******************************************************************************** Trades report produced on 11/05/2026 21:36 from 10/05/2026 21:36 to 11/05/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22340 AUD caleb_strategy_v3 [20260600] 2026-05-11 14:05:17.000 [1] 0.724750 22332 BUXL caleb_strategy_v3 [20260600] 2026-05-11 07:12:09.000 [1] 108.660000 22335 CRUDE_W caleb_strategy_v3 [20261200] 2026-05-11 13:10:04.000 [1] 80.280000 22333 DAX caleb_strategy_v3 [20260600] 2026-05-11 07:17:21.000 [1] 24393.000000 22331 DAX caleb_strategy_v3 [20260600] 2026-05-11 19:45:09.658 [0] NaN 22342 DOW caleb_strategy_v3 [20260600] 2026-05-11 14:15:08.000 [-1] 49692.000000 22348 DOW caleb_strategy_v3 [20260600] 2026-05-11 15:25:44.000 [-1] 49755.000000 22347 DOW caleb_strategy_v3 [20260600] 2026-05-11 15:18:38.000 [-1] 49718.000000 22346 DOW caleb_strategy_v3 [20260600] 2026-05-11 14:56:24.000 [-1] 49726.000000 22330 EUROSTX caleb_strategy_v3 [20260600] 2026-05-11 07:00:35.000 [-1] 5896.000000 22336 GASOLINE caleb_strategy_v3 [20260800] 2026-05-11 13:15:09.000 [-1] 3.244200 22341 GBP caleb_strategy_v3 [20260600] 2026-05-11 14:11:34.000 [-1] 1.362000 22334 GOLD_micro caleb_strategy_v3 [20260800] 2026-05-11 19:45:09.701 [0] NaN 22337 GOLD_micro caleb_strategy_v3 [20260800] 2026-05-11 13:28:52.000 [1] 4773.600000 22345 JPY caleb_strategy_v3 [20260600] 2026-05-11 14:36:46.000 [1] 0.006386 22343 JPY caleb_strategy_v3 [20260600] 2026-05-11 19:45:09.745 [0] NaN 22338 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-05-11 14:01:44.000 [-1] 29355.000000 22328 NIKKEI caleb_strategy_v3 [20260600] 2026-05-11 02:01:23.000 [1] 62595.000000 22329 NIKKEI caleb_strategy_v3 [20260600] 2026-05-11 02:02:23.000 [1] 62610.000000 22344 VIX caleb_strategy_v3 [20260800] 2026-05-11 14:31:41.000 [-1] 22.000000 22339 VIX caleb_strategy_v3 [20260800] 2026-05-11 14:05:15.000 [-1] 22.000000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22328 NIKKEI caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 03:01:22.633000 2026-05-11 02:01:23 270082.633 NaN 22329 NIKKEI caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 03:02:22.774000 2026-05-11 02:02:23 270142.774 NaN 22330 EUROSTX caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 08:00:35.178000 2026-05-11 07:00:35 288035.178 NaN 22332 BUXL caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 08:10:36.805000 2026-05-11 07:12:09 288636.805 NaN 22335 CRUDE_W caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 14:10:04.827000 2026-05-11 13:10:04 310204.827 NaN 22336 GASOLINE caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 14:10:22.914000 2026-05-11 13:15:09 310222.914 NaN 22338 NASDAQ_micro caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 15:00:03.999000 2026-05-11 14:01:44 313203.999 NaN 22340 AUD caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 15:05:17.025000 2026-05-11 14:05:17 313517.025 NaN 22341 GBP caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 15:05:18.041000 2026-05-11 14:11:34 313518.041 NaN 22344 VIX caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 15:25:29.509000 2026-05-11 14:31:41 314729.509 NaN 22339 VIX caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 