******************************************************************************** Trades report produced on 07/05/2026 21:36 from 06/05/2026 21:36 to 07/05/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22302 AUD caleb_strategy_v3 [20260600] 2026-05-07 14:11:11.000 [-1] 0.7242 22289 BUXL caleb_strategy_v3 [20260600] 2026-05-07 07:00:31.000 [1] 109.3200 22298 CHF caleb_strategy_v3 [20260600] 2026-05-07 14:00:34.000 [1] 1.2918 22296 CRUDE_W caleb_strategy_v3 [20261200] 2026-05-07 13:18:01.000 [-1] 75.5700 22290 DAX caleb_strategy_v3 [20260600] 2026-05-07 07:00:31.000 [1] 25034.0000 22292 DAX caleb_strategy_v3 [20260600] 2026-05-07 19:45:04.125 [0] NaN 22293 DAX caleb_strategy_v3 [20260600] 2026-05-07 07:22:37.000 [1] 25054.0000 22291 DAX caleb_strategy_v3 [20260600] 2026-05-07 07:01:36.000 [1] 25038.0000 22309 DOW caleb_strategy_v3 [20260600] 2026-05-07 14:32:49.000 [1] 49884.0000 22308 DOW caleb_strategy_v3 [20260600] 2026-05-07 14:31:49.000 [1] 49879.0000 22300 DOW caleb_strategy_v3 [20260600] 2026-05-07 14:10:36.000 [1] 49941.0000 22307 DOW caleb_strategy_v3 [20260600] 2026-05-07 14:31:16.000 [1] 49873.0000 22304 DOW caleb_strategy_v3 [20260600] 2026-05-07 14:21:32.000 [1] 49901.0000 22297 DX caleb_strategy_v3 [20260600] 2026-05-07 13:22:19.000 [1] 97.6950 22294 DX caleb_strategy_v3 [20260600] 2026-05-07 19:45:04.190 [0] NaN 22312 GBP caleb_strategy_v3 [20260600] 2026-05-07 15:28:43.000 [1] 1.3612 22313 GBP caleb_strategy_v3 [20260600] 2026-05-07 15:29:43.000 [1] 1.3612 22303 GBP caleb_strategy_v3 [20260600] 2026-05-07 19:45:04.328 [0] NaN 22311 GBP caleb_strategy_v3 [20260600] 2026-05-07 15:07:34.000 [1] 1.3629 22295 GOLD_micro caleb_strategy_v3 [20260600] 2026-05-07 13:18:00.000 [-1] 4749.1000 22301 MXP caleb_strategy_v3 [20260600] 2026-05-07 14:10:37.000 [1] 0.0579 22299 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-05-07 19:45:04.265 [0] NaN 22305 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-05-07 14:31:14.000 [1] 28867.0000 22310 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-05-07 14:48:27.000 [1] 28883.7500 22288 NIKKEI caleb_strategy_v3 [20260600] 2026-05-07 02:01:18.000 [-1] 62895.0000 22306 WHEAT caleb_strategy_v3 [20261200] 2026-05-07 14:31:15.000 [-1] 646.2500 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22288 NIKKEI caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 03:01:17.997000 2026-05-07 02:01:18 97277.997 NaN 22289 BUXL caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 08:00:30.958000 2026-05-07 07:00:31 115230.958 NaN 22295 GOLD_micro caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 14:10:16.373000 2026-05-07 13:18:00 137416.373 NaN 22296 CRUDE_W caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 14:18:01.162000 2026-05-07 13:18:01 137881.162 NaN 22298 CHF caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:00:29.681000 2026-05-07 14:00:34 140429.681 NaN 22301 MXP caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:10:37.267000 2026-05-07 14:10:37 141037.267 NaN 