******************************************************************************** Trades report produced on 12/02/2026 21:36 from 11/02/2026 21:36 to 12/02/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21172 CANOLA caleb_strategy_v3 [20260500] 2026-02-12 14:03:54.000 [-1] 675.9 21173 DOW caleb_strategy_v3 [20260300] 2026-02-12 15:00:14.000 [1] 50394.0 21174 DOW caleb_strategy_v3 [20260300] 2026-02-12 19:45:18.867 [0] NaN 21175 DOW caleb_strategy_v3 [20260300] 2026-02-12 15:11:14.000 [1] 50382.0 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21172 CANOLA caleb_strategy_v3 2026-02-11 00:00:00 2026-02-12 14:00:44.953000 2026-02-12 14:03:54 136844.953 189.047 21173 DOW caleb_strategy_v3 2026-02-11 00:00:00 2026-02-12 15:00:11.614000 2026-02-12 15:00:14 140411.614 2.386 21174 DOW caleb_strategy_v3 2026-02-11 00:00:00 2026-02-12 15:01:11.017000 2026-02-12 19:45:18.867000 140471.017 17047.85 21175 DOW caleb_strategy_v3 2026-02-11 00:00:00 2026-02-12 15:11:14.576000 2026-02-12 15:11:14 141074.576 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 21172 CANOLA caleb_strategy_v3 [-1] 673.0 None 675.95 675.9 676.0 676.0 675.9 2.95 -0.05 -0.0 -0.1 NaN -0.05 21173 DOW caleb_strategy_v3 [1] 50217.0 None 50382.0 50383.0 50381.0 50381.0 50394.0 -165.0 -1.0 -11.0 -13.0 NaN -12.0 21174 DOW caleb_strategy_v3 [1] 50217.0 None 25199.5 50399.0 0.0 0.0 NaN 25017.5 -25199.5 NaN NaN NaN NaN 21175 DOW caleb_strategy_v3 [1] 50217.0 None 50409.0 50410.0 50408.0 50408.0 50382.0 -192.0 -1.0 28.0 26.0 NaN 27.0 =================================================================================================================================================================== 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 21172 CANOLA caleb_strategy_v3 [-1] 100.60955 293.212721 -4.969707 -0.0 -9.939414 NaN -4.969707 21173 DOW caleb_strategy_v3 [1] 6367.489463 -259.128815 -1.570478 -17.275254 -20.41621 NaN -18.845732 21174 DOW caleb_strategy_v3 [1] 6367.489463 39289.425049 -39575.251984 NaN NaN NaN NaN 21175 DOW caleb_strategy_v3 [1] 6367.489463 -301.531712 -1.570478 43.973375 40.832419 NaN 42.402897 ======================================================================================================================================================================== 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 21172 CANOLA caleb_strategy_v3 [-1] 14.722662 43.431852 -0.736133 -0.0 -1.472266 NaN -0.736133 21173 DOW caleb_strategy_v3 [1] 0.5 -82.5 -0.5 -5.5 -6.5 NaN -6.0 21174 DOW caleb_strategy_v3 [1] 0.5 12508.75 -12599.75 NaN NaN NaN NaN 21175 DOW caleb_strategy_v3 [1] 0.5 -96.0 -0.5 14.0 13.0 NaN 13.5 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 43.431852 DOW 12330.25 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 12373.681852 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -0.736133 DOW -12600.75 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -12601.486133 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -0.0 DOW 8.5 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 8.5 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA -1.472266 DOW 6.5 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 5.027734 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 CANOLA 0 DOW 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 CANOLA -0.736133 DOW 7.5 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 6.763867 ******************************************************************************** END OF REPORT ********************************************************************************