******************************************************************************** Trades report produced on 29/04/2026 21:36 from 28/04/2026 21:36 to 29/04/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22208 CANOLA caleb_strategy_v3 [20260700] 2026-04-29 13:14:23.000 [1] 757.400000 22206 CANOLA caleb_strategy_v3 [20260700] 2026-04-29 13:00:52.000 [1] 757.600000 22204 DAX caleb_strategy_v3 [20260600] 2026-04-29 07:01:03.000 [-1] 24200.000000 22205 DAX caleb_strategy_v3 [20260600] 2026-04-29 07:04:29.000 [-1] 24206.000000 22217 DOW caleb_strategy_v3 [20260600] 2026-04-29 14:18:54.000 [1] 49130.000000 22218 DOW caleb_strategy_v3 [20260600] 2026-04-29 14:18:58.000 [1] 49128.000000 22212 DOW caleb_strategy_v3 [20260600] 2026-04-29 19:45:04.304 [0] NaN 22209 GAS_US_mini caleb_strategy_v3 [20260700] 2026-04-29 13:15:04.000 [-1] 2.925000 22207 GAS_US_mini caleb_strategy_v3 [20260700] 2026-04-29 13:10:09.000 [-1] 2.925000 22213 GBP caleb_strategy_v3 [20260600] 2026-04-29 14:11:57.000 [1] 1.347700 22210 JPY caleb_strategy_v3 [20260600] 2026-04-29 14:01:34.000 [-1] 0.006268 22216 MXP caleb_strategy_v3 [20260600] 2026-04-29 14:12:03.000 [1] 0.057000 22215 MXP caleb_strategy_v3 [20260600] 2026-04-29 14:11:58.000 [1] 0.057010 22214 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-29 14:11:58.000 [1] 27197.750000 22203 NIKKEI caleb_strategy_v3 [20260600] 2026-04-29 02:01:17.000 [-1] 59390.000000 22211 SP500_micro caleb_strategy_v3 [20260600] 2026-04-29 14:01:56.000 [1] 7157.000000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22203 NIKKEI caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 03:01:16.793000 2026-04-29 02:01:17 97276.793 NaN 22204 DAX caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 08:00:29.345000 2026-04-29 07:01:03 115229.345 NaN 22205 DAX caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 08:04:29.271000 2026-04-29 07:04:29 115469.271 NaN 22208 CANOLA caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 14:11:13.637000 2026-04-29 13:14:23 137473.637 NaN 22206 CANOLA caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 14:00:44.073000 2026-04-29 13:00:52 136844.073 NaN 22209 GAS_US_mini caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 14:14:27.372000 2026-04-29 13:15:04 137667.372 NaN 22207 GAS_US_mini caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 14:00:53.222000 2026-04-29 13:10:09 136853.222 NaN 22210 JPY caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 15:00:49.229000 2026-04-29 14:01:34 140449.229 NaN 22211 SP500_micro caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 15:01:34.797000 2026-04-29 14:01:56 140494.797 NaN 22213 GBP caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 15:11:57.437000 2026-04-29 14:11:57 141117.437 NaN 22214 NASDAQ_micro caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 15:11:58.141000 2026-04-29 14:11:58 141118.141 NaN 22216 MXP caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 15:12:03.334000 2026-04-29 14:12:03 141123.334 NaN 22215 MXP caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 15:11:58.841000 2026-04-29 14:11:58 141118.841 NaN 22217 DOW caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 15:14:04.268000 2026-04-29 14:18:54 141244.268 NaN 22218 DOW caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 15:18:58.364000 2026-04-29 14:18:58 141538.364 NaN 22212 DOW caleb_strategy_v3 