******************************************************************************** Trades report produced on 13/05/2026 21:36 from 12/05/2026 21:36 to 13/05/2026 21:36 ******************************************************************************** ============================================================================================== Broker orders ============================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 22384 AUD caleb_strategy_v3 [20260600] 2026-05-13 14:05:24 [-1] 0.724350 22374 CANOLA caleb_strategy_v3 [20261100] 2026-05-13 13:00:43 [1] 763.800000 22378 CANOLA caleb_strategy_v3 [20261100] 2026-05-13 13:10:08 [1] 763.500000 22379 CANOLA caleb_strategy_v3 [20261100] 2026-05-13 13:11:09 [1] 763.800000 22375 COPPER caleb_strategy_v3 [20260700] 2026-05-13 13:00:44 [1] 6.634000 22376 CRUDE_W caleb_strategy_v3 [20261200] 2026-05-13 13:00:45 [1] 82.600000 22371 DAX caleb_strategy_v3 [20260600] 2026-05-13 07:00:30 [-1] 24252.000000 22381 DOW caleb_strategy_v3 [20260600] 2026-05-13 14:01:49 [-1] 49648.000000 22372 EUROSTX caleb_strategy_v3 [20260600] 2026-05-13 07:00:30 [-1] 5849.000000 22377 GOLD_micro caleb_strategy_v3 [20260800] 2026-05-13 13:10:04 [1] 4727.300000 22380 GOLD_micro caleb_strategy_v3 [20260800] 2026-05-13 13:16:24 [1] 4730.900000 22382 JPY caleb_strategy_v3 [20260600] 2026-05-13 14:04:13 [-1] 0.006356 22383 MXP caleb_strategy_v3 [20260600] 2026-05-13 14:05:24 [1] 0.057920 22385 NASDAQ_micro caleb_strategy_v3 [20260600] 2026-05-13 14:05:25 [1] 29172.250000 22370 NIKKEI caleb_strategy_v3 [20260600] 2026-05-13 02:01:16 [-1] 62985.000000 22386 REDWHEAT caleb_strategy_v3 [20260900] 2026-05-13 14:31:04 [-1] 744.500000 22373 SILVER-mini caleb_strategy_v3 [20260900] 2026-05-13 13:00:43 [-1] 87.812500 ============================================================================================================================================================== Delays ============================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 22370 NIKKEI caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 03:01:16.157000 2026-05-13 02:01:16 97276.157 NaN 22371 DAX caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 08:00:29.957000 2026-05-13 07:00:30 115229.957 NaN 22372 EUROSTX caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 08:00:30.777000 2026-05-13 07:00:30 115230.777 NaN 22373 SILVER-mini caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 14:00:43.057000 2026-05-13 13:00:43 136843.057 NaN 22375 COPPER caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 14:00:44.441000 2026-05-13 13:00:44 136844.441 NaN 22376 CRUDE_W caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 14:00:45.362000 2026-05-13 13:00:45 136845.362 NaN 22378 CANOLA caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 14:10:08.771000 2026-05-13 13:10:08 137408.771 NaN 22379 CANOLA caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 14:11:09.105000 2026-05-13 13:11:09 137469.105 NaN 22374 CANOLA caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 14:00:43.773000 2026-05-13 13:00:43 136843.773 NaN 22377 GOLD_micro caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 14:00:45.894000 2026-05-13 13:10:04 136845.894 NaN 22380 GOLD_micro caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 14:14:10.450000 2026-05-13 13:16:24 137650.45 NaN 22381 DOW caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 15:00:45.030000 2026-05-13 14:01:49 140445.03 NaN 22382 JPY caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 15:01:49.822000 2026-05-13 14:04:13 140509.822 NaN 22383 MXP caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 15:04:14.469000 2026-05-13 14:05:24 140654.469 NaN 22384 AUD caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 15:05:24.789000 2026-05-13 14:05:24 140724.789 NaN 22385 NASDAQ_micro caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 15:05:25.489000 