FX Algo Trading Summary Report
Report generated at 2025-06-19 19:51:39 for tradefeedr
Filters: Date > 2022-01-01
Trading Overview
| Algo Orders (#) | LPs (#) | Algos (#) | Order Qty ($m) | Trade Qty ($m) | Fill (%) | Avg Order Size ($m) | Duration Mean (min) | Assumed Risk (bps) | Exec Speed Median ($m/min) | Child Spread Paid (bps) | Fees ($m) | Fees ($k) |
|---|
| 1,867 | 3 | 15 | 285,657 | 149,933 | 52% | 153 | 31.7 | 7.48 | 6.47 | 0.27 | 0.00 | 0 |
Performance Measures
| Arrival Mid Perf | Risk Transfer Perf | TWAP Mid Perf | Post Execution Reversal |
|---|
| Total Mean (bps) | Std (bps) | Trim Mean (bps) | User Mean (bps) | Algo Mean (bps) | Mean (bps) | Std (bps) | Trim Mean (bps) | IR | Savings ($k) | Mean (bps) | Std (bps) | Trim Mean (bps) | 1min Mean (bps) | 5min Mean (bps) | 10min Mean (bps) |
|---|
| 0.06 | 6.02 | -0.16 | 0.13 | -0.08 | 10.67 | 12.93 | 8.14 | 1.43 | 159,987 | -0.11 | 1.54 | -0.24 | -0.01 | 0.05 | -0.04 |