******************************************************************************** Trades report produced on 04/05/2026 21:37 from 03/05/2026 21:37 to 04/05/2026 21:37 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22247 COPPER caleb_strategy_v3 [20260700] 2026-05-04 14:03:59.000 [1] 5.899500 22249 CRUDE_W caleb_strategy_v3 [20261200] 2026-05-04 14:08:20.000 [-1] 81.740000 22242 DAX caleb_strategy_v3 [20260600] 2026-05-04 19:45:12.675 [0] NaN 22243 DAX caleb_strategy_v3 [20260600] 2026-05-04 10:22:04.000 [-1] 24196.000000 22251 DOW caleb_strategy_v3 [20260600] 2026-05-04 14:12:42.000 [-1] 49417.000000 22254 DOW caleb_strategy_v3 [20260600] 2026-05-04 14:35:53.000 [-1] 49546.000000 22255 DOW caleb_strategy_v3 [20260600] 2026-05-04 14:36:54.000 [-1] 49543.000000 22244 DX caleb_strategy_v3 [20260600] 2026-05-04 16:48:47.611 [0] NaN 22253 DX caleb_strategy_v3 [20260600] 2026-05-04 14:12:48.000 [-1] 98.170000 22241 EUROSTX caleb_strategy_v3 [20260600] 2026-05-04 10:05:54.000 [1] 5762.000000 22245 GASOLINE caleb_strategy_v3 [20260800] 2026-05-04 13:56:54.000 [1] 3.312000 22246 GOLD_micro caleb_strategy_v3 [20260600] 2026-05-04 13:56:55.000 [1] 4573.800000 22248 HEATOIL caleb_strategy_v3 [20260800] 2026-05-04 14:08:18.000 [-1] 3.660900 22252 JPY caleb_strategy_v3 [20260600] 2026-05-04 14:12:42.000 [1] 0.006387 22250 SP500_micro caleb_strategy_v3 [20260600] 2026-05-04 14:08:21.000 [1] 7251.000000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22241 EUROSTX caleb_strategy_v3 2026-04-30 00:00:00 2026-05-04 11:05:53.901000 2026-05-04 10:05:54 385553.901 NaN 22245 GASOLINE caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 14:48:14.625000 2026-05-04 13:56:54 312494.625 NaN 22246 GOLD_micro caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 14:56:55.593000 2026-05-04 13:56:55 313015.593 NaN 22247 COPPER caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 14:56:56.877000 2026-05-04 14:03:59 313016.877 NaN 22248 HEATOIL caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 15:04:00.389000 2026-05-04 14:08:18 313440.389 NaN 22249 CRUDE_W caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 15:08:19.653000 2026-05-04 14:08:20 313699.653 NaN 22250 SP500_micro caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 15:08:21.321000 2026-05-04 14:08:21 313701.321 NaN 22252 JPY caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 15:12:42.830000 2026-05-04 14:12:42 313962.83 NaN 22251 DOW caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 15:08:58.621000 2026-05-04 14:12:42 313738.621 NaN 22254 DOW caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 15:35:53.813000 2026-05-04 14:35:53 315353.813 NaN 22255 DOW caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 15:36:54.273000 2026-05-04 14:36:54 315414.273 NaN 22244 DX caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 14:38:12.953000 2026-05-04 16:48:47.611000 311892.953 7834.658 22253 DX caleb_strategy_v3 2026-05-01 00:00:00 2026-05-04 15:12:48.513000 2026-05-04 14:12:48 313968.513 NaN 22242 DAX caleb_strategy_v3 2026-04-30 00:00:00 2026-05-04 11:06:50.938000 2026-05-04 19:45:12.675000 385610.938 31101.737 22243 DAX caleb_strategy_v3 2026-04-30 00:00:00 2026-05-04 11:16:55.263000 2026-05-04 10:22:04 386215.263 