******************************************************************************** Trades report produced on 13/02/2026 21:36 from 12/02/2026 21:36 to 13/02/2026 21:36 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21178 BUXL caleb_strategy_v3 [20260300] 2026-02-13 08:01:07.000 [1] 111.280 21188 DOW caleb_strategy_v3 [20260300] 2026-02-13 15:02:05.000 [1] 49438.000 21186 DOW caleb_strategy_v3 [20260300] 2026-02-13 15:02:00.000 [1] 49438.000 21181 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-13 14:14:10.000 [-1] 5019.300 21198 LEANHOG caleb_strategy_v3 [20260400] 2026-02-13 15:31:17.000 [-1] 91.900 21183 NASDAQ_micro caleb_strategy_v3 [20260300] 2026-02-13 15:01:54.000 [-1] 24759.250 21176 NIKKEI caleb_strategy_v3 [20260300] 2026-02-13 03:01:17.000 [1] 57280.000 21177 OAT caleb_strategy_v3 [20260300] 2026-02-13 08:00:37.000 [1] 122.720 21179 PLAT caleb_strategy_v3 [20260400] 2026-02-13 14:06:12.000 [1] 2056.000 21197 SOYOIL caleb_strategy_v3 [20260500] 2026-02-13 15:30:44.000 [1] 57.210 21195 SP500_micro caleb_strategy_v3 [20260300] 2026-02-13 19:45:00.704 [0] NaN 21185 SP500_micro caleb_strategy_v3 [20260300] 2026-02-13 15:02:00.000 [-1] 6842.750 21187 SP500_micro caleb_strategy_v3 [20260300] 2026-02-13 15:02:05.000 [-1] 6843.000 21189 SP500_micro caleb_strategy_v3 [20260300] 2026-02-13 15:03:05.000 [-1] 6848.750 21190 SP500_micro caleb_strategy_v3 [20260300] 2026-02-13 15:04:08.000 [-1] 6845.250 21191 SP500_micro caleb_strategy_v3 [20260300] 2026-02-13 19:45:00.653 [0] NaN 21192 SP500_micro caleb_strategy_v3 [20260300] 2026-02-13 15:15:09.000 [-1] 6851.250 21193 SP500_micro caleb_strategy_v3 [20260300] 2026-02-13 15:16:09.000 [-1] 6856.000 21194 SP500_micro caleb_strategy_v3 [20260300] 2026-02-13 15:17:11.000 [-1] 6841.000 21196 SP500_micro caleb_strategy_v3 [20260300] 2026-02-13 15:28:13.000 [-1] 6860.250 21180 SUGAR11 caleb_strategy_v3 [20260500] 2026-02-13 14:14:09.000 [-1] 13.540 21182 US10 caleb_strategy_v3 [20260300] 2026-02-13 15:01:53.000 [1] 113.125 21184 US30 caleb_strategy_v3 [20260300] 2026-02-13 15:01:59.000 [1] 120.625 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21176 NIKKEI caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 03:01:17.581000 2026-02-13 03:01:17 97277.581 NaN 21177 OAT caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 08:00:37.389000 2026-02-13 08:00:37 115237.389 NaN 21178 BUXL caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 08:00:38.389000 2026-02-13 08:01:07 115238.389 28.611 21179 PLAT caleb_strategy_v3 2026-02-11 00:00:00 2026-02-13 14:00:56.057000 2026-02-13 14:06:12 223256.057 315.943 21180 SUGAR11 caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 14:06:13.202000 2026-02-13 14:14:09 137173.202 475.798 21181 GOLD_micro caleb_strategy_v3 2026-02-11 00:00:00 2026-02-13 14:14:10.145000 2026-02-13 14:14:10 224050.145 NaN 21182 US10 caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:00:45.793000 2026-02-13 15:01:53 140445.793 67.207 21183 NASDAQ_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:01:54.277000 2026-02-13 15:01:54 140514.277 NaN 21184 US30 caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:01:55.177000 2026-02-13 15:01:59 140515.177 3.823 21186 DOW caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:02:00.897000 2026-02-13 15:02:00 140520.897 NaN 21188 DOW caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:02:05.827000 2026-02-13 15:02:05 140525.827 NaN 21197 SOYOIL caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:30:14.465000 2026-02-13 15:30:44 142214.465 