******************************************************************************** Trades report produced on 12/05/2026 21:36 from 11/05/2026 21:36 to 12/05/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22363 AUD caleb_strategy_v3 [20260600] 2026-05-12 14:20:09.000 [1] 0.72225 22359 AUD caleb_strategy_v3 [20260600] 2026-05-12 14:00:47.000 [1] 0.72145 22369 AUD caleb_strategy_v3 [20260600] 2026-05-12 14:53:54.000 [1] 0.72245 22368 AUD caleb_strategy_v3 [20260600] 2026-05-12 14:49:01.000 [1] 0.72200 22350 CANOLA caleb_strategy_v3 [20261100] 2026-05-12 13:00:54.000 [1] 758.50000 22357 CANOLA caleb_strategy_v3 [20261100] 2026-05-12 13:38:29.000 [1] 759.50000 22354 CANOLA caleb_strategy_v3 [20261100] 2026-05-12 19:45:03.438 [0] NaN 22358 CANOLA caleb_strategy_v3 [20261100] 2026-05-12 13:44:35.000 [1] 758.80000 22353 COCOA caleb_strategy_v3 [20260700] 2026-05-12 13:10:56.000 [1] 4560.00000 22349 COPPER caleb_strategy_v3 [20260700] 2026-05-12 13:00:54.000 [-1] 6.49800 22362 DOW caleb_strategy_v3 [20260600] 2026-05-12 14:15:58.000 [1] 49540.00000 22364 GBP caleb_strategy_v3 [20260600] 2026-05-12 14:20:09.000 [-1] 1.35240 22360 GBP caleb_strategy_v3 [20260600] 2026-05-12 14:00:48.000 [-1] 1.35120 22365 GBP caleb_strategy_v3 [20260600] 2026-05-12 14:20:13.000 [-1] 1.35250 22355 GOLD_micro caleb_strategy_v3 [20260800] 2026-05-12 13:24:07.000 [-1] 4735.80000 22356 GOLD_micro caleb_strategy_v3 [20260800] 2026-05-12 13:25:07.000 [-1] 4732.30000 22351 GOLD_micro caleb_strategy_v3 [20260800] 2026-05-12 19:45:03.372 [0] NaN 22366 LIVECOW caleb_strategy_v3 [20260800] 2026-05-12 19:45:03.515 [0] NaN 22367 LIVECOW caleb_strategy_v3 [20260800] 2026-05-12 14:44:22.000 [-1] 243.77500 22361 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-05-12 14:07:29.000 [-1] 29153.00000 22352 SILVER-mini caleb_strategy_v3 [20260900] 2026-05-12 13:10:56.000 [1] 85.77500 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22349 COPPER caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 14:00:40.022000 2026-05-12 13:00:54 136840.022 NaN 22352 SILVER-mini caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 14:10:56.149000 2026-05-12 13:10:56 137456.149 NaN 22353 COCOA caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 14:10:56.890000 2026-05-12 13:10:56 137456.89 NaN 22361 NASDAQ_micro caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:00:49.142000 2026-05-12 14:07:29 140449.142 NaN 22362 DOW caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:07:29.749000 2026-05-12 14:15:58 140849.749 NaN 22360 GBP caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:00:48.421000 2026-05-12 14:00:48 140448.421 NaN 22364 GBP caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:20:09.610000 2026-05-12 14:20:09 141609.61 NaN 22365 GBP caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:20:13.774000 2026-05-12 14:20:13 141613.774 NaN 22368 AUD caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:48:49.755000 2026-05-12 14:49:01 143329.755 NaN 22369 AUD caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:53:51.160000 2026-05-12 14:53:54 143631.16 NaN 22363 AUD caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:16:02.026000 2026-05-12 14:20:09 