******************************************************************************** Trades report produced on 28/04/2026 21:36 from 27/04/2026 21:36 to 28/04/2026 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22195 DAX caleb_strategy_v3 [20260600] 2026-04-28 07:00:30 [-1] 24210.00000 22200 DOW caleb_strategy_v3 [20260600] 2026-04-28 14:04:08 [1] 49348.00000 22201 DOW caleb_strategy_v3 [20260600] 2026-04-28 14:05:09 [1] 49345.00000 22196 DOW caleb_strategy_v3 [20260600] 2026-04-28 14:00:46 [1] 49359.00000 22199 MXP caleb_strategy_v3 [20260600] 2026-04-28 14:04:04 [1] 0.05713 22197 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-28 14:00:47 [1] 27191.00000 22194 NIKKEI caleb_strategy_v3 [20260600] 2026-04-28 02:01:18 [1] 60185.00000 22202 SP500_micro caleb_strategy_v3 [20260600] 2026-04-28 15:02:22 [-1] 7159.25000 22198 SP500_micro caleb_strategy_v3 [20260600] 2026-04-28 14:04:04 [-1] 7170.00000 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22194 NIKKEI caleb_strategy_v3 2026-04-27 00:00:00 2026-04-28 03:01:17.792000 2026-04-28 02:01:18 97277.792 NaN 22195 DAX caleb_strategy_v3 2026-04-27 00:00:00 2026-04-28 08:00:30.337000 2026-04-28 07:00:30 115230.337 NaN 22197 NASDAQ_micro caleb_strategy_v3 2026-04-27 00:00:00 2026-04-28 15:00:46.954000 2026-04-28 14:00:47 140446.954 NaN 22199 MXP caleb_strategy_v3 2026-04-27 00:00:00 2026-04-28 15:04:04.777000 2026-04-28 14:04:04 140644.777 NaN 22200 DOW caleb_strategy_v3 2026-04-27 00:00:00 2026-04-28 15:04:08.909000 2026-04-28 14:04:08 140648.909 NaN 22201 DOW caleb_strategy_v3 2026-04-27 00:00:00 2026-04-28 15:05:09.026000 2026-04-28 14:05:09 140709.026 NaN 22196 DOW caleb_strategy_v3 2026-04-27 00:00:00 2026-04-28 15:00:46.221000 2026-04-28 14:00:46 140446.221 NaN 22202 SP500_micro caleb_strategy_v3 2026-04-27 00:00:00 2026-04-28 16:02:21.981000 2026-04-28 15:02:22 144141.981 NaN 22198 SP500_micro caleb_strategy_v3 2026-04-27 00:00:00 2026-04-28 15:00:47.657000 2026-04-28 14:04:04 140447.657 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 22194 NIKKEI caleb_strategy_v3 [1] 60115.0 None 60347.5 60350.0 60345.0 NaN 60185.0 -232.5 -2.5 165.0 NaN NaN 162.5 22195 DAX caleb_strategy_v3 [-1] 24268.0 None 24201.5 24200.0 24203.0 24203.0 24210.0 -66.5 -1.5 10.0 7.0 NaN 8.5 22197 NASDAQ_micro caleb_strategy_v3 [1] 27405.75 None 27235.0 27235.25 27234.75 27234.75 27191.0 170.75 -0.25 44.25 43.75 NaN 44.0 22199 MXP caleb_strategy_v3 [1] 0.05726 None 0.057185 0.05719 0.05718 0.05718 0.05713 0.000075 -0.000005 0.00006 0.00005 NaN 0.000055 22200 DOW caleb_strategy_v3 [1] 49347.0 None 49388.0 49389.0 49387.0 49387.0 49348.0 -41.0 -1.0 41.0 39.0 NaN 40.0 22201 DOW caleb_strategy_v3 [1] 49347.0 None 49388.0 49389.0 49387.0 49387.0 49345.0 -41.0 -1.0 44.0 42.0 NaN 43.0 22196 DOW caleb_strategy_v3 [1] 49347.0 None 49397.0 49398.0 49396.0 49396.0 49359.0 -50.0 -1.0 39.0 37.0 NaN 38.0 22202 SP500_micro caleb_strategy_v3 [-1] 7203.0 None 7148.875 7148.75 7149.0 7149.0 7159.25 -54.125 -0.125 10.5 10.25 NaN 10.375 22198 SP500_micro caleb_strategy_v3 [-1] 7203.0 None 7176.375 7176.25 7176.5 7176.5 7170.0 -26.625 -0.125 -6.25 -6.5 NaN -6.375 =============================================================================================================================================================== 