2026-04-28 00:00:00 2026-04-29 15:01:56.737000 2026-04-29 19:45:04.304000 140516.737 16987.567 ================================================================================================================================================================================================================================= 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 22203 NIKKEI caleb_strategy_v3 [-1] 59180.0 None 59367.5 59365.0 59370.0 59370.0 59390.0 187.5 -2.5 25.0 20.0 NaN 22.5 22204 DAX caleb_strategy_v3 [-1] 24122.0 None 24198.5 24197.0 24200.0 24200.0 24200.0 76.5 -1.5 3.0 -0.0 NaN 1.5 22205 DAX caleb_strategy_v3 [-1] 24122.0 None 24200.5 24199.0 24202.0 24202.0 24206.0 78.5 -1.5 7.0 4.0 NaN 5.5 22208 CANOLA caleb_strategy_v3 [1] 747.7 None 757.2 757.3 757.1 757.1 757.4 -9.5 -0.1 -0.1 -0.3 NaN -0.2 22206 CANOLA caleb_strategy_v3 [1] 747.7 None 757.3 757.4 757.2 757.2 757.6 -9.6 -0.1 -0.2 -0.4 NaN -0.3 22209 GAS_US_mini caleb_strategy_v3 [-1] 2.98 None 2.925 2.92 2.93 2.93 2.925 -0.055 -0.005 0.005 -0.005 NaN 0.0 22207 GAS_US_mini caleb_strategy_v3 [-1] 2.98 None 2.9425 2.94 2.945 2.945 2.925 -0.0375 -0.0025 -0.015 -0.02 NaN -0.0175 22210 JPY caleb_strategy_v3 [-1] 0.00629 None 0.006269 0.006268 0.006269 0.006269 0.006268 -0.000021 -0.000001 -0.0 -0.000001 NaN -0.000001 22211 SP500_micro caleb_strategy_v3 [1] 7169.5 None 7155.875 7156.0 7155.75 7155.75 7157.0 13.625 -0.125 -1.0 -1.25 NaN -1.125 22213 GBP caleb_strategy_v3 [1] 1.3519 None 1.34785 1.3479 1.3478 1.3478 1.3477 0.00405 -0.00005 0.0002 0.0001 NaN 0.00015 22214 NASDAQ_micro caleb_strategy_v3 [1] 27190.25 None 27200.25 27200.5 27200.0 27200.0 27197.75 -10.0 -0.25 2.75 2.25 NaN 2.5 22216 MXP caleb_strategy_v3 [1] 0.05729 None 0.057005 0.05701 0.057 0.057 0.057 0.000285 -0.000005 0.00001 0.0 NaN 0.000005 22215 MXP caleb_strategy_v3 [1] 0.05729 None 0.057065 0.05707 0.05706 0.05706 0.05701 0.000225 -0.000005 0.00006 0.00005 NaN 0.000055 22217 DOW caleb_strategy_v3 [1] 49269.0 None 49077.0 49078.0 49076.0 49076.0 49130.0 192.0 -1.0 -52.0 -54.0 NaN -53.0 22218 DOW caleb_strategy_v3 [1] 49269.0 None 49129.0 49130.0 49128.0 49128.0 49128.0 140.0 -1.0 2.0 0.0 NaN 1.0 22212 DOW caleb_strategy_v3 [1] 49269.0 None 49020.0 49021.0 49019.0 49019.0 NaN 249.0 -1.0 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 22203 NIKKEI caleb_strategy_v3 [-1] 14708.957121 127.473347 -1.699645 16.996446 13.597157 NaN 15.296802 22204 DAX caleb_strategy_v3 [-1] 4558.312406 167.825268 -3.290692 6.581383 -0.0 NaN 3.290692 22205 DAX caleb_strategy_v3 [-1] 4558.312406 172.212856 -3.290692 15.35656 8.775177 NaN 12.065869 22208 CANOLA caleb_strategy_v3 [1] 142.753164 -665.484375 -7.005099 -7.005099 -21.015296 NaN -14.010197 22206 CANOLA caleb_strategy_v3 [1] 142.753164 -672.489474 -7.005099 -14.010197 -28.020395 NaN -21.015296 22209 GAS_US_mini caleb_strategy_v3 [-1] 1.604799 -342.721955 -31.156541 31.156541 -31.156541 NaN 0.0 22207 GAS_US_mini caleb_strategy_v3 [-1] 1.604799 -233.67406 -15.578271 -93.469624 -124.626165 NaN -109.047895 22210 JPY caleb_strategy_v3 [-1] 0.000471 -446.199955 -10.623808 -10.623808 -31.871425 NaN -21.247617 22211 SP500_micro caleb_strategy_v3 [1] 934.596986 145.784763 -1.337475 -10.699799 -13.374749 NaN -12.037274 22213 GBP caleb_strategy_v3 [1] 0.088331 458.503075 -5.660532 22.642127 11.321064 NaN 16.981595 22214 NASDAQ_micro caleb_strategy_v3 [1] 