2026-05-13 14:05:25 140725.489 NaN 22386 REDWHEAT caleb_strategy_v3 2026-05-12 00:00:00 2026-05-13 15:30:37.567000 2026-05-13 14:31:04 142237.567 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 22370 NIKKEI caleb_strategy_v3 [-1] 62240.0 None 62917.5 62915.0 62920.0 62920.0 62985.0 677.5 -2.5 70.0 65.0 NaN 67.5 22371 DAX caleb_strategy_v3 [-1] 24110.0 None 24232.5 24231.0 24234.0 24234.0 24252.0 122.5 -1.5 21.0 18.0 NaN 19.5 22372 EUROSTX caleb_strategy_v3 [-1] 5823.0 None 5847.5 5847.0 5848.0 5848.0 5849.0 24.5 -0.5 2.0 1.0 NaN 1.5 22373 SILVER-mini caleb_strategy_v3 [-1] 87.1375 None 87.55 87.5125 87.5875 87.5875 87.8125 0.4125 -0.0375 0.3 0.225 NaN 0.2625 22375 COPPER caleb_strategy_v3 [1] 6.6355 None 6.631 6.6315 6.6305 6.6305 6.634 0.0045 -0.0005 -0.0025 -0.0035 NaN -0.003 22376 CRUDE_W caleb_strategy_v3 [1] 83.7 None 82.75 82.76 82.74 82.74 82.6 0.95 -0.01 0.16 0.14 NaN 0.15 22378 CANOLA caleb_strategy_v3 [1] 763.3 None 764.05 764.1 764.0 764.0 763.5 -0.75 -0.05 0.6 0.5 NaN 0.55 22379 CANOLA caleb_strategy_v3 [1] 763.3 None 764.05 764.1 764.0 764.0 763.8 -0.75 -0.05 0.3 0.2 NaN 0.25 22374 CANOLA caleb_strategy_v3 [1] 763.3 None 764.05 764.1 764.0 764.0 763.8 -0.75 -0.05 0.3 0.2 NaN 0.25 22377 GOLD_micro caleb_strategy_v3 [1] 4739.0 None 4723.5 4723.7 4723.3 4723.3 4727.3 15.5 -0.2 -3.6 -4.0 NaN -3.8 22380 GOLD_micro caleb_strategy_v3 [1] 4739.0 None 4729.9 4730.1 4729.7 4729.7 4730.9 9.1 -0.2 -0.8 -1.2 NaN -1.0 22381 DOW caleb_strategy_v3 [-1] 49870.0 None 49678.0 49677.0 49679.0 49679.0 49648.0 -192.0 -1.0 -29.0 -31.0 NaN -30.0 22382 JPY caleb_strategy_v3 [-1] 0.006364 None 0.006356 0.006356 0.006356 0.006356 0.006356 -0.000008 -0.0 0.0 -0.0 NaN 0.0 22383 MXP caleb_strategy_v3 [1] 0.05786 None 0.057885 0.05789 0.05788 0.05788 0.05792 -0.000025 -0.000005 -0.00003 -0.00004 NaN -0.000035 22384 AUD caleb_strategy_v3 [-1] 0.72315 None 0.723875 0.72385 0.7239 0.7239 0.72435 0.000725 -0.000025 0.0005 0.00045 NaN 0.000475 22385 NASDAQ_micro caleb_strategy_v3 [1] 28968.75 None 29117.5 29117.75 29117.25 29117.25 29172.25 -148.75 -0.25 -54.5 -55.0 NaN -54.75 22386 REDWHEAT caleb_strategy_v3 [-1] 742.25 None 744.875 744.75 745.0 745.0 744.5 2.625 -0.125 -0.25 -0.5 NaN -0.375 =============================================================================================================================================================== 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 22370 NIKKEI caleb_strategy_v3 [-1] 15386.027864 440.334572 -1.624851 45.495823 42.246121 NaN 43.870972 22371 DAX caleb_strategy_v3 [-1] 4773.862028 256.605657 -3.14211 43.989541 37.705321 NaN 40.847431 22372 EUROSTX caleb_strategy_v3 [-1] 1177.62967 208.04503 -4.245817 16.983268 8.491634 NaN 12.737451 22373 SILVER-mini caleb_strategy_v3 [-1] 39.83575 103.550202 -9.413655 75.309238 56.481928 NaN 65.895583 22375 COPPER caleb_strategy_v3 [1] 1.696903 26.518899 -2.946544 -14.732721 -20.62581 NaN -17.679266 22376 CRUDE_W caleb_strategy_v3 [1] 26.796444 354.524649 -3.731838 59.709415 52.245738 NaN 55.977576 22378 CANOLA caleb_strategy_v3 [1] 141.776145 -52.900296 -3.526686 42.320237 35.266864 NaN 38.79355 22379 CANOLA caleb_strategy_v3 [1] 141.776145 -52.900296 -3.526686 21.160118 14.106746 NaN 17.633432 22374 CANOLA caleb_strategy_v3 [1] 141.776145 -52.900296 -3.526686 21.160118 14.106746 NaN 17.633432 22377 GOLD_micro caleb_strategy_v3 [1] 1038.246212 149.290215 -1.926325 -34.673856 -38.526507 NaN -36.600182 22380 GOLD_micro caleb_strategy_v3 [1] 1038.246212 87.647804 -1.926325 -7.705301 -11.557952 NaN -9.631627 22381 DOW caleb_strategy_v3 [-1] 6684.278264 -287.241184 -1.496048 -43.385387 -46.377483 NaN -44.881435 22382 JPY caleb_strategy_v3 [-1] 0.00062 -133.09979 -4.033327 8.066654 -0.0 NaN 4.033327 22383 MXP caleb_strategy_v3 [1] 0.00506 -49.406044 -9.881209 -59.287252 -79.04967 NaN -69.168461 22384 AUD caleb_strategy_v3 [-1] 0.060648 