******************************************************************************** Trades report produced on 30/04/2026 21:36 from 29/04/2026 21:36 to 30/04/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22238 AUD caleb_strategy_v3 [20260600] 2026-04-30 16:58:27.000 [-1] 0.717600 22229 AUD caleb_strategy_v3 [20260600] 2026-04-30 14:02:04.000 [-1] 0.716100 22220 BTP caleb_strategy_v3 [20260600] 2026-04-30 07:00:29.000 [-1] 115.990000 22223 CANOLA caleb_strategy_v3 [20260700] 2026-04-30 13:01:21.000 [1] 762.600000 22224 COPPER caleb_strategy_v3 [20260700] 2026-04-30 13:01:22.000 [-1] 5.978000 22221 DAX caleb_strategy_v3 [20260600] 2026-04-30 07:00:33.000 [-1] 23809.000000 22222 GAS_US_mini caleb_strategy_v3 [20260700] 2026-04-30 13:00:52.000 [-1] 2.945000 22231 GBP caleb_strategy_v3 [20260600] 2026-04-30 19:45:35.120 [0] NaN 22237 GBP caleb_strategy_v3 [20260600] 2026-04-30 19:45:35.198 [0] NaN 22240 GBP caleb_strategy_v3 [20260600] 2026-04-30 17:44:29.000 [1] 1.358100 22236 GBP caleb_strategy_v3 [20260600] 2026-04-30 14:48:18.000 [1] 1.354700 22235 GBP caleb_strategy_v3 [20260600] 2026-04-30 14:47:18.000 [1] 1.355000 22226 HEATOIL caleb_strategy_v3 [20260800] 2026-04-30 13:01:24.000 [1] 3.688500 22234 LIVECOW caleb_strategy_v3 [20260800] 2026-04-30 14:30:15.000 [1] 248.625000 22227 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-04-30 14:00:45.000 [1] 27251.000000 22219 NIKKEI caleb_strategy_v3 [20260600] 2026-04-30 02:01:16.000 [-1] 59365.000000 22233 REDWHEAT caleb_strategy_v3 [20260900] 2026-04-30 14:30:13.000 [1] 704.000000 22239 SP400 caleb_strategy_v3 [20260600] 2026-04-30 16:58:32.000 [1] 3635.300000 22232 SP400 caleb_strategy_v3 [20260600] 2026-04-30 19:45:35.158 [0] NaN 22225 SUGAR11 caleb_strategy_v3 [20261000] 2026-04-30 13:01:22.000 [1] 15.010000 22228 US30 caleb_strategy_v3 [20260600] 2026-04-30 14:02:04.000 [-1] 115.187500 22230 US5 caleb_strategy_v3 [20260600] 2026-04-30 14:02:05.000 [-1] 107.820313 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22219 NIKKEI caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 03:01:16.161000 2026-04-30 02:01:16 97276.161 NaN 22220 BTP caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 08:00:29.737000 2026-04-30 07:00:29 115229.737 NaN 22221 DAX caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 08:00:30.533000 2026-04-30 07:00:33 115230.533 NaN 22222 GAS_US_mini caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 14:00:37.653000 2026-04-30 13:00:52 136837.653 NaN 22223 CANOLA caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 14:00:53.301000 2026-04-30 13:01:21 136853.301 NaN 22224 COPPER caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 14:01:22.078000 2026-04-30 13:01:22 136882.078 NaN 22225 SUGAR11 caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 14:01:22.842000 2026-04-30 13:01:22 136882.842 NaN 22226 HEATOIL caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 14:01:23.573000 2026-04-30 13:01:24 136883.573 NaN 22227 NASDAQ_micro caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:00:45.517000 2026-04-30 14:00:45 140445.517 NaN 22228 US30 caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:00:46.221000 2026-04-30 14:02:04 140446.221 NaN 22230 US5 caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:02:05.529000 2026-04-30 14:02:05 140525.529 NaN 22233 REDWHEAT caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:30:13.865000 2026-04-30 