******************************************************************************** Trades report produced on 06/05/2026 21:36 from 05/05/2026 21:36 to 06/05/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22286 CANOLA caleb_strategy_v3 [20261100] 2026-05-06 19:45:01.283 [0] NaN 22287 CANOLA caleb_strategy_v3 [20261100] 2026-05-06 13:20:24.000 [1] 751.9 22285 DAX caleb_strategy_v3 [20260600] 2026-05-06 07:02:45.000 [1] 24725.0 22284 EUROSTX caleb_strategy_v3 [20260600] 2026-05-06 07:01:01.000 [-1] 5899.0 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22284 EUROSTX caleb_strategy_v3 2026-05-05 00:00:00 2026-05-06 08:00:32.242000 2026-05-06 07:01:01 115232.242 NaN 22285 DAX caleb_strategy_v3 2026-05-05 00:00:00 2026-05-06 08:01:02.072000 2026-05-06 07:02:45 115262.072 NaN 22286 CANOLA caleb_strategy_v3 2026-05-05 00:00:00 2026-05-06 14:00:34.557000 2026-05-06 19:45:01.283000 136834.557 20666.726 22287 CANOLA caleb_strategy_v3 2026-05-05 00:00:00 2026-05-06 14:10:39.157000 2026-05-06 13:20:24 137439.157 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 22284 EUROSTX caleb_strategy_v3 [-1] 5849.0 None 5898.5 5898.0 5899.0 5899.0 5899.0 49.5 -0.5 1.0 -0.0 NaN 0.5 22285 DAX caleb_strategy_v3 [1] 24503.0 None 24713.5 24715.0 24712.0 24712.0 24725.0 -210.5 -1.5 -10.0 -13.0 NaN -11.5 22286 CANOLA caleb_strategy_v3 [1] 762.6 None 748.0 748.1 747.9 747.9 NaN 14.6 -0.1 NaN NaN NaN NaN 22287 CANOLA caleb_strategy_v3 [1] 762.6 None 748.6 748.7 748.5 748.5 751.9 14.0 -0.1 -3.2 -3.4 NaN -3.3 ================================================================================================================================================================ 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 22284 EUROSTX caleb_strategy_v3 [-1] 1204.243069 411.046584 -4.151986 8.303971 -0.0 NaN 4.151986 22285 DAX caleb_strategy_v3 [1] 4724.359188 -445.563073 -3.175034 -21.166892 -27.516959 NaN -24.341926 22286 CANOLA caleb_strategy_v3 [1] 140.070987 1042.328634 -7.139237 NaN NaN NaN NaN 22287 CANOLA caleb_strategy_v3 [1] 140.070987 999.49321 -7.139237 -228.455591 -242.734065 NaN -235.594828 ========================================================================================================================================================================= 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 22284 EUROSTX caleb_strategy_v3 [-1] 11.73115 580.691925 -5.865575 11.73115 -0.0 NaN 5.865575 22285 DAX caleb_strategy_v3 [1] 1.173115 -246.940707 -1.759672 -11.73115 -15.250495 NaN -13.490822 22286 CANOLA caleb_strategy_v3 [1] 14.709722 214.761942 -1.470972 NaN NaN NaN NaN 22287 CANOLA caleb_strategy_v3 [1] 14.709722 205.936108 -1.470972 -47.07111 -50.013055 NaN -48.542083 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 420.69805 DAX -246.940707 EUROSTX 580.691925 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 754.449267 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -2.941944 DAX -1.759672 EUROSTX -5.865575 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -10.567192 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -47.07111 DAX -11.73115 EUROSTX 11.73115 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -47.07111 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -50.013055 DAX -15.250495 EUROSTX -0.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -65.26355 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0 DAX 0 EUROSTX 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 -48.542083 DAX -13.490822 EUROSTX 5.865575 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -56.16733 ******************************************************************************** END OF REPORT ********************************************************************************