29.535 21198 LEANHOG caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:30:46.133000 2026-02-13 15:31:17 142246.133 30.867 21185 SP500_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:01:59.989000 2026-02-13 15:02:00 140519.989 0.011 21187 SP500_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:02:05.233000 2026-02-13 15:02:05 140525.233 NaN 21189 SP500_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:03:05.275000 2026-02-13 15:03:05 140585.275 NaN 21190 SP500_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:04:05.777000 2026-02-13 15:04:08 140645.777 2.223 21191 SP500_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:05:05.804000 2026-02-13 19:45:00.653000 140705.804 16794.849 21192 SP500_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:15:09.256000 2026-02-13 15:15:09 141309.256 NaN 21193 SP500_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:16:09.541000 2026-02-13 15:16:09 141369.541 NaN 21194 SP500_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:17:10.011000 2026-02-13 15:17:11 141430.011 0.989 21195 SP500_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:18:10.240000 2026-02-13 19:45:00.704000 141490.24 16010.464 21196 SP500_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-13 15:28:13.197000 2026-02-13 15:28:13 142093.197 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 21176 NIKKEI caleb_strategy_v3 [1] 57025.0 None 57287.5 57290.0 57285.0 57285.0 57280.0 -262.5 -2.5 10.0 5.0 NaN 7.5 21177 OAT caleb_strategy_v3 [1] 122.7 None 122.725 122.73 122.72 122.72 122.72 -0.025 -0.005 0.01 0.0 NaN 0.005 21178 BUXL caleb_strategy_v3 [1] 111.3 None 111.29 111.3 111.28 111.28 111.28 0.01 -0.01 0.02 0.0 NaN 0.01 21179 PLAT caleb_strategy_v3 [1] 2137.9 None 2046.0 2046.8 2045.2 2045.2 2056.0 91.9 -0.8 -9.2 -10.8 NaN -10.0 21180 SUGAR11 caleb_strategy_v3 [-1] 13.53 None 13.545 13.54 13.55 13.55 13.54 0.015 -0.005 -0.0 -0.01 NaN -0.005 21181 GOLD_micro caleb_strategy_v3 [-1] 5107.3 None 5014.7 5014.6 5014.8 5014.8 5019.3 -92.6 -0.1 4.7 4.5 NaN 4.6 21182 US10 caleb_strategy_v3 [1] 112.78125 None 113.101562 113.109375 113.09375 113.09375 113.125 -0.320312 -0.007812 -0.015625 -0.03125 NaN -0.023438 21183 NASDAQ_micro caleb_strategy_v3 [-1] 24908.25 None 24735.75 24735.25 24736.25 24736.25 24759.25 -172.5 -0.5 24.0 23.0 NaN 23.5 21184 US30 caleb_strategy_v3 [1] 120.09375 None 120.609375 120.625 120.59375 120.59375 120.625 -0.515625 -0.015625 0.0 -0.03125 NaN -0.015625 21186 DOW caleb_strategy_v3 [1] 49830.0 None 49439.5 49440.0 49439.0 49439.0 49438.0 390.5 -0.5 2.0 1.0 NaN 1.5 21188 DOW caleb_strategy_v3 [1] 49830.0 None 49439.5 49440.0 49439.0 49439.0 49438.0 390.5 -0.5 2.0 1.0 NaN 1.5 21197 SOYOIL caleb_strategy_v3 [1] 57.9 None 57.145 57.15 57.14 57.14 57.21 0.755 -0.005 -0.06 -0.07 NaN -0.065 21198 LEANHOG caleb_strategy_v3 [-1] 92.05 None 91.975 91.95 92.0 92.0 91.9 -0.075 -0.025 -0.05 -0.1 NaN -0.075 21185 SP500_micro caleb_strategy_v3 [-1] 6892.25 None 6842.375 6842.25 6842.5 6842.5 6842.75 -49.875 -0.125 0.5 0.25 NaN 0.375 21187 SP500_micro caleb_strategy_v3 [-1] 6892.25 None 6842.375 6842.25 6842.5 6842.5 6843.0 -49.875 -0.125 0.75 0.5 NaN 0.625 21189 SP500_micro caleb_strategy_v3 [-1] 6892.25 None 6842.375 6842.25 6842.5 6842.5 6848.75 -49.875 -0.125 6.5 6.25 NaN 6.375 21190 SP500_micro caleb_strategy_v3 [-1] 6892.25 None 6842.375 6842.25 6842.5 6842.5 6845.25 -49.875 -0.125 3.0 2.75 NaN 2.875 21191 SP500_micro caleb_strategy_v3 [-1] 6892.25 None 3422.625 6845.25 0.0 0.0 NaN -3469.625 3422.625 NaN NaN NaN NaN 21192 