15:01:45.405000 2026-05-11 14:05:15 313305.405 NaN 22346 DOW caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 15:55:51.373000 2026-05-11 14:56:24 316551.373 NaN 22347 DOW caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 16:16:57.053000 2026-05-11 15:18:38 317817.053 NaN 22348 DOW caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 16:25:44.473000 2026-05-11 15:25:44 318344.473 NaN 22342 DOW caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 15:11:35.087000 2026-05-11 14:15:08 313895.087 NaN 22337 GOLD_micro caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 14:19:14.295000 2026-05-11 13:28:52 310754.295 NaN 22334 GOLD_micro caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 14:00:03.725000 2026-05-11 19:45:09.701000 309603.725 20705.976 22331 DAX caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 08:00:36.010000 2026-05-11 19:45:09.658000 288036.01 42273.648 22333 DAX caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 08:13:13.841000 2026-05-11 07:17:21 288793.841 NaN 22345 JPY caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 15:36:46.876000 2026-05-11 14:36:46 315406.876 NaN 22343 JPY caleb_strategy_v3 2026-05-08 00:00:00 2026-05-11 15:15:09.190000 2026-05-11 19:45:09.745000 314109.19 16200.555 ================================================================================================================================================================================================================================== 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 22328 NIKKEI caleb_strategy_v3 [1] 63530.0 None 62737.5 62740.0 62735.0 62735.0 62595.0 792.5 -2.5 145.0 140.0 NaN 142.5 22329 NIKKEI caleb_strategy_v3 [1] 63530.0 None 62725.0 62730.0 62720.0 62720.0 62610.0 805.0 -5.0 120.0 110.0 NaN 115.0 22330 EUROSTX caleb_strategy_v3 [-1] 5910.0 None 5890.5 5890.0 5891.0 5891.0 5896.0 -19.5 -0.5 6.0 5.0 NaN 5.5 22332 BUXL caleb_strategy_v3 [1] 108.92 None 108.51 108.52 108.5 108.5 108.66 0.41 -0.01 -0.14 -0.16 NaN -0.15 22335 CRUDE_W caleb_strategy_v3 [1] 79.22 None 80.77 80.78 80.76 80.76 80.28 -1.55 -0.01 0.5 0.48 NaN 0.49 22336 GASOLINE caleb_strategy_v3 [-1] 3.2045 None 3.2713 3.2709 3.2717 3.2717 3.2442 0.0668 -0.0004 -0.0267 -0.0275 NaN -0.0271 22338 NASDAQ_micro caleb_strategy_v3 [-1] 29264.0 None 29365.125 29365.0 29365.25 29365.25 29355.0 101.125 -0.125 -10.0 -10.25 NaN -10.125 22340 AUD caleb_strategy_v3 [1] 0.7238 None 0.725025 0.72505 0.725 0.725 0.72475 -0.001225 -0.000025 0.0003 0.00025 NaN 0.000275 22341 GBP caleb_strategy_v3 [-1] 1.3625 None 1.36255 1.3625 1.3626 1.3626 1.362 0.00005 -0.00005 -0.0005 -0.0006 NaN -0.00055 22344 VIX caleb_strategy_v3 [-1] 21.95 None 22.025 22.0 22.05 22.05 22.0 0.075 -0.025 -0.0 -0.05 NaN -0.025 22339 VIX caleb_strategy_v3 [-1] 21.95 None 21.975 21.95 22.0 22.0 22.0 0.025 -0.025 0.05 -0.0 NaN 0.025 22346 DOW caleb_strategy_v3 [-1] 49627.0 None 49735.0 49734.0 49736.0 49736.0 49726.0 108.0 -1.0 -8.0 -10.0 NaN -9.0 22347 DOW caleb_strategy_v3 [-1] 49627.0 None 49730.0 49729.0 49731.0 49731.0 49718.0 103.0 -1.0 -11.0 -13.0 NaN -12.0 22348 DOW caleb_strategy_v3 [-1] 49627.0 None 49715.5 49715.0 49716.0 49716.0 49755.0 88.5 -0.5 40.0 39.0 NaN 39.5 22342 DOW