141362.026 NaN 22359 AUD caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:00:47.854000 2026-05-12 14:00:47 140447.854 NaN 22358 CANOLA caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 14:44:35.470000 2026-05-12 13:44:35 139475.47 NaN 22354 CANOLA caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 14:11:00.849000 2026-05-12 19:45:03.438000 137460.849 20042.589 22357 CANOLA caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 14:29:07.552000 2026-05-12 13:38:29 138547.552 NaN 22350 CANOLA caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 14:00:54.782000 2026-05-12 13:00:54 136854.782 NaN 22355 GOLD_micro caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 14:24:06.980000 2026-05-12 13:24:07 138246.98 NaN 22356 GOLD_micro caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 14:25:07.293000 2026-05-12 13:25:07 138307.293 NaN 22351 GOLD_micro caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 14:00:55.469000 2026-05-12 19:45:03.372000 136855.469 20647.903 22366 LIVECOW caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:30:17.361000 2026-05-12 19:45:03.515000 142217.361 15286.154 22367 LIVECOW caleb_strategy_v3 2026-05-11 00:00:00 2026-05-12 15:40:21.828000 2026-05-12 14:44:22 142821.828 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 22349 COPPER caleb_strategy_v3 [-1] 6.474 None 6.49775 6.4975 6.498 6.498 6.498 0.02375 -0.00025 0.0005 -0.0 NaN 0.00025 22352 SILVER-mini caleb_strategy_v3 [1] 86.85 None 85.9625 86.0125 85.9125 85.9125 85.775 0.8875 -0.05 0.2375 0.1375 NaN 0.1875 22353 COCOA caleb_strategy_v3 [1] 4698.0 None 4593.0 4595.0 4591.0 4591.0 4560.0 105.0 -2.0 35.0 31.0 NaN 33.0 22361 NASDAQ_micro caleb_strategy_v3 [-1] 29416.75 None 29213.25 29213.0 29213.5 29213.5 29153.0 -203.5 -0.25 -60.0 -60.5 NaN -60.25 22362 DOW caleb_strategy_v3 [1] 49710.0 None 49436.0 49437.0 49435.0 49435.0 49540.0 274.0 -1.0 -103.0 -105.0 NaN -104.0 22360 GBP caleb_strategy_v3 [-1] 1.3629 None 1.35105 1.351 1.3511 1.3511 1.3512 -0.01185 -0.00005 0.0002 0.0001 NaN 0.00015 22364 GBP caleb_strategy_v3 [-1] 1.3629 None 1.35105 1.351 1.3511 1.3511 1.3524 -0.01185 -0.00005 0.0014 0.0013 NaN 0.00135 22365 GBP caleb_strategy_v3 [-1] 1.3629 None 1.35235 1.3523 1.3524 1.3524 1.3525 -0.01055 -0.00005 0.0002 0.0001 NaN 0.00015 22368 AUD caleb_strategy_v3 [1] 0.72455 None 0.722025 0.72205 0.722 0.722 0.722 0.002525 -0.000025 0.00005 0.0 NaN 0.000025 22369 AUD caleb_strategy_v3 [1] 0.72455 None 0.7224 0.72245 0.72235 0.72235 0.72245 0.00215 -0.00005 0.0 -0.0001 NaN -0.00005 22363 AUD caleb_strategy_v3 [1] 0.72455 None 0.72145 0.7215 0.7214 0.7214 0.72225 0.0031 -0.00005 -0.00075 -0.00085 NaN -0.0008 22359 AUD caleb_strategy_v3 [1] 0.72455 None 0.721525 0.72155 0.7215 0.7215 0.72145 0.003025 -0.000025 0.0001 0.00005 NaN 0.000075 22358 CANOLA caleb_strategy_v3 [1] 751.3 None 759.65 759.7 759.6 759.6 758.8 -8.35 -0.05 0.9 0.8 NaN 0.85 22354 CANOLA caleb_strategy_v3 [1] 751.3 None 758.9 759.0 758.8 758.8 NaN -7.6 -0.1 NaN NaN NaN NaN 22357 CANOLA caleb_strategy_v3 [1] 751.3 None 759.4 759.5 759.3 759.3 759.5 -8.1 -0.1 0.0 -0.2 NaN -0.1 22350 CANOLA caleb_strategy_v3 [1] 751.3 None 759.05 759.1 759.0 759.0 758.5 -7.75 -0.05 0.6 0.5 NaN 0.55 22355 GOLD_micro caleb_strategy_v3 [-1] 4773.7 None 4731.5 4731.3 4731.7 4731.7 4735.8 -42.2 -0.2 4.5 4.1 NaN 4.3 22356 GOLD_micro caleb_strategy_v3 [-1] 4773.7 None 4731.5 4731.3 4731.7 4731.7 4732.3 -42.2 -0.2 1.0 0.6 NaN 0.8 22351 GOLD_micro caleb_strategy_v3 [-1] 4773.7 None 4751.65 4751.4 4751.9 4751.9 NaN -22.05 -0.25 NaN NaN NaN NaN 22366 LIVECOW caleb_strategy_v3 [-1] 243.6 None 244.3125 244.3 244.325 244.325 NaN 0.7125 -0.0125 NaN NaN NaN NaN 22367 LIVECOW caleb_strategy_v3 [-1] 243.6 None 244.0875 244.05 244.125 244.125 243.775 0.4875 -0.0375 -0.275 -0.35 NaN -0.3125 ================================================================================================================================================================ 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 22349 COPPER caleb_strategy_v3 [-1] 1.723546 137.797318 -1.450498 2.900996 -0.0 NaN 1.450498 22352 SILVER-mini caleb_strategy_v3 [1] 40.498048 219.146363 -12.346274 58.644801 33.952253 NaN 46.298527 22353 COCOA caleb_strategy_v3 [1] 3283.056932 319.823878 -6.091883 106.607959 94.424193 NaN 100.516076 22361 NASDAQ_micro caleb_strategy_v3 [-1] 4938.940727 -412.031671 -0.506181 -121.483539 -122.495902 NaN -121.989721 22362 DOW caleb_strategy_v3 [1] 6820.248786 401.744876 -1.466222 -151.020884 -153.953328 NaN -152.487106 22360 GBP caleb_strategy_v3 [-1] 0.092584 -1279.917543 -5.400496 21.601984 10.800992 NaN 16.201488 22364 GBP caleb_strategy_v3 [-1] 0.092584 -1279.917543 -5.400496 151.213887 140.412895 NaN 145.813391 22365 GBP caleb_strategy_v3 [-1] 0.092584 -1139.504648 -5.400496 21.601984 10.800992 NaN 16.201488 22368 AUD caleb_strategy_v3 [1] 0.06187 408.113252 -4.040725 8.081451 0.0 NaN 4.040725 22369 AUD caleb_strategy_v3 [1] 0.06187 347.502373 -8.081451 0.0 -16.162901 NaN -8.081451 22363 AUD caleb_strategy_v3 [1] 0.06187 501.049933 -8.081451 -121.221758 -137.384659 NaN -129.303209 22359 AUD caleb_strategy_v3 [1] 0.06187 488.927758 -4.040725 16.162901 8.081451 NaN 12.122176 22358 CANOLA caleb_strategy_v3 [1] 143.315482 -582.630702 -3.488807 62.798519 55.820906 NaN 59.309712 22354 CANOLA caleb_strategy_v3 [1] 143.315482 -530.298603 -6.977613 NaN NaN NaN NaN 22357 CANOLA caleb_strategy_v3 [1] 143.315482 -565.186669 -6.977613 0.0 -13.955226 NaN -6.977613 22350 CANOLA caleb_strategy_v3 [1] 143.315482 -540.765023 -3.488807 41.865679 34.888066 NaN 38.376873 22355 GOLD_micro caleb_strategy_v3 [-1] 1063.343615 -396.861366 -1.88086 42.31934 38.557621 NaN 40.43848 22356 GOLD_micro caleb_strategy_v3 [-1] 1063.343615 -396.861366 -1.88086 9.404298 5.642579 NaN 7.523438 22351 GOLD_micro caleb_strategy_v3 [-1] 1063.343615 -207.364766 -2.351074 NaN NaN NaN NaN 22366 LIVECOW caleb_strategy_v3 [-1] 32.990929 215.968458 -3.78892 NaN NaN NaN NaN 22367 LIVECOW caleb_strategy_v3 [-1] 32.990929 147.767892 -11.366761 -83.356247 -106.089769 NaN -94.723008 ========================================================================================================================================================================= 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 22349 COPPER caleb_strategy_v3 [-1] 25000.0 593.75 -6.25 12.5 -0.0 NaN 6.25 22352 