14:30:13 142213.865 NaN 22234 LIVECOW caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:30:15.277000 2026-04-30 14:30:15 142215.277 NaN 22229 AUD caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:02:04.693000 2026-04-30 14:02:04 140524.693 NaN 22238 AUD caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 17:56:41.537000 2026-04-30 16:58:27 151001.537 NaN 22240 GBP caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 18:43:53.601000 2026-04-30 17:44:29 153833.601 NaN 22231 GBP caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:02:06.333000 2026-04-30 19:45:35.120000 140526.333 17008.787 22235 GBP caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:47:18.328000 2026-04-30 14:47:18 143238.328 NaN 22236 GBP caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:48:18.488000 2026-04-30 14:48:18 143298.488 NaN 22237 GBP caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:49:18.862000 2026-04-30 19:45:35.198000 143358.862 14176.336 22232 SP400 caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 15:12:07.001000 2026-04-30 19:45:35.158000 141127.001 16408.157 22239 SP400 caleb_strategy_v3 2026-04-29 00:00:00 2026-04-30 17:58:32.112000 2026-04-30 16:58:32 151112.112 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 22219 NIKKEI caleb_strategy_v3 [-1] 58840.0 None 59290.0 59285.0 59295.0 59295.0 59365.0 450.0 -5.0 80.0 70.0 NaN 75.0 22220 BTP caleb_strategy_v3 [-1] 116.13 None 115.95 115.94 115.96 115.96 115.99 -0.18 -0.01 0.05 0.03 NaN 0.04 22221 DAX caleb_strategy_v3 [-1] 23958.0 None 23818.5 23815.0 23822.0 23822.0 23809.0 -139.5 -3.5 -6.0 -13.0 NaN -9.5 22222 GAS_US_mini caleb_strategy_v3 [-1] 2.94 None 2.94 2.935 2.945 2.945 2.945 -0.0 -0.005 0.01 -0.0 NaN 0.005 22223 CANOLA caleb_strategy_v3 [1] 765.6 None 762.75 762.9 762.6 762.6 762.6 2.85 -0.15 0.3 0.0 NaN 0.15 22224 COPPER caleb_strategy_v3 [-1] 5.9285 None 5.9755 5.975 5.976 5.976 5.978 0.047 -0.0005 0.003 0.002 NaN 0.0025 22225 SUGAR11 caleb_strategy_v3 [1] 15.13 None 15.025 15.03 15.02 15.02 15.01 0.105 -0.005 0.02 0.01 NaN 0.015 22226 HEATOIL caleb_strategy_v3 [1] 3.7203 None 3.70665 3.7075 3.7058 3.7058 3.6885 0.01365 -0.00085 0.019 0.0173 NaN 0.01815 22227 NASDAQ_micro caleb_strategy_v3 [1] 27291.0 None 27329.25 27329.5 27329.0 27329.0 27251.0 -38.25 -0.25 78.5 78.0 NaN 78.25 22228 US30 caleb_strategy_v3 [-1] 115.0 None 115.203125 115.1875 115.21875 115.21875 115.1875 0.203125 -0.015625 -0.0 -0.03125 NaN -0.015625 22230 US5 caleb_strategy_v3 [-1] 107.695312 None 107.832031 107.828125 107.835938 107.835938 107.820313 0.136719 -0.003906 -0.007812 -0.015625 NaN -0.011718 22233 REDWHEAT caleb_strategy_v3 [1] 714.0 None 705.25 705.5 705.0 705.0 704.0 8.75 -0.25 1.5 1.0 NaN 1.25 22234 LIVECOW caleb_strategy_v3 [1] 249.475 None 249.425 249.45 249.4 249.4 248.625 0.05 -0.025 0.825 0.775 NaN 0.8 22229 AUD caleb_strategy_v3 [-1] 0.7102 None 0.716175 0.71615 0.7162 0.7162 0.7161 0.005975 -0.000025 -0.00005 -0.0001 NaN -0.000075 22238 AUD caleb_strategy_v3 [-1] 0.7102 None 0.7177 0.71765 0.71775 0.71775 0.7176 0.0075 -0.00005 -0.00005 -0.00015 NaN -0.0001 22240 GBP caleb_strategy_v3 [1] 1.3469 None 1.358 1.3581 1.3579 1.3579 1.3581 -0.0111 -0.0001 0.0 -0.0002 NaN -0.0001 22231 GBP caleb_strategy_v3 [1] 1.3469 None 1.3518 1.3519 1.3517 1.3517 NaN -0.0049 -0.0001 NaN NaN NaN NaN 22235 GBP caleb_strategy_v3 [1] 1.3469 None 1.35545 1.3555 1.3554 1.3554 1.355 -0.00855 -0.00005 