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 22241 EUROSTX caleb_strategy_v3 [1] 5840.0 None 5818.5 5819.0 5818.0 5818.0 5762.0 21.5 -0.5 57.0 56.0 NaN 56.5 22245 GASOLINE caleb_strategy_v3 [1] 3.2636 None 3.29865 3.2992 3.2981 3.2981 3.312 -0.03505 -0.00055 -0.0128 -0.0139 NaN -0.01335 22246 GOLD_micro caleb_strategy_v3 [1] 4635.0 None 4575.15 4575.3 4575.0 4575.0 4573.8 59.85 -0.15 1.5 1.2 NaN 1.35 22247 COPPER caleb_strategy_v3 [1] 5.9705 None 5.903 5.9035 5.9025 5.9025 5.8995 0.0675 -0.0005 0.004 0.003 NaN 0.0035 22248 HEATOIL caleb_strategy_v3 [-1] 3.6422 None 3.6648 3.6638 3.6658 3.6658 3.6609 0.0226 -0.001 -0.0029 -0.0049 NaN -0.0039 22249 CRUDE_W caleb_strategy_v3 [-1] 79.83 None 81.725 81.71 81.74 81.74 81.74 1.895 -0.015 0.03 -0.0 NaN 0.015 22250 SP500_micro caleb_strategy_v3 [1] 7266.0 None 7255.125 7255.25 7255.0 7255.0 7251.0 10.875 -0.125 4.25 4.0 NaN 4.125 22252 JPY caleb_strategy_v3 [1] 0.006391 None 0.00639 0.00639 0.00639 0.006389 0.006387 0.000001 -0.0 0.000003 0.000002 NaN 0.000003 22251 DOW caleb_strategy_v3 [-1] 49699.0 None 49450.0 49449.0 49451.0 49451.0 49417.0 -249.0 -1.0 -32.0 -34.0 NaN -33.0 22254 DOW caleb_strategy_v3 [-1] 49699.0 None 49497.0 49496.0 49498.0 49498.0 49546.0 -202.0 -1.0 50.0 48.0 NaN 49.0 22255 DOW caleb_strategy_v3 [-1] 49699.0 None 49497.0 49496.0 49498.0 49498.0 49543.0 -202.0 -1.0 47.0 45.0 NaN 46.0 22244 DX caleb_strategy_v3 [-1] 97.995 None 98.1925 98.19 98.195 98.195 NaN 0.1975 -0.0025 NaN NaN NaN NaN 22253 DX caleb_strategy_v3 [-1] 97.995 None 98.1425 98.14 98.145 98.145 98.17 0.1475 -0.0025 0.03 0.025 NaN 0.0275 22242 DAX caleb_strategy_v3 [-1] 24387.0 None 24488.0 24487.0 24489.0 24489.0 NaN 101.0 -1.0 NaN NaN NaN NaN 22243 DAX caleb_strategy_v3 [-1] 24387.0 None 24483.0 24482.0 24484.0 24484.0 24196.0 96.0 -1.0 -286.0 -288.0 NaN -287.0 =============================================================================================================================================================== 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 22241 EUROSTX caleb_strategy_v3 [1] 1090.423089 197.171173 -4.585376 522.732879 513.562126 NaN 518.147502 22245 GASOLINE caleb_strategy_v3 [1] 1.075791 -325.806677 -5.112516 -118.982182 -129.207213 NaN -124.094697 22246 GOLD_micro caleb_strategy_v3 [1] 1110.846256 538.778428 -1.350322 13.503219 10.802575 NaN 12.152897 22247 COPPER caleb_strategy_v3 [1] 1.515222 445.479379 -3.299847 26.398778 19.799084 NaN 23.098931 22248 HEATOIL caleb_strategy_v3 [-1] 1.579339 143.097826 -6.331762 -18.36211 -31.025635 NaN -24.693873 22249 CRUDE_W caleb_strategy_v3 [-1] 22.315977 849.167407 -6.721642 13.443283 -0.0 NaN 6.721642 22250 SP500_micro caleb_strategy_v3 [1] 937.550682 115.993729 -1.333261 45.330883 42.66436 NaN 43.997621 22252 JPY caleb_strategy_v3 [1] 0.000661 11.338647 -3.779549 45.354588 37.79549 NaN 41.575039 22251 DOW caleb_strategy_v3 [-1] 7341.225494 -339.180427 -1.36217 -43.589453 -46.313793 NaN -44.951623 22254 DOW caleb_strategy_v3 [-1] 7341.225494 -275.158419 -1.36217 68.10852 65.384179 NaN 66.746349 22255 DOW caleb_strategy_v3 [-1] 7341.225494 -275.158419 -1.36217 64.022008 61.297668 NaN 62.659838 22244 DX caleb_strategy_v3 [-1] 6.541635 301.912304 -3.821675 NaN NaN NaN NaN 22253 DX caleb_strategy_v3 [-1] 6.541635 225.47881 -3.821675 45.860097 38.216747 NaN 42.038422 22242 DAX caleb_strategy_v3 [-1] 4540.969826 222.419448 -2.202173 NaN NaN NaN NaN 22243 DAX caleb_strategy_v3 [-1] 4540.969826 211.408584 -2.202173 -629.821406 -634.225751 NaN -632.023579 ========================================================================================================================================================================= 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 22241 EUROSTX caleb_strategy_v3 [1] 11.70755 251.712325 -5.853775 667.33035 655.6228 NaN 661.476575 22245 GASOLINE caleb_strategy_v3 [1] 42000.0 -1472.1 -23.1 -537.6 -583.8 NaN -560.7 22246 GOLD_micro caleb_strategy_v3 [1] 10.0 598.5 -1.5 15.0 12.0 NaN 13.5 22247 COPPER caleb_strategy_v3 [1] 25000.0 1687.5 -12.5 100.0 75.0 NaN 87.5 22248 HEATOIL caleb_strategy_v3 [-1] 42000.0 949.2 -42.0 -121.8 -205.8 NaN -163.8 22249 CRUDE_W caleb_strategy_v3 [-1] 1000.0 1895.0 -15.0 30.0 -0.0 NaN 15.0 22250 SP500_micro caleb_strategy_v3 [1] 5.0 54.375 -0.625 21.25 20.0 NaN 20.625 22252 JPY caleb_strategy_v3 [1] 12500000.0 9.375 -3.125 37.5 31.25 NaN 34.375 22251 DOW caleb_strategy_v3 [-1] 0.5 -124.5 -0.5 -16.0 -17.0 NaN -16.5 22254 DOW caleb_strategy_v3 [-1] 0.5 -101.0 -0.5 25.0 24.0 NaN 24.5 22255 DOW caleb_strategy_v3 [-1] 0.5 -101.0 -0.5 23.5 22.5 NaN 23.0 22244 DX caleb_strategy_v3 [-1] 1000.0 197.5 -2.5 NaN NaN NaN NaN 22253 DX caleb_strategy_v3 [-1] 1000.0 147.5 -2.5 30.0 25.0 NaN 27.5 22242 DAX caleb_strategy_v3 [-1] 1.170755 118.246255 -1.170755 NaN NaN NaN NaN 22243 DAX caleb_strategy_v3 [-1] 1.170755 112.39248 -1.170755 -334.83593 -337.17744 NaN -336.006685 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 COPPER 1687.5 CRUDE_W 1895.0 DAX 230.638735 DOW -326.5 DX 345.0 EUROSTX 251.712325 GASOLINE -1472.1 GOLD_micro 598.5 HEATOIL 949.2 JPY 9.375 SP500_micro 54.375 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 4222.70106 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 COPPER -12.5 CRUDE_W -15.0 DAX -2.34151 DOW -1.5 DX -5.0 EUROSTX -5.853775 GASOLINE -23.1 GOLD_micro -1.5 HEATOIL -42.0 JPY -3.125 SP500_micro -0.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -112.545285 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 COPPER 100.0 CRUDE_W 30.0 DAX -334.83593 DOW 32.5 DX 30.0 EUROSTX 667.33035 GASOLINE -537.6 GOLD_micro 15.0 HEATOIL -121.8 JPY 37.5 SP500_micro 21.25 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -60.65558 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER 75.0 CRUDE_W -0.0 DAX -337.17744 DOW 29.5 DX 25.0 EUROSTX 655.6228 GASOLINE -583.8 GOLD_micro 12.0 HEATOIL -205.8 JPY 31.25 SP500_micro 20.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -278.40464 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 COPPER 0 CRUDE_W 0 DAX 0 DOW 0 DX 0 EUROSTX 0 GASOLINE 0 GOLD_micro 0 HEATOIL 0 JPY 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 COPPER 87.5 CRUDE_W 15.0 DAX -336.006685 DOW 31.0 DX 27.5 EUROSTX 661.476575 GASOLINE -560.7 GOLD_micro 13.5 HEATOIL -163.8 JPY 34.375 SP500_micro 20.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -169.53011 ******************************************************************************** END OF REPORT ********************************************************************************