SILVER-mini caleb_strategy_v3 [1] 2500.0 2218.75 -125.0 593.75 343.75 NaN 468.75 22353 COCOA caleb_strategy_v3 [1] 10.0 1050.0 -20.0 350.0 310.0 NaN 330.0 22361 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -407.0 -0.5 -120.0 -121.0 NaN -120.5 22362 DOW caleb_strategy_v3 [1] 0.5 137.0 -0.5 -51.5 -52.5 NaN -52.0 22360 GBP caleb_strategy_v3 [-1] 62500.0 -740.625 -3.125 12.5 6.25 NaN 9.375 22364 GBP caleb_strategy_v3 [-1] 62500.0 -740.625 -3.125 87.5 81.25 NaN 84.375 22365 GBP caleb_strategy_v3 [-1] 62500.0 -659.375 -3.125 12.5 6.25 NaN 9.375 22368 AUD caleb_strategy_v3 [1] 100000.0 252.5 -2.5 5.0 0.0 NaN 2.5 22369 AUD caleb_strategy_v3 [1] 100000.0 215.0 -5.0 0.0 -10.0 NaN -5.0 22363 AUD caleb_strategy_v3 [1] 100000.0 310.0 -5.0 -75.0 -85.0 NaN -80.0 22359 AUD caleb_strategy_v3 [1] 100000.0 302.5 -2.5 10.0 5.0 NaN 7.5 22358 CANOLA caleb_strategy_v3 [1] 14.614595 -122.031867 -0.73073 13.153135 11.691676 NaN 12.422406 22354 CANOLA caleb_strategy_v3 [1] 14.614595 -111.070921 -1.461459 NaN NaN NaN NaN 22357 CANOLA caleb_strategy_v3 [1] 14.614595 -118.378218 -1.461459 0.0 -2.922919 NaN -1.461459 22350 CANOLA caleb_strategy_v3 [1] 14.614595 -113.26311 -0.73073 8.768757 7.307297 NaN 8.038027 22355 GOLD_micro caleb_strategy_v3 [-1] 10.0 -422.0 -2.0 45.0 41.0 NaN 43.0 22356 GOLD_micro caleb_strategy_v3 [-1] 10.0 -422.0 -2.0 10.0 6.0 NaN 8.0 22351 GOLD_micro caleb_strategy_v3 [-1] 10.0 -220.5 -2.5 NaN NaN NaN NaN 22366 LIVECOW caleb_strategy_v3 [-1] 400.0 285.0 -5.0 NaN NaN NaN NaN 22367 LIVECOW caleb_strategy_v3 [-1] 400.0 195.0 -15.0 -110.0 -140.0 NaN -125.0 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 1080.0 CANOLA -464.744117 COCOA 1050.0 COPPER 593.75 DOW 137.0 GBP -2140.625 GOLD_micro -1064.5 LIVECOW 480.0 NASDAQ_micro -407.0 SILVER-mini 2218.75 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 1482.630883 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -15.0 CANOLA -4.384378 COCOA -20.0 COPPER -6.25 DOW -0.5 GBP -9.375 GOLD_micro -6.5 LIVECOW -20.0 NASDAQ_micro -0.5 SILVER-mini -125.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -207.509378 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD -60.0 CANOLA 21.921892 COCOA 350.0 COPPER 12.5 DOW -51.5 GBP 112.5 GOLD_micro 55.0 LIVECOW -110.0 NASDAQ_micro -120.0 SILVER-mini 593.75 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 804.171892 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD -90.0 CANOLA 16.076054 COCOA 310.0 COPPER -0.0 DOW -52.5 GBP 93.75 GOLD_micro 47.0 LIVECOW -140.0 NASDAQ_micro -121.0 SILVER-mini 343.75 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 407.076054 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CANOLA 0 COCOA 0 COPPER 0 DOW 0 GBP 0 GOLD_micro 0 LIVECOW 0 NASDAQ_micro 0 SILVER-mini 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 -75.0 CANOLA 18.998973 COCOA 330.0 COPPER 6.25 DOW -52.0 GBP 103.125 GOLD_micro 51.0 LIVECOW -125.0 NASDAQ_micro -120.5 SILVER-mini 468.75 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 605.623973 ******************************************************************************** END OF REPORT ********************************************************************************