diff --git a/trade_report.py b/trade_report.py
index 735b1bb..566a871 100644
--- a/trade_report.py
+++ b/trade_report.py
@@ -5,66 +5,73 @@ from database.trades import trades
 symbol = 'SPX'
 
 trade_date = most_recent_trade_date()
-print(f'Trade Date: {trade_date}')
+print(f'# {trade_date.strftime("%B %d, %Y")}\n')
 
 trade_data = trades(trade_date)
 
 strategy = trade_data['Strategy'].iloc[0]
 
 traded_entry_times = set()
-trade_open_prices = {}
-backtest_open_prices = {}
+trade_info = {}
+backtest_info = {}
 
 for _, trade in trade_data.iterrows():
-    entry_time = str(trade["Entry Time"])[-8:]
-    print(f'Entry Time: {entry_time}')
+    entry_time = str(trade['Entry Time'])[-8:]
     traded_entry_times.add(entry_time)
 
     spreads = trade['Spreads']
     for spread in spreads:
-        open_price = spread['Open']
         spread_type = 'CALL' if spread['Legs'][0]['Type'] == 'CALL' else 'PUT'
-        trade_open_prices[(entry_time, spread_type)] = open_price
-
-        # Assuming the first leg is always short and the second is long.
-        legs = spread['Legs']
-        short_leg = legs[0]
-        long_leg = legs[1]
-
-        print(f'  Short Strike: {short_leg["Strike"]}, Type: {short_leg["Type"]}')
-        print(f'  Long Strike: {long_leg["Strike"]}, Type: {long_leg["Type"]}')
-        print(f'  Opening Price: {open_price}')
+        short_strike = int(spread['Legs'][0]['Strike'])
+        long_strike = int(spread['Legs'][1]['Strike'])
+        open_price = round(spread['Open'], 2)
+        close_price = round(spread['Close'], 2) if 'Close' in spread else 0.0
+        entry_slippage = spread['Entry Slippage']
+        exit_slippage = spread['Exit Slippage'] if 'Exit Slippage' in spread else None
+        trade_info[(entry_time, spread_type)] = (short_strike, long_strike, open_price, close_price, entry_slippage, exit_slippage)
 
 backtest_data = backtest_results(symbol, strategy, trade_date)
 
 for _, backtest in backtest_data.iterrows():
-    entry_time = str(backtest["Entry Time"])[-8:]
+    entry_time = str(backtest['Entry Time'])[-8:]
     if entry_time in traded_entry_times:
-        print(f'Backtest Entry Time: {entry_time}')
-
         spreads = backtest['Spreads']
         for spread in spreads:
-            open_price = spread['Open']
             spread_type = 'CALL' if spread['Legs'][0]['Type'] == 'CALL' else 'PUT'
-            backtest_open_prices[(entry_time, spread_type)] = open_price
+            short_strike = int(spread['Legs'][0]['Strike'])
+            long_strike = int(spread['Legs'][1]['Strike'])
+            open_price = round(spread['Open'], 2)
+            close_price = round(spread['Close'], 2)
+            backtest_info[(entry_time, spread_type)] = (short_strike, long_strike, open_price, close_price)
 
-            legs = spread['Legs']
-            short_leg = legs[0]
-            long_leg = legs[1]
+print(f'**Backtest Profit**: {round(backtest_profit(trade_date), 2)}\n')
 
-            print(f'  Backtest Short Strike: {short_leg["Strike"]}, Type: {short_leg["Type"]}')
-            print(f'  Backtest Long Strike: {long_leg["Strike"]}, Type: {long_leg["Type"]}')
-            print(f'  Backtest Opening Price: {open_price}')
+open_differences = [backtest_info[key][2] - trade_info[key][2] for key in trade_info]
+average_open_difference = sum(open_differences) / len(open_differences) if open_differences else 0
+print(f'**Average Open Difference**: {round(average_open_difference, 2)}')
 
-print(f'Backtest Profit: {backtest_profit(trade_date)}')
+entry_slippages = [trade_info[key][4] for key in trade_info]
+average_entry_slippage = sum(entry_slippages) / len(entry_slippages)
+print(f'**Average Entry Slippage**: {round(average_entry_slippage, 2)}')
 
-price_differences = []
+exit_slippages = [trade_info[key][5] for key in trade_info if trade_info[key][5] is not None]
+if exit_slippages:
+    average_exit_slippage = sum(exit_slippages) / len(exit_slippages)
+    print(f'**Average Exit Slippage**: {round(average_exit_slippage, 2)}')
 
-for (entry_time, spread_type), backtest_open_price in backtest_open_prices.items():
-    trade_open_price = trade_open_prices[(entry_time, spread_type)]
-    price_difference = backtest_open_price - trade_open_price
-    price_differences.append(price_difference)
-    print(f'{entry_time} {spread_type} Spread Difference: {round(price_difference, 2)}')
+print()
 
-average_price_difference = sum(price_differences) / len(price_differences)
-print(f'Average Spread Difference: {round(average_price_difference, 2)}')
\ No newline at end of file
+print('| Entry Time | Spread Type | Live Trading Result | Backtest Result |')
+print('|------------|-------------|---------------------|-----------------|')
+
+for entry_time in sorted(traded_entry_times):
+    for option_type in ['CALL', 'PUT']:
+        live_trade = trade_info.get((entry_time, option_type))
+        live_trade_result = f'Short Strike: {live_trade[0]}<br>Long Strike: {live_trade[1]}<br>Open Price: {live_trade[2]:.2f}<br>Close Price: {live_trade[3]:.2f}'
+
+        backtest_trade = backtest_info.get((entry_time, option_type))
+        backtest_trade_result = f'Short Strike: {backtest_trade[0]}<br>Long Strike: {backtest_trade[1]}<br>Open Price: {backtest_trade[2]:.2f}<br>Close Price: {backtest_trade[3]:.2f}'
+
+        print(f"| {entry_time} | {option_type} | {live_trade_result} | {backtest_trade_result} |")
+
+print('\n---')
\ No newline at end of file