0.0005 0.0004 NaN 0.00045 22236 GBP caleb_strategy_v3 [1] 1.3469 None 1.35545 1.3555 1.3554 1.3554 1.3547 -0.00855 -0.00005 0.0008 0.0007 NaN 0.00075 22237 GBP caleb_strategy_v3 [1] 1.3469 None 1.35415 1.3542 1.3541 1.3541 NaN -0.00725 -0.00005 NaN NaN NaN NaN 22232 SP400 caleb_strategy_v3 [1] 3585.1 None 3609.45 3609.7 3609.2 3609.2 NaN -24.35 -0.25 NaN NaN NaN NaN 22239 SP400 caleb_strategy_v3 [1] 3585.1 None 3638.95 3639.1 3638.8 3638.8 3635.3 -53.85 -0.15 3.8 3.5 NaN 3.65 ================================================================================================================================================================ 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 22219 NIKKEI caleb_strategy_v3 [-1] 13902.328664 323.68678 -3.59652 57.544316 50.351277 NaN 53.947797 22220 BTP caleb_strategy_v3 [-1] 9.754542 -184.529416 -10.251634 51.258171 30.754903 NaN 41.006537 22221 DAX caleb_strategy_v3 [-1] 4561.032842 -305.851777 -7.673701 -13.154915 -28.502316 NaN -20.828616 22222 GAS_US_mini caleb_strategy_v3 [-1] 1.629793 -0.0 -30.678736 61.357471 -0.0 NaN 30.678736 22223 CANOLA caleb_strategy_v3 [1] 138.299895 206.073909 -10.845995 21.69199 0.0 NaN 10.845995 22224 COPPER caleb_strategy_v3 [-1] 1.514721 310.288198 -3.300938 19.80563 13.203753 NaN 16.504691 22225 SUGAR11 caleb_strategy_v3 [1] 4.040775 259.851138 -12.373864 49.495455 24.747727 NaN 37.121591 22226 HEATOIL caleb_strategy_v3 [1] 1.619519 84.284301 -5.248473 117.318807 106.821861 NaN 112.070334 22227 NASDAQ_micro caleb_strategy_v3 [1] 4588.617426 -83.358442 -0.544826 171.075496 169.985843 NaN 170.530669 22228 US30 caleb_strategy_v3 [-1] 11.477175 176.981712 -13.613978 -0.0 -27.227956 NaN -13.613978 22230 US5 caleb_strategy_v3 [-1] 3.694548 370.055392 -10.573011 -21.144669 -42.290691 NaN -31.71768 22233 REDWHEAT caleb_strategy_v3 [1] 176.398545 496.035837 -14.172452 85.034715 56.68981 NaN 70.862262 22234 LIVECOW caleb_strategy_v3 [1] 33.105506 15.103228 -7.551614 249.203257 234.100029 NaN 241.651643 22229 AUD caleb_strategy_v3 [-1] 0.066977 892.103405 -3.73265 -7.4653 -14.930601 NaN -11.197951 22238 AUD caleb_strategy_v3 [-1] 0.066977 1119.795069 -7.4653 -7.4653 -22.395901 NaN -14.930601 22240 GBP caleb_strategy_v3 [1] 0.095738 -1159.409285 -10.445129 0.0 -20.890257 NaN -10.445129 22231 GBP caleb_strategy_v3 [1] 0.095738 -511.811306 -10.445129 NaN NaN NaN NaN 22235 GBP caleb_strategy_v3 [1] 0.095738 -893.058503 -5.222564 52.225643 41.780515 NaN 47.003079 22236 GBP caleb_strategy_v3 [1] 0.095738 -893.058503 -5.222564 83.56103 73.115901 NaN 78.338465 22237 GBP caleb_strategy_v3 [1] 0.095738 -757.27183 -5.222564 NaN NaN NaN NaN 22232 SP400 caleb_strategy_v3 [1] 616.48164 -394.983377 -4.055271 NaN NaN NaN NaN 22239 SP400 caleb_strategy_v3 [1] 616.48164 -873.505332 -2.433162 61.640116 56.773791 NaN 59.206954 ========================================================================================================================================================================= 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 22219 NIKKEI caleb_strategy_v3 [-1] 0.622498 280.124251 -3.112492 49.799867 43.574883 NaN 46.687375 22220 BTP caleb_strategy_v3 [-1] 1166.26 -209.9268 -11.6626 58.313 34.9878 NaN 46.6504 22221 DAX caleb_strategy_v3 [-1] 1.16626 -162.69327 -4.08191 -6.99756 -15.16138 NaN -11.07947 22222 GAS_US_mini caleb_strategy_v3 [-1] 2500.0 -0.0 -12.5 25.0 -0.0 NaN 12.5 22223 CANOLA