4554.651807 -21.955575 -0.548889 6.037783 4.940004 NaN 5.488894 22216 MXP caleb_strategy_v3 [1] 0.005413 526.480869 -9.236506 18.473013 0.0 NaN 9.236506 22215 MXP caleb_strategy_v3 [1] 0.005413 415.642791 -9.236506 110.838078 92.365065 NaN 101.601571 22217 DOW caleb_strategy_v3 [1] 6484.355784 296.097263 -1.542173 -80.193009 -83.277355 NaN -81.735182 22218 DOW caleb_strategy_v3 [1] 6484.355784 215.904254 -1.542173 3.084346 0.0 NaN 1.542173 22212 DOW caleb_strategy_v3 [1] 6484.355784 384.001138 -1.542173 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 22203 NIKKEI caleb_strategy_v3 [-1] 0.626205 117.413521 -1.565514 15.655136 12.524109 NaN 14.089623 22204 DAX caleb_strategy_v3 [-1] 1.17025 89.524125 -1.755375 3.51075 -0.0 NaN 1.755375 22205 DAX caleb_strategy_v3 [-1] 1.17025 91.864625 -1.755375 8.19175 4.681 NaN 6.436375 22208 CANOLA caleb_strategy_v3 [1] 14.610591 -138.800617 -1.461059 -1.461059 -4.383177 NaN -2.922118 22206 CANOLA caleb_strategy_v3 [1] 14.610591 -140.261676 -1.461059 -2.922118 -5.844236 NaN -4.383177 22209 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -137.5 -12.5 12.5 -12.5 NaN 0.0 22207 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -93.75 -6.25 -37.5 -50.0 NaN -43.75 22210 JPY caleb_strategy_v3 [-1] 12500000.0 -262.5 -6.25 -6.25 -18.75 NaN -12.5 22211 SP500_micro caleb_strategy_v3 [1] 5.0 68.125 -0.625 -5.0 -6.25 NaN -5.625 22213 GBP caleb_strategy_v3 [1] 62500.0 253.125 -3.125 12.5 6.25 NaN 9.375 22214 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -20.0 -0.5 5.5 4.5 NaN 5.0 22216 MXP caleb_strategy_v3 [1] 500000.0 142.5 -2.5 5.0 0.0 NaN 2.5 22215 MXP caleb_strategy_v3 [1] 500000.0 112.5 -2.5 30.0 25.0 NaN 27.5 22217 DOW caleb_strategy_v3 [1] 0.5 96.0 -0.5 -26.0 -27.0 NaN -26.5 22218 DOW caleb_strategy_v3 [1] 0.5 70.0 -0.5 1.0 0.0 NaN 0.5 22212 DOW caleb_strategy_v3 [1] 0.5 124.5 -0.5 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -279.062292 DAX 181.38875 DOW 290.5 GAS_US_mini -231.25 GBP 253.125 JPY -262.5 MXP 255.0 NASDAQ_micro -20.0 NIKKEI 117.413521 SP500_micro 68.125 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 372.739979 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -2.922118 DAX -3.51075 DOW -1.5 GAS_US_mini -18.75 GBP -3.125 JPY -6.25 MXP -5.0 NASDAQ_micro -0.5 NIKKEI -1.565514 SP500_micro -0.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -43.748382 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -4.383177 DAX 11.7025 DOW -25.0 GAS_US_mini -25.0 GBP 12.5 JPY -6.25 MXP 35.0 NASDAQ_micro 5.5 NIKKEI 15.655136 SP500_micro -5.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 14.724459 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -10.227414 DAX 4.681 DOW -27.0 GAS_US_mini -62.5 GBP 6.25 JPY -18.75 MXP 25.0 NASDAQ_micro 4.5 NIKKEI 12.524109 SP500_micro -6.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -71.772305 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0 DAX 0 DOW 0 GAS_US_mini 0 GBP 0 JPY 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 CANOLA -7.305296 DAX 8.19175 DOW -26.0 GAS_US_mini -43.75 GBP 9.375 JPY -12.5 MXP 30.0 NASDAQ_micro 5.0 NIKKEI 14.089623 SP500_micro -5.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -28.523923 ******************************************************************************** END OF REPORT ********************************************************************************