22302 AUD caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:10:38.269000 2026-05-07 14:11:11 141038.269 NaN 22306 WHEAT caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:31:15.686000 2026-05-07 14:31:15 142275.686 NaN 22304 DOW caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:21:32.771000 2026-05-07 14:21:32 141692.771 NaN 22307 DOW caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:31:16.150000 2026-05-07 14:31:16 142276.15 NaN 22308 DOW caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:31:49.063000 2026-05-07 14:31:49 142309.063 NaN 22309 DOW caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:32:49.063000 2026-05-07 14:32:49 142369.063 NaN 22300 DOW caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:10:36.189000 2026-05-07 14:10:36 141036.189 NaN 22297 DX caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 14:22:19.034000 2026-05-07 13:22:19 138139.034 NaN 22294 DX caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 14:00:14.994000 2026-05-07 19:45:04.190000 136814.994 20689.196 22305 NASDAQ_micro caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:22:32.617000 2026-05-07 14:31:14 141752.617 NaN 22299 NASDAQ_micro caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:00:35.181000 2026-05-07 19:45:04.265000 140435.181 17069.084 22310 NASDAQ_micro caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:47:49.161000 2026-05-07 14:48:27 143269.161 NaN 22290 DAX caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 08:00:31.810000 2026-05-07 07:00:31 115231.81 NaN 22291 DAX caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 08:01:30.838000 2026-05-07 07:01:36 115290.838 NaN 22292 DAX caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 08:08:30.934000 2026-05-07 19:45:04.125000 115710.934 41793.191 22293 DAX caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 08:22:36.948000 2026-05-07 07:22:37 116556.948 NaN 22312 GBP caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 16:28:43.262000 2026-05-07 15:28:43 145723.262 NaN 22313 GBP caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 16:29:43.841000 2026-05-07 15:29:43 145783.841 NaN 22311 GBP caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:57:49.306000 2026-05-07 15:07:34 143869.306 NaN 22303 GBP caleb_strategy_v3 2026-05-06 00:00:00 2026-05-07 15:11:12.029000 2026-05-07 19:45:04.328000 141072.029 16432.299 ================================================================================================================================================================================================================================== 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 22288 NIKKEI caleb_strategy_v3 [-1] 61965.0 None 62762.5 62760.0 62765.0 62765.0 62895.0 797.5 -2.5 135.0 130.0 NaN 132.5 22289 BUXL caleb_strategy_v3 [1] 108.98 None 109.39 109.4 109.38 109.38 109.32 -0.41 -0.01 0.08 0.06 NaN 0.07 22295 GOLD_micro caleb_strategy_v3 [-1] 4697.4 None 4753.95 4753.8 4754.1 4754.1 4749.1 56.55 -0.15 -4.7 -5.0 NaN -4.85 