.756799 74.166327 72.652728 NaN 73.409528 22190 DOW caleb_strategy_v3 [-1] 6606.771847 22.703978 -1.513599 13.622387 10.59519 NaN 12.108788 22193 WHEAT caleb_strategy_v3 [1] 134.304331 -362.981593 -9.30722 93.072203 74.457763 NaN 83.764983 22192 VIX caleb_strategy_v3 [-1] 10.015179 24.96211 -24.96211 49.92422 -0.0 NaN 24.96211 22187 VIX caleb_strategy_v3 [-1] 10.015179 124.810551 -24.96211 -49.92422 -99.848441 NaN -74.886331 22191 VIX caleb_strategy_v3 [-1] 10.015179 -10933.404285 10983.328506 NaN NaN NaN NaN ========================================================================================================================================================================= 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 22178 NIKKEI caleb_strategy_v3 [1] 0.627227 -384.176326 -1.568067 -56.450399 -59.586532 NaN -58.018466 22179 NIKKEI caleb_strategy_v3 [1] 0.627227 -459.443525 -1.568067 15.680666 12.544533 NaN 14.1126 22180 OAT caleb_strategy_v3 [-1] 1172.115 -234.423 -11.72115 -0.0 -23.4423 NaN -11.72115 22181 GASOLINE caleb_strategy_v3 [1] 42000.0 -762.3 -14.7 184.8 155.4 NaN 170.1 22182 DX caleb_strategy_v3 [-1] 1000.0 -247.5 -2.5 35.0 30.0 NaN 32.5 22183 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -172.5 -0.5 155.5 154.5 NaN 155.0 22184 GBP caleb_strategy_v3 [-1] 62500.0 96.875 -3.125 6.25 -0.0 NaN 3.125 22186 MXP caleb_strategy_v3 [1] 500000.0 -42.5 -2.5 -5.0 -10.0 NaN -7.5 22188 US10 caleb_strategy_v3 [-1] 1000.0 -101.5625 -7.8125 62.5 46.875 NaN 54.6875 22189 JPY caleb_strategy_v3 [1] 12500000.0 -71.875 -3.125 6.25 0.0 NaN 3.125 22185 DOW caleb_strategy_v3 [-1] 0.5 -7.25 -0.25 24.5 24.0 NaN 24.25 22190 DOW caleb_strategy_v3 [-1] 0.5 7.5 -0.5 4.5 3.5 NaN 4.0 22193 WHEAT caleb_strategy_v3 [1] 50.0 -243.75 -6.25 62.5 50.0 NaN 56.25 22192 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 50.0 -0.0 NaN 25.0 22187 VIX caleb_strategy_v3 [-1] 1000.0 125.0 -25.0 -50.0 -100.0 NaN -75.0 22191 VIX caleb_strategy_v3 [-1] 1000.0 -10950.0 11000.0 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DOW 0.25 DX -247.5 GASOLINE -762.3 GBP 96.875 JPY -71.875 MXP -42.5 NASDAQ_micro -172.5 NIKKEI -843.61985 OAT -234.423 US10 -101.5625 VIX -10800.0 WHEAT -243.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -13422.90535 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DOW -0.75 DX -2.5 GASOLINE -14.7 GBP -3.125 JPY -3.125 MXP -2.5 NASDAQ_micro -0.5 NIKKEI -3.136133 OAT -11.72115 US10 -7.8125 VIX 10950.0 WHEAT -6.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 10893.880217 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DOW 29.0 DX 35.0 GASOLINE 184.8 GBP 6.25 JPY 6.25 MXP -5.0 NASDAQ_micro 155.5 NIKKEI -40.769733 OAT -0.0 US10 62.5 VIX 0.0 WHEAT 62.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 496.030267 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 27.5 DX 30.0 GASOLINE 155.4 GBP -0.0 JPY 0.0 MXP -10.0 NASDAQ_micro 154.5 NIKKEI -47.041999 OAT -23.4423 US10 46.875 VIX -100.0 WHEAT 50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 283.790701 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DOW 0 DX 0 GASOLINE 0 GBP 0 JPY 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 US10 0 VIX 0 WHEAT 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 DOW 28.25 DX 32.5 GASOLINE 170.1 GBP 3.125 JPY 3.125 MXP -7.5 NASDAQ_micro 155.0 NIKKEI -43.905866 OAT -11.72115 US10 54.6875 VIX -50.0 WHEAT 56.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 389.910484 ******************************************************************************** END OF REPORT ********************************************************************************