caleb_strategy_v3 [-1] 49627.0 None 49716.0 49715.0 49717.0 49717.0 49692.0 89.0 -1.0 -23.0 -25.0 NaN -24.0 22337 GOLD_micro caleb_strategy_v3 [1] 4768.0 None 4760.45 4760.6 4760.3 4760.3 4773.6 7.55 -0.15 -13.0 -13.3 NaN -13.15 22334 GOLD_micro caleb_strategy_v3 [1] 4768.0 None 4733.7 4733.9 4733.5 4733.5 NaN 34.3 -0.2 NaN NaN NaN NaN 22331 DAX caleb_strategy_v3 [1] 24387.0 None 24336.5 24338.0 24335.0 24335.0 NaN 50.5 -1.5 NaN NaN NaN NaN 22333 DAX caleb_strategy_v3 [1] 24387.0 None 24357.0 24358.0 24356.0 24356.0 24393.0 30.0 -1.0 -35.0 -37.0 NaN -36.0 22345 JPY caleb_strategy_v3 [1] 0.0064 None 0.006387 0.006387 0.006387 0.006387 0.006386 0.000013 -0.0 0.000001 0.000001 NaN 0.000001 22343 JPY caleb_strategy_v3 [1] 0.0064 None 0.006386 0.006386 0.006386 0.006386 NaN 0.000014 -0.0 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 22328 NIKKEI caleb_strategy_v3 [1] 15888.784168 498.779511 -1.573437 91.259343 88.112469 NaN 89.685906 22329 NIKKEI caleb_strategy_v3 [1] 15888.784168 506.646696 -3.146874 75.524973 69.231226 NaN 72.378099 22330 EUROSTX caleb_strategy_v3 [-1] 1175.411144 -165.899397 -4.253831 51.045968 42.538307 NaN 46.792138 22332 BUXL caleb_strategy_v3 [1] 12.291076 333.575349 -8.135984 -113.903778 -130.175746 NaN -122.039762 22335 CRUDE_W caleb_strategy_v3 [1] 26.844807 -577.392854 -3.725115 186.255759 178.805529 NaN 182.530644 22336 GASOLINE caleb_strategy_v3 [-1] 1.123084 594.790574 -3.56162 -237.738148 -244.861389 NaN -241.299769 22338 NASDAQ_micro caleb_strategy_v3 [-1] 4690.702884 215.586027 -0.266485 -21.318767 -21.851736 NaN -21.585251 22340 AUD caleb_strategy_v3 [1] 0.062847 -194.916703 -3.977892 47.734703 39.778919 NaN 43.756811 22341 GBP caleb_strategy_v3 [-1] 0.090213 5.542432 -5.542432 -55.424323 -66.509188 NaN -60.966755 22344 VIX caleb_strategy_v3 [-1] 8.570428 87.510216 -29.170072 -0.0 -58.340144 NaN -29.170072 22339 VIX caleb_strategy_v3 [-1] 8.570428 29.170072 -29.170072 58.340144 -0.0 NaN 29.170072 22346 DOW caleb_strategy_v3 [-1] 6973.161221 154.87954 -1.43407 -11.472558 -14.340698 NaN -12.906628 22347 DOW caleb_strategy_v3 [-1] 6973.161221 147.709191 -1.43407 -15.774768 -18.642908 NaN -17.208838 22348 DOW caleb_strategy_v3 [-1] 6973.161221 126.915178 -0.717035 57.362792 55.928723 NaN 56.645758 22342 DOW caleb_strategy_v3 [-1] 6973.161221 127.632213 -1.43407 -32.983606 -35.851745 NaN -34.417675 22337 GOLD_micro caleb_strategy_v3 [1] 1078.082401 70.031753 -1.391359 -120.584475 -123.367193 NaN -121.975834 22334 GOLD_micro caleb_strategy_v3 [1] 1078.082401 318.157499 -1.855146 NaN NaN NaN NaN 22331 DAX caleb_strategy_v3 [1] 4761.54278 106.058062 -3.150239 NaN NaN NaN NaN 22333 DAX caleb_strategy_v3 [1] 4761.54278 63.004789 -2.10016 -73.505588 -77.705907 NaN -75.605747 22345 JPY caleb_strategy_v3 [1] 0.000641 206.817377 -3.902215 23.413288 15.608859 NaN 19.511073 22343 JPY caleb_strategy_v3 [1] 0.000641 222.426235 -3.902215 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 22328 NIKKEI caleb_strategy_v3 [1] 0.636383 504.33377 -1.590958 92.275579 89.093663 NaN 90.684621 22329 NIKKEI caleb_strategy_v3 [1] 0.636383 512.288562 -3.181917 76.365997 70.002164 NaN 73.18408 22330 EUROSTX caleb_strategy_v3 [-1] 11.7549 -229.22055 -5.87745 70.5294 58.7745 NaN 64.65195 22332 BUXL caleb_strategy_v3 [1] 1175.49 481.9509 -11.7549 -164.5686 -188.0784 NaN -176.3235 22335 CRUDE_W caleb_strategy_v3 [1] 1000.0 -1550.0 -10.0 500.0 480.0 NaN 490.0 22336 GASOLINE caleb_strategy_v3 [-1] 42000.0 2805.6 -16.8 -1121.4 -1155.0 NaN -1138.2 22338 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 202.25 -0.25 -20.0 -20.5 NaN -20.25 22340 AUD caleb_strategy_v3 [1] 100000.0 -122.5 -2.5 30.0 25.0 NaN 27.5 22341 GBP caleb_strategy_v3 [-1] 62500.0 3.125 -3.125 -31.25 -37.5 NaN -34.375 22344 VIX caleb_strategy_v3 [-1] 1000.0 75.0 -25.0 -0.0 -50.0 NaN -25.0 22339 VIX caleb_strategy_v3 [-1] 1000.0 25.0 -25.0 50.0 -0.0 NaN 25.0 22346 DOW caleb_strategy_v3 [-1] 0.5 54.0 -0.5 -4.0 -5.0 NaN -4.5 22347 DOW caleb_strategy_v3 [-1] 0.5 51.5 -0.5 -5.5 -6.5 NaN -6.0 22348 DOW caleb_strategy_v3 [-1] 0.5 44.25 -0.25 20.0 19.5 NaN 19.75 22342 DOW caleb_strategy_v3 [-1] 0.5 44.5 -0.5 -11.5 -12.5 NaN -12.0 22337 GOLD_micro caleb_strategy_v3 [1] 10.0 75.5 -1.5 -130.0 -133.0 NaN -131.5 22334 GOLD_micro caleb_strategy_v3 [1] 10.0 343.0 -2.0 NaN NaN NaN NaN 22331 DAX caleb_strategy_v3 [1] 1.17549 59.362245 -1.763235 NaN NaN NaN NaN 22333 DAX caleb_strategy_v3 [1] 1.17549 35.2647 -1.17549 -41.14215 -43.49313 NaN -42.31764 22345 JPY caleb_strategy_v3 [1] 12500000.0 165.625 -3.125 18.75 12.5 NaN 15.625 22343 JPY caleb_strategy_v3 [1] 12500000.0 178.125 -3.125 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD -122.5 BUXL 481.9509 CRUDE_W -1550.0 DAX 94.626945 DOW 194.25 EUROSTX -229.22055 GASOLINE 2805.6 GBP 3.125 GOLD_micro 418.5 JPY 343.75 NASDAQ_micro 202.25 NIKKEI 1016.622332 VIX 100.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 3758.954627 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 BUXL -11.7549 CRUDE_W -10.0 DAX -2.938725 DOW -1.75 EUROSTX -5.87745 GASOLINE -16.8 GBP -3.125 GOLD_micro -3.5 JPY -6.25 NASDAQ_micro -0.25 NIKKEI -4.772875 VIX -50.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -119.51895 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 30.0 BUXL -164.5686 CRUDE_W 500.0 DAX -41.14215 DOW -1.0 EUROSTX 70.5294 GASOLINE -1121.4 GBP -31.25 GOLD_micro -130.0 JPY 18.75 NASDAQ_micro -20.0 NIKKEI 168.641576 VIX 50.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -671.439774 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 25.0 BUXL -188.0784 CRUDE_W 480.0 DAX -43.49313 DOW -4.5 EUROSTX 58.7745 GASOLINE -1155.0 GBP -37.5 GOLD_micro -133.0 JPY 12.5 NASDAQ_micro -20.5 NIKKEI 159.095827 VIX -50.0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -896.701203 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 BUXL 0 CRUDE_W 0 DAX 0 DOW 0 EUROSTX 0 GASOLINE 0 GBP 0 GOLD_micro 0 JPY 0 NASDAQ_micro 0 NIKKEI 0 VIX 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 27.5 BUXL -176.3235 CRUDE_W 490.0 DAX -42.31764 DOW -2.75 EUROSTX 64.65195 GASOLINE -1138.2 GBP -34.375 GOLD_micro -131.5 JPY 15.625 NASDAQ_micro -20.25 NIKKEI 163.868701 VIX 0.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -784.070489 ******************************************************************************** END OF REPORT ********************************************************************************