22296 CRUDE_W caleb_strategy_v3 [-1] 77.06 None 75.555 75.55 75.56 75.56 75.57 -1.505 -0.005 0.02 0.01 NaN 0.015 22298 CHF caleb_strategy_v3 [1] 1.2898 None 1.29175 1.2918 1.2917 1.2917 1.2918 -0.00195 -0.00005 0.0 -0.0001 NaN -0.00005 22301 MXP caleb_strategy_v3 [1] 0.05781 None 0.057925 0.05793 0.05792 0.05792 0.0579 -0.000115 -0.000005 0.00003 0.00002 NaN 0.000025 22302 AUD caleb_strategy_v3 [-1] 0.72315 None 0.72415 0.7241 0.7242 0.7242 0.7242 0.001 -0.00005 0.0001 -0.0 NaN 0.00005 22306 WHEAT caleb_strategy_v3 [-1] 654.0 None 645.125 645.0 645.25 645.25 646.25 -8.875 -0.125 1.25 1.0 NaN 1.125 22304 DOW caleb_strategy_v3 [1] 50066.0 None 49980.5 49981.0 49980.0 49980.0 49901.0 85.5 -0.5 80.0 79.0 NaN 79.5 22307 DOW caleb_strategy_v3 [1] 50066.0 None 49980.5 49981.0 49980.0 49980.0 49873.0 85.5 -0.5 108.0 107.0 NaN 107.5 22308 DOW caleb_strategy_v3 [1] 50066.0 None 49980.5 49981.0 49980.0 49980.0 49879.0 85.5 -0.5 102.0 101.0 NaN 101.5 22309 DOW caleb_strategy_v3 [1] 50066.0 None 49980.5 49981.0 49980.0 49980.0 49884.0 85.5 -0.5 97.0 96.0 NaN 96.5 22300 DOW caleb_strategy_v3 [1] 50066.0 None 49980.5 49981.0 49980.0 49980.0 49941.0 85.5 -0.5 40.0 39.0 NaN 39.5 22297 DX caleb_strategy_v3 [1] 97.86 None 97.7275 97.73 97.725 97.725 97.695 0.1325 -0.0025 0.035 0.03 NaN 0.0325 22294 DX caleb_strategy_v3 [1] 97.86 None 97.695 97.7 97.69 97.69 NaN 0.165 -0.005 NaN NaN NaN NaN 22305 NASDAQ_micro caleb_strategy_v3 [1] 28647.0 None 28841.375 28841.5 28841.25 28841.25 28867.0 -194.375 -0.125 -25.5 -25.75 NaN -25.625 22299 NASDAQ_micro caleb_strategy_v3 [1] 28647.0 None 28740.0 28740.25 28739.75 28739.75 NaN -93.0 -0.25 NaN NaN NaN NaN 22310 NASDAQ_micro caleb_strategy_v3 [1] 28647.0 None 28883.875 28884.0 28883.75 28883.75 28883.75 -236.875 -0.125 0.25 0.0 NaN 0.125 22290 DAX caleb_strategy_v3 [1] 25030.0 None 25039.5 25041.0 25038.0 25038.0 25034.0 -9.5 -1.5 7.0 4.0 NaN 5.5 22291 DAX caleb_strategy_v3 [1] 25030.0 None 25039.5 25041.0 25038.0 25038.0 25038.0 -9.5 -1.5 3.0 0.0 NaN 1.5 22292 DAX caleb_strategy_v3 [1] 25030.0 None 25030.0 25031.0 25029.0 25029.0 NaN 0.0 -1.0 NaN NaN NaN NaN 22293 DAX caleb_strategy_v3 [1] 25030.0 None 25055.0 25056.0 25054.0 25054.0 25054.0 -25.0 -1.0 2.0 0.0 NaN 1.0 22312 GBP caleb_strategy_v3 [1] 1.3593 None 1.36265 1.3627 1.3626 1.3626 1.3612 -0.00335 -0.00005 0.0015 0.0014 NaN 0.00145 22313 GBP caleb_strategy_v3 [1] 1.3593 None 1.36265 1.3627 1.3626 1.3626 1.3612 -0.00335 -0.00005 0.0015 0.0014 NaN 0.00145 22311 GBP caleb_strategy_v3 [1] 1.3593 None 1.3622 1.3623 1.3621 1.3621 1.3629 -0.0029 -0.0001 -0.0006 -0.0008 NaN -0.0007 22303 GBP caleb_strategy_v3 [1] 1.3593 None 1.3618 1.3619 1.3617 1.3617 NaN -0.0025 -0.0001 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 22288 NIKKEI caleb_strategy_v3 [-1] 14979.11695 532.407887 -1.66899 90.125473 86.787493 NaN 88.456483 22289 BUXL caleb_strategy_v3 [1] 12.429953 -329.848403 -8.045083 64.360664 48.270498 NaN 56.315581 22295 GOLD_micro caleb_strategy_v3 [-1] 1124.317832 502.971654 -1.334142 -41.803126 -44.471411 NaN -43.137268 22296 CRUDE_W caleb_strategy_v3 [-1] 26.49237 -568.088085 -1.887336 7.549343 3.774672 NaN 5.662007 22298 CHF caleb_strategy_v3 [1] 0.098364 -198.243872 -5.083176 0.0 -10.166352 NaN -5.083176 22301 MXP caleb_strategy_v3 [1] 0.00524 -219.458539 -9.541676 57.250054 38.166703 NaN 47.708378 22302 AUD caleb_strategy_v3 [-1] 0.063935 156.408098 -7.820405 15.64081 -0.0 NaN 7.820405 22306 WHEAT caleb_strategy_v3 [-1] 150.227346 -590.771268 -8.320722 83.207221 66.565777 NaN 74.886499 22304 DOW caleb_strategy_v3 [1] 7250.310777 117.925979 -0.689626 110.340098 108.960847 NaN 109.650472 22307 DOW caleb_strategy_v3 [1] 7250.310777 117.925979 -0.689626 148.959132 147.579881 NaN 148.269506 22308 DOW caleb_strategy_v3 [1] 7250.310777 117.925979 -0.689626 140.683625 139.304373 NaN 139.993999 22309 DOW caleb_strategy_v3 [1] 7250.310777 117.925979 -0.689626 133.787369 132.408117 NaN 133.097743 22300 DOW caleb_strategy_v3 [1] 7250.310777 117.925979 -0.689626 55.170049 53.790798 NaN 54.480423 22297 DX caleb_strategy_v3 [1] 6.290094 210.648684 -3.974503 55.643049 47.694042 NaN 51.668545 22294 DX caleb_strategy_v3 [1] 6.290094 262.317229 -7.949007 NaN NaN NaN NaN 22305 NASDAQ_micro caleb_strategy_v3 [1] 4547.665603 -427.41709 -0.274866 -56.072724 -56.622457 NaN -56.347591 22299 NASDAQ_micro caleb_strategy_v3 [1] 4547.665603 -204.500524 -0.549733 NaN NaN NaN NaN 22310 NASDAQ_micro caleb_strategy_v3 [1] 4547.665603 -520.871631 -0.274866 0.549733 0.0 NaN 0.274866 22290 DAX caleb_strategy_v3 [1] 5019.968953 -18.92442 -2.988066 13.944309 7.968177 NaN 10.956243 22291 DAX caleb_strategy_v3 [1] 5019.968953 -18.92442 -2.988066 5.976133 0.0 NaN 2.988066 22292 DAX caleb_strategy_v3 [1] 5019.968953 0.0 -1.992044 NaN NaN NaN NaN 22293 DAX caleb_strategy_v3 [1] 5019.968953 -49.801105 -1.992044 3.984088 0.0 NaN 1.992044 22312 GBP caleb_strategy_v3 [1] 0.089641 -373.714464 -5.577828 167.334835 156.179179 NaN 161.757007 22313 GBP caleb_strategy_v3 [1] 0.089641 -373.714464 -5.577828 167.334835 156.179179 NaN 161.757007 22311 GBP caleb_strategy_v3 [1] 0.089641 -323.514014 -11.155656 -66.933934 -89.245245 NaN -78.089589 22303 GBP caleb_strategy_v3 [1] 0.089641 -278.891391 -11.155656 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 22288 NIKKEI caleb_strategy_v3 [-1] 0.639435 509.949613 -1.598588 86.323759 83.126583 NaN 84.725171 22289 BUXL caleb_strategy_v3 [1] 1175.045 -481.76845 -11.75045 94.0036 70.5027 NaN 82.25315 22295 GOLD_micro caleb_strategy_v3 [-1] 10.0 565.5 -1.5 -47.0 -50.0 NaN -48.5 22296 CRUDE_W caleb_strategy_v3 [-1] 1000.0 -1505.0 -5.0 20.0 10.0 NaN 15.0 22298 CHF caleb_strategy_v3 [1] 125000.0 -243.75 -6.25 0.0 -12.5 NaN -6.25 22301 MXP caleb_strategy_v3 [1] 500000.0 -57.5 -2.5 15.0 10.0 NaN 12.5 22302 AUD caleb_strategy_v3 [-1] 100000.0 100.0 -5.0 10.0 -0.0 NaN 5.0 22306 WHEAT caleb_strategy_v3 [-1] 50.0 -443.75 -6.25 62.5 50.0 NaN 56.25 22304 DOW caleb_strategy_v3 [1] 0.5 42.75 -0.25 40.0 39.5 NaN 39.75 22307 DOW caleb_strategy_v3 [1] 0.5 42.75 -0.25 54.0 53.5 NaN 53.75 22308 DOW caleb_strategy_v3 [1] 0.5 42.75 -0.25 51.0 50.5 NaN 50.75 22309 DOW caleb_strategy_v3 [1] 0.5 42.75 -0.25 48.5 48.0 NaN 48.25 22300 DOW caleb_strategy_v3 [1] 0.5 42.75 -0.25 20.0 19.5 NaN 19.75 22297 DX caleb_strategy_v3 [1] 1000.0 132.5 -2.5 35.0 30.0 NaN 32.5 22294 DX caleb_strategy_v3 [1] 1000.0 165.0 -5.0 NaN NaN NaN NaN 22305 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -388.75 -0.25 -51.0 -51.5 NaN -51.25 22299 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -186.0 -0.5 NaN NaN NaN NaN 22310 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -473.75 -0.25 0.5 0.0 NaN 0.25 22290 DAX caleb_strategy_v3 [1] 1.175045 -11.162927 -1.762567 8.225315 4.70018 NaN 6.462747 22291 DAX caleb_strategy_v3 [1] 1.175045 -11.162927 -1.762567 3.525135 0.0 NaN 1.762567 22292 DAX caleb_strategy_v3 [1] 1.175045 0.0 -1.175045 NaN NaN NaN NaN 22293 DAX caleb_strategy_v3 [1] 1.175045 -29.376125 -1.175045 2.35009 0.0 NaN 1.175045 22312 GBP caleb_strategy_v3 [1] 62500.0 -209.375 -3.125 93.75 87.5 NaN 90.625 22313 GBP caleb_strategy_v3 [1] 62500.0 -209.375 -3.125 93.75 87.5 NaN 90.625 22311 GBP caleb_strategy_v3 [1] 62500.0 -181.25 -6.25 -37.5 -50.0 NaN -43.75 22303 GBP caleb_strategy_v3 [1] 62500.0 -156.25 -6.25 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 100.0 BUXL -481.76845 CHF -243.75 CRUDE_W -1505.0 DAX -51.70198 DOW 213.75 DX 297.5 GBP -756.25 GOLD_micro 565.5 MXP -57.5 NASDAQ_micro -1048.5 NIKKEI 509.949613 WHEAT -443.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -2901.520817 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -5.0 BUXL -11.75045 CHF -6.25 CRUDE_W -5.0 DAX -5.875225 DOW -1.25 DX -7.5 GBP -18.75 GOLD_micro -1.5 MXP -2.5 NASDAQ_micro -1.0 NIKKEI -1.598588 WHEAT -6.25 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -74.224263 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 10.0 BUXL 94.0036 CHF 0.0 CRUDE_W 20.0 DAX 14.10054 DOW 213.5 DX 35.0 GBP 150.0 GOLD_micro -47.0 MXP 15.0 NASDAQ_micro -50.5 NIKKEI 86.323759 WHEAT 62.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 602.927899 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -0.0 BUXL 70.5027 CHF -12.5 CRUDE_W 10.0 DAX 4.70018 DOW 211.0 DX 30.0 GBP 125.0 GOLD_micro -50.0 MXP 10.0 NASDAQ_micro -51.5 NIKKEI 83.126583 WHEAT 50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 480.329463 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BUXL 0 CHF 0 CRUDE_W 0 DAX 0 DOW 0 DX 0 GBP 0 GOLD_micro 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 WHEAT 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 5.0 BUXL 82.25315 CHF -6.25 CRUDE_W 15.0 DAX 9.40036 DOW 212.25 DX 32.5 GBP 137.5 GOLD_micro -48.5 MXP 12.5 NASDAQ_micro -51.0 NIKKEI 84.725171 WHEAT 56.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 541.628681 ******************************************************************************** END OF REPORT ********************************************************************************