119.541932 -4.122136 82.442711 74.19844 NaN 78.320576 22385 NASDAQ_micro caleb_strategy_v3 [1] 4724.974204 -314.816534 -0.529103 -115.344545 -116.402752 NaN -115.873648 22386 REDWHEAT caleb_strategy_v3 [-1] 208.407754 125.955006 -5.997857 -11.995715 -23.99143 NaN -17.993572 ========================================================================================================================================================================= 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 22370 NIKKEI caleb_strategy_v3 [-1] 0.634099 429.602293 -1.585248 44.386953 41.216456 NaN 42.801704 22371 DAX caleb_strategy_v3 [-1] 1.173375 143.738438 -1.760063 24.640875 21.12075 NaN 22.880813 22372 EUROSTX caleb_strategy_v3 [-1] 11.73375 287.476875 -5.866875 23.4675 11.73375 NaN 17.600625 22373 SILVER-mini caleb_strategy_v3 [-1] 2500.0 1031.25 -93.75 750.0 562.5 NaN 656.25 22375 COPPER caleb_strategy_v3 [1] 25000.0 112.5 -12.5 -62.5 -87.5 NaN -75.0 22376 CRUDE_W caleb_strategy_v3 [1] 1000.0 950.0 -10.0 160.0 140.0 NaN 150.0 22378 CANOLA caleb_strategy_v3 [1] 14.603657 -10.952743 -0.730183 8.762194 7.301828 NaN 8.032011 22379 CANOLA caleb_strategy_v3 [1] 14.603657 -10.952743 -0.730183 4.381097 2.920731 NaN 3.650914 22374 CANOLA caleb_strategy_v3 [1] 14.603657 -10.952743 -0.730183 4.381097 2.920731 NaN 3.650914 22377 GOLD_micro caleb_strategy_v3 [1] 10.0 155.0 -2.0 -36.0 -40.0 NaN -38.0 22380 GOLD_micro caleb_strategy_v3 [1] 10.0 91.0 -2.0 -8.0 -12.0 NaN -10.0 22381 DOW caleb_strategy_v3 [-1] 0.5 -96.0 -0.5 -14.5 -15.5 NaN -15.0 22382 JPY caleb_strategy_v3 [-1] 12500000.0 -103.125 -3.125 6.25 -0.0 NaN 3.125 22383 MXP caleb_strategy_v3 [1] 500000.0 -12.5 -2.5 -15.0 -20.0 NaN -17.5 22384 AUD caleb_strategy_v3 [-1] 100000.0 72.5 -2.5 50.0 45.0 NaN 47.5 22385 NASDAQ_micro caleb_strategy_v3 [1] 2.0 -297.5 -0.5 -109.0 -110.0 NaN -109.5 22386 REDWHEAT caleb_strategy_v3 [-1] 50.0 131.25 -6.25 -12.5 -25.0 NaN -18.75 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 AUD 72.5 CANOLA -32.858228 COPPER 112.5 CRUDE_W 950.0 DAX 143.738438 DOW -96.0 EUROSTX 287.476875 GOLD_micro 246.0 JPY -103.125 MXP -12.5 NASDAQ_micro -297.5 NIKKEI 429.602293 REDWHEAT 131.25 SILVER-mini 1031.25 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 2862.334378 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 AUD -2.5 CANOLA -2.190549 COPPER -12.5 CRUDE_W -10.0 DAX -1.760063 DOW -0.5 EUROSTX -5.866875 GOLD_micro -4.0 JPY -3.125 MXP -2.5 NASDAQ_micro -0.5 NIKKEI -1.585248 REDWHEAT -6.25 SILVER-mini -93.75 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -147.027734 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 AUD 50.0 CANOLA 17.524388 COPPER -62.5 CRUDE_W 160.0 DAX 24.640875 DOW -14.5 EUROSTX 23.4675 GOLD_micro -44.0 JPY 6.25 MXP -15.0 NASDAQ_micro -109.0 NIKKEI 44.386953 REDWHEAT -12.5 SILVER-mini 750.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 818.769716 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 45.0 CANOLA 13.143291 COPPER -87.5 CRUDE_W 140.0 DAX 21.12075 DOW -15.5 EUROSTX 11.73375 GOLD_micro -52.0 JPY -0.0 MXP -20.0 NASDAQ_micro -110.0 NIKKEI 41.216456 REDWHEAT -25.0 SILVER-mini 562.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 524.714247 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 AUD 0 CANOLA 0 COPPER 0 CRUDE_W 0 DAX 0 DOW 0 EUROSTX 0 GOLD_micro 0 JPY 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 REDWHEAT 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 47.5 CANOLA 15.33384 COPPER -75.0 CRUDE_W 150.0 DAX 22.880813 DOW -15.0 EUROSTX 17.600625 GOLD_micro -48.0 JPY 3.125 MXP -17.5 NASDAQ_micro -109.5 NIKKEI 42.801704 REDWHEAT -18.75 SILVER-mini 656.25 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 671.741982 ******************************************************************************** END OF REPORT ********************************************************************************