SP500_micro caleb_strategy_v3 [-1] 6892.25 None 6842.75 6842.5 6843.0 6843.0 6851.25 -49.5 -0.25 8.75 8.25 NaN 8.5 21193 SP500_micro caleb_strategy_v3 [-1] 6892.25 None 6840.875 6840.75 6841.0 6841.0 6856.0 -51.375 -0.125 15.25 15.0 NaN 15.125 21194 SP500_micro caleb_strategy_v3 [-1] 6892.25 None 6840.875 6840.75 6841.0 6841.0 6841.0 -51.375 -0.125 0.25 -0.0 NaN 0.125 21195 SP500_micro caleb_strategy_v3 [-1] 6892.25 None 3423.375 6846.75 0.0 0.0 NaN -3468.875 3423.375 NaN NaN NaN NaN 21196 SP500_micro caleb_strategy_v3 [-1] 6892.25 None 6841.625 6841.5 6841.75 NaN 6860.25 -50.625 -0.125 18.75 NaN NaN 18.625 =================================================================================================================================================================== 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 21176 NIKKEI caleb_strategy_v3 [1] 15565.372687 -168.643569 -1.606129 6.424517 3.212258 NaN 4.818388 21177 OAT caleb_strategy_v3 [1] 4.352541 -57.437709 -11.487542 22.975084 0.0 NaN 11.487542 21178 BUXL caleb_strategy_v3 [1] 10.219622 9.785097 -9.785097 19.570195 0.0 NaN 9.785097 21179 PLAT caleb_strategy_v3 [1] 1714.658916 535.966653 -4.665651 -53.654986 -62.986288 NaN -58.320637 21180 SUGAR11 caleb_strategy_v3 [-1] 3.395138 44.180826 -14.726942 -0.0 -29.453884 NaN -14.726942 21181 GOLD_micro caleb_strategy_v3 [-1] 1934.157807 -478.761349 -0.517021 24.299982 23.26594 NaN 23.782961 21182 US10 caleb_strategy_v3 [1] 4.750343 -674.293354 -16.446179 -32.892359 -65.784717 NaN -49.338538 21183 NASDAQ_micro caleb_strategy_v3 [-1] 4309.473177 -400.280946 -1.160235 55.691262 53.370793 NaN 54.531027 21184 US30 caleb_strategy_v3 [1] 11.968263 -430.826933 -13.055362 0.0 -26.110723 NaN -13.055362 21186 DOW caleb_strategy_v3 [1] 6495.588334 601.17726 -0.769753 3.079013 1.539506 NaN 2.30926 21188 DOW caleb_strategy_v3 [1] 6495.588334 601.17726 -0.769753 3.079013 1.539506 NaN 2.30926 21197 SOYOIL caleb_strategy_v3 [1] 11.096676 680.383945 -4.505854 -54.070247 -63.081955 NaN -58.576101 21198 LEANHOG caleb_strategy_v3 [-1] 18.09744 -41.442326 -13.814109 -27.628217 -55.256434 NaN -41.442326 21185 SP500_micro caleb_strategy_v3 [-1] 868.170836 -574.483707 -1.439809 5.759235 2.879618 NaN 4.319426 21187 SP500_micro caleb_strategy_v3 [-1] 868.170836 -574.483707 -1.439809 8.638853 5.759235 NaN 7.199044 21189 SP500_micro caleb_strategy_v3 [-1] 868.170836 -574.483707 -1.439809 74.870057 71.990439 NaN 73.430248 21190 SP500_micro caleb_strategy_v3 [-1] 868.170836 -574.483707 -1.439809 34.555411 31.675793 NaN 33.115602 21191 SP500_micro caleb_strategy_v3 [-1] 868.170836 -39964.772535 39423.404431 NaN NaN NaN NaN 21192 SP500_micro caleb_strategy_v3 [-1] 868.170836 -570.16428 -2.879618 100.786615 95.02738 NaN 97.906998 21193 SP500_micro caleb_strategy_v3 [-1] 868.170836 -591.761412 -1.439809 175.656672 172.777055 NaN 174.216863 21194 SP500_micro caleb_strategy_v3 [-1] 868.170836 -591.761412 -1.439809 2.879618 -0.0 NaN 1.439809 21195 SP500_micro caleb_strategy_v3 [-1] 868.170836 -39956.133683 39432.043284 NaN NaN NaN NaN 21196 SP500_micro caleb_strategy_v3 [-1] 868.170836 -583.122559 -1.439809 215.971318 NaN NaN 214.531509 ========================================================================================================================================================================= 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 21176 NIKKEI caleb_strategy_v3 [1] 0.651689 -171.068281 -1.629222 6.516887 3.258443 NaN 4.887665 21177 OAT caleb_strategy_v3 [1] 1185.215 -29.630375 -5.926075 11.85215 0.0 NaN 5.926075 21178 BUXL caleb_strategy_v3 [1] 1185.215 11.85215 -11.85215 23.7043 0.0 NaN 11.85215 21179 PLAT caleb_strategy_v3 [1] 50.0 4595.0 -40.0 -460.0 -540.0 NaN -500.0 21180 SUGAR11 caleb_strategy_v3 [-1] 1120.0 16.8 -5.6 -0.0 -11.2 NaN -5.6 21181 GOLD_micro caleb_strategy_v3 [-1] 10.0 -926.0 -1.0 47.0 45.0 NaN 46.0 21182 US10 caleb_strategy_v3 [1] 1000.0 -320.3125 -7.8125 -15.625 -31.25 NaN -23.4375 21183 NASDAQ_micro caleb_strategy_v3 [-1] 2.0 -345.0 -1.0 48.0 46.0 NaN 47.0 21184 US30 caleb_strategy_v3 [1] 1000.0 -515.625 -15.625 0.0 -31.25 NaN -15.625 21186 DOW caleb_strategy_v3 [1] 0.5 195.25 -0.25 1.0 0.5 NaN 0.75 21188 DOW caleb_strategy_v3 [1] 0.5 195.25 -0.25 1.0 0.5 NaN 0.75 21197 SOYOIL caleb_strategy_v3 [1] 600.0 453.0 -3.0 -36.0 -42.0 NaN -39.0 21198 LEANHOG caleb_strategy_v3 [-1] 400.0 -30.0 -10.0 -20.0 -40.0 NaN -30.0 21185 SP500_micro caleb_strategy_v3 [-1] 5.0 -249.375 -0.625 2.5 1.25 NaN 1.875 21187 SP500_micro caleb_strategy_v3 [-1] 5.0 -249.375 -0.625 3.75 2.5 NaN 3.125 21189 SP500_micro caleb_strategy_v3 [-1] 5.0 -249.375 -0.625 32.5 31.25 NaN 31.875 21190 SP500_micro caleb_strategy_v3 [-1] 5.0 -249.375 -0.625 15.0 13.75 NaN 14.375 21191 SP500_micro caleb_strategy_v3 [-1] 5.0 -17348.125 17113.125 NaN NaN NaN NaN 21192 SP500_micro caleb_strategy_v3 [-1] 5.0 -247.5 -1.25 43.75 41.25 NaN 42.5 21193 SP500_micro caleb_strategy_v3 [-1] 5.0 -256.875 -0.625 76.25 75.0 NaN 75.625 21194 SP500_micro caleb_strategy_v3 [-1] 5.0 -256.875 -0.625 1.25 -0.0 NaN 0.625 21195 SP500_micro caleb_strategy_v3 [-1] 5.0 -17344.375 17116.875 NaN NaN NaN NaN 21196 SP500_micro caleb_strategy_v3 [-1] 5.0 -253.125 -0.625 93.75 NaN NaN 93.125 delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUXL 11.85215 DOW 390.5 GOLD_micro -926.0 LEANHOG -30.0 NASDAQ_micro -345.0 NIKKEI -171.068281 OAT -29.630375 PLAT 4595.0 SOYOIL 453.0 SP500_micro -36704.375 SUGAR11 16.8 US10 -320.3125 US30 -515.625 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 -33574.859006 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUXL -11.85215 DOW -0.5 GOLD_micro -1.0 LEANHOG -10.0 NASDAQ_micro -1.0 NIKKEI -1.629222 OAT -5.926075 PLAT -40.0 SOYOIL -3.0 SP500_micro 34224.375 SUGAR11 -5.6 US10 -7.8125 US30 -15.625 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 34120.430053 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUXL 23.7043 DOW 2.0 GOLD_micro 47.0 LEANHOG -20.0 NASDAQ_micro 48.0 NIKKEI 6.516887 OAT 11.85215 PLAT -460.0 SOYOIL -36.0 SP500_micro 268.75 SUGAR11 -0.0 US10 -15.625 US30 0.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 -123.801663 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0.0 DOW 1.0 GOLD_micro 45.0 LEANHOG -40.0 NASDAQ_micro 46.0 NIKKEI 3.258443 OAT 0.0 PLAT -540.0 SOYOIL -42.0 SP500_micro 165.0 SUGAR11 -11.2 US10 -31.25 US30 -31.25 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 -435.441557 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUXL 0 DOW 0 GOLD_micro 0 LEANHOG 0 NASDAQ_micro 0 NIKKEI 0 OAT 0 PLAT 0 SOYOIL 0 SP500_micro 0 SUGAR11 0 US10 0 US30 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 BUXL 11.85215 DOW 1.5 GOLD_micro 46.0 LEANHOG -30.0 NASDAQ_micro 47.0 NIKKEI 4.887665 OAT 5.926075 PLAT -500.0 SOYOIL -39.0 SP500_micro 263.125 SUGAR11 -5.6 US10 -23.4375 US30 -15.625 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 -233.37161 ******************************************************************************** END OF REPORT ********************************************************************************