caleb_strategy_v3 [1] 14.613634 41.648856 -2.192045 4.38409 0.0 NaN 2.192045 22224 COPPER caleb_strategy_v3 [-1] 25000.0 1175.0 -12.5 75.0 50.0 NaN 62.5 22225 SUGAR11 caleb_strategy_v3 [1] 1120.0 117.6 -5.6 22.4 11.2 NaN 16.8 22226 HEATOIL caleb_strategy_v3 [1] 42000.0 573.3 -35.7 798.0 726.6 NaN 762.3 22227 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -76.5 -0.5 157.0 156.0 NaN 156.5 22228 US30 caleb_strategy_v3 [-1] 1000.0 203.125 -15.625 -0.0 -31.25 NaN -15.625 22230 US5 caleb_strategy_v3 [-1] 1000.0 136.71875 -3.90625 -7.812 -15.6245 NaN -11.71825 22233 REDWHEAT caleb_strategy_v3 [1] 50.0 437.5 -12.5 75.0 50.0 NaN 62.5 22234 LIVECOW caleb_strategy_v3 [1] 400.0 20.0 -10.0 330.0 310.0 NaN 320.0 22229 AUD caleb_strategy_v3 [-1] 100000.0 597.5 -2.5 -5.0 -10.0 NaN -7.5 22238 AUD caleb_strategy_v3 [-1] 100000.0 750.0 -5.0 -5.0 -15.0 NaN -10.0 22240 GBP caleb_strategy_v3 [1] 62500.0 -693.75 -6.25 0.0 -12.5 NaN -6.25 22231 GBP caleb_strategy_v3 [1] 62500.0 -306.25 -6.25 NaN NaN NaN NaN 22235 GBP caleb_strategy_v3 [1] 62500.0 -534.375 -3.125 31.25 25.0 NaN 28.125 22236 GBP caleb_strategy_v3 [1] 62500.0 -534.375 -3.125 50.0 43.75 NaN 46.875 22237 GBP caleb_strategy_v3 [1] 62500.0 -453.125 -3.125 NaN NaN NaN NaN 22232 SP400 caleb_strategy_v3 [1] 100.0 -2435.0 -25.0 NaN NaN NaN NaN 22239 SP400 caleb_strategy_v3 [1] 100.0 -5385.0 -15.0 380.0 350.0 NaN 365.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 1347.5 BTP -209.9268 CANOLA 41.648856 COPPER 1175.0 DAX -162.69327 GAS_US_mini -0.0 GBP -2521.875 HEATOIL 573.3 LIVECOW 20.0 NASDAQ_micro -76.5 NIKKEI 280.124251 REDWHEAT 437.5 SP400 -7820.0 SUGAR11 117.6 US30 203.125 US5 136.71875 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -6458.478213 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -7.5 BTP -11.6626 CANOLA -2.192045 COPPER -12.5 DAX -4.08191 GAS_US_mini -12.5 GBP -21.875 HEATOIL -35.7 LIVECOW -10.0 NASDAQ_micro -0.5 NIKKEI -3.112492 REDWHEAT -12.5 SP400 -40.0 SUGAR11 -5.6 US30 -15.625 US5 -3.90625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -199.255297 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD -10.0 BTP 58.313 CANOLA 4.38409 COPPER 75.0 DAX -6.99756 GAS_US_mini 25.0 GBP 81.25 HEATOIL 798.0 LIVECOW 330.0 NASDAQ_micro 157.0 NIKKEI 49.799867 REDWHEAT 75.0 SP400 380.0 SUGAR11 22.4 US30 -0.0 US5 -7.812 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 2031.337397 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -25.0 BTP 34.9878 CANOLA 0.0 COPPER 50.0 DAX -15.16138 GAS_US_mini -0.0 GBP 56.25 HEATOIL 726.6 LIVECOW 310.0 NASDAQ_micro 156.0 NIKKEI 43.574883 REDWHEAT 50.0 SP400 350.0 SUGAR11 11.2 US30 -31.25 US5 -15.6245 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 1701.576803 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BTP 0 CANOLA 0 COPPER 0 DAX 0 GAS_US_mini 0 GBP 0 HEATOIL 0 LIVECOW 0 NASDAQ_micro 0 NIKKEI 0 REDWHEAT 0 SP400 0 SUGAR11 0 US30 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 -17.5 BTP 46.6504 CANOLA 2.192045 COPPER 62.5 DAX -11.07947 GAS_US_mini 12.5 GBP 68.75 HEATOIL 762.3 LIVECOW 320.0 NASDAQ_micro 156.5 NIKKEI 46.687375 REDWHEAT 62.5 SP400 365.0 SUGAR11 16.8 US30 -15.625 US5 -11.71825 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 1866.4571 ******************************************************************************** END OF REPORT ********************************************************************************