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 22194 NIKKEI caleb_strategy_v3 [1] 14872.582473 -156.327928 -1.680945 110.9424 NaN NaN 109.261455 22195 DAX caleb_strategy_v3 [-1] 4620.685539 -143.918039 -3.246272 21.64181 15.149267 NaN 18.395539 22197 NASDAQ_micro caleb_strategy_v3 [1] 4653.606257 366.91974 -0.537218 95.087546 94.013111 NaN 94.550328 22199 MXP caleb_strategy_v3 [1] 0.00524 143.129574 -9.541972 114.503659 95.419716 NaN 104.961687 22200 DOW caleb_strategy_v3 [1] 6482.912245 -63.243182 -1.542517 63.243182 60.158149 NaN 61.700666 22201 DOW caleb_strategy_v3 [1] 6482.912245 -63.243182 -1.542517 67.870732 64.785699 NaN 66.328215 22196 DOW caleb_strategy_v3 [1] 6482.912245 -77.125832 -1.542517 60.158149 57.073116 NaN 58.615632 22202 SP500_micro caleb_strategy_v3 [-1] 951.666141 -568.739369 -1.313486 110.332811 107.705839 NaN 109.019325 22198 SP500_micro caleb_strategy_v3 [-1] 951.666141 -279.772484 -1.313486 -65.674292 -68.301264 NaN -66.987778 ========================================================================================================================================================================= 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 22194 NIKKEI caleb_strategy_v3 [1] 0.628303 -146.080335 -1.570756 103.669915 NaN NaN 102.099159 22195 DAX caleb_strategy_v3 [-1] 1.1706 -77.8449 -1.7559 11.706 8.1942 NaN 9.9501 22197 NASDAQ_micro caleb_strategy_v3 [1] 2.0 341.5 -0.5 88.5 87.5 NaN 88.0 22199 MXP caleb_strategy_v3 [1] 500000.0 37.5 -2.5 30.0 25.0 NaN 27.5 22200 DOW caleb_strategy_v3 [1] 0.5 -20.5 -0.5 20.5 19.5 NaN 20.0 22201 DOW caleb_strategy_v3 [1] 0.5 -20.5 -0.5 22.0 21.0 NaN 21.5 22196 DOW caleb_strategy_v3 [1] 0.5 -25.0 -0.5 19.5 18.5 NaN 19.0 22202 SP500_micro caleb_strategy_v3 [-1] 5.0 -270.625 -0.625 52.5 51.25 NaN 51.875 22198 SP500_micro caleb_strategy_v3 [-1] 5.0 -133.125 -0.625 -31.25 -32.5 NaN -31.875 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 DAX -77.8449 DOW -66.0 MXP 37.5 NASDAQ_micro 341.5 NIKKEI -146.080335 SP500_micro -403.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -314.675235 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 DAX -1.7559 DOW -1.5 MXP -2.5 NASDAQ_micro -0.5 NIKKEI -1.570756 SP500_micro -1.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -9.076656 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 DAX 11.706 DOW 62.0 MXP 30.0 NASDAQ_micro 88.5 NIKKEI 103.669915 SP500_micro 21.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 317.125915 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 8.1942 DOW 59.0 MXP 25.0 NASDAQ_micro 87.5 NIKKEI 0 SP500_micro 18.75 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 198.4442 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 DAX 0 DOW 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 SP500_micro 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 9.9501 DOW 60.5 MXP 27.5 NASDAQ_micro 88.0 NIKKEI 102.099159 SP500_micro 20.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 308.049259 ******************************************************************************** END OF REPORT ********************************************************************************