******************************************************************************** Trades report produced on 16/02/2026 21:35 from 15/02/2026 21:35 to 16/02/2026 21:35 ******************************************************************************** ================================================================================================== Broker orders ================================================================================================== instrument_code strategy_name contract_date fill_datetime fill filled_price 21199 BUND caleb_strategy_v3 [20260300] 2026-02-16 19:45:02.508 [0] NaN 21201 BUND caleb_strategy_v3 [20260300] 2026-02-16 19:45:02.548 [0] NaN 21202 BUND caleb_strategy_v3 [20260300] 2026-02-16 08:21:56.000 [1] 129.230000 21203 COPPER caleb_strategy_v3 [20260300] 2026-02-16 14:00:34.000 [-1] 5.770000 21215 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:08:30.000 [-1] 49731.000000 21214 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:07:30.000 [-1] 49730.000000 21213 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:06:29.000 [-1] 49719.000000 21212 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:05:29.000 [-1] 49723.000000 21211 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:04:29.000 [-1] 49726.000000 21210 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:03:29.000 [-1] 49728.000000 21208 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:03:25.000 [-1] 49730.000000 21219 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:12:31.000 [-1] 49713.000000 21217 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:10:30.000 [-1] 49724.000000 21216 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:09:30.000 [-1] 49721.000000 21218 DOW caleb_strategy_v3 [20260300] 2026-02-16 15:11:31.000 [-1] 49718.000000 21200 EUROSTX caleb_strategy_v3 [20260300] 2026-02-16 08:11:49.000 [1] 6017.000000 21204 GOLD_micro caleb_strategy_v3 [20260400] 2026-02-16 14:00:35.000 [-1] 5017.100000 21205 JPY caleb_strategy_v3 [20260300] 2026-02-16 15:00:43.000 [1] 0.006536 21209 JPY caleb_strategy_v3 [20260300] 2026-02-16 15:03:28.000 [1] 0.006535 21206 US30 caleb_strategy_v3 [20260300] 2026-02-16 15:03:23.000 [1] 121.062500 21207 VIX caleb_strategy_v3 [20260400] 2026-02-16 15:03:24.000 [1] 20.950000 ===================================================================================================================================================================== Delays ===================================================================================================================================================================== instrument_code strategy_name parent_reference_datetime submit_datetime fill_datetime submit_minus_generated filled_minus_submit 21200 EUROSTX caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 08:10:37.081000 2026-02-16 08:11:49 288637.081 71.919 21203 COPPER caleb_strategy_v3 2026-02-12 00:00:00 2026-02-16 14:00:34.826000 2026-02-16 14:00:34 396034.826 NaN 21204 GOLD_micro caleb_strategy_v3 2026-02-12 00:00:00 2026-02-16 14:00:35.729000 2026-02-16 14:00:35 396035.729 NaN 21206 US30 caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:00:44.026000 2026-02-16 15:03:23 313244.026 158.974 21207 VIX caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:03:24.770000 2026-02-16 15:03:24 313404.77 NaN 21209 JPY caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:03:28.853000 2026-02-16 15:03:28 313408.853 NaN 21205 JPY caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:00:43.158000 2026-02-16 15:00:43 313243.158 NaN 21216 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:09:30.353000 2026-02-16 15:09:30 313770.353 NaN 21217 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:10:30.641000 2026-02-16 15:10:30 313830.641 NaN 21218 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:11:30.969000 2026-02-16 15:11:31 313890.969 0.031 21219 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:12:31.358000 2026-02-16 15:12:31 313951.358 NaN 21208 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:03:25.677000 2026-02-16 15:03:25 313405.677 NaN 21210 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:03:29.440000 2026-02-16 15:03:29 313409.44 NaN 21211 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:04:28.975000 2026-02-16 15:04:29 313468.975 0.025 21212 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:05:29.803000 2026-02-16 15:05:29 313529.803 NaN 21213 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:06:29.909000 2026-02-16 15:06:29 313589.909 NaN 21214 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:07:30.170000 2026-02-16 15:07:30 313650.17 NaN 21215 DOW caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 15:08:30.257000 2026-02-16 15:08:30 313710.257 NaN 21201 BUND caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 08:11:53.198000 2026-02-16 19:45:02.548000 288713.198 41589.35 21202 BUND caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 08:21:56.523000 2026-02-16 08:21:56 289316.523 NaN 21199 BUND caleb_strategy_v3 2026-02-13 00:00:00 2026-02-16 08:00:36.097000 2026-02-16 19:45:02.508000 288036.097 42266.411 =================================================================================================================================================================================================================================== 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 21200 EUROSTX caleb_strategy_v3 [1] 5996.0 None 6017.5 6018.0 6017.0 6017.0 6017.0 -21.5 -0.5 1.0 0.0 NaN 0.5 21203 COPPER caleb_strategy_v3 [-1] 5.775 None 5.7675 5.767 5.768 5.768 5.77 -0.0075 -0.0005 0.003 0.002 NaN 0.0025 21204 GOLD_micro caleb_strategy_v3 [-1] 4940.8 None 5014.3 5014.2 5014.4 5014.4 5017.1 73.5 -0.1 2.9 2.7 NaN 2.8 21206 US30 caleb_strategy_v3 [1] 120.65625 None 121.078125 121.09375 121.0625 121.0625 121.0625 -0.421875 -0.015625 0.03125 0.0 NaN 0.015625 21207 VIX caleb_strategy_v3 [1] 20.9 None 21.025 21.05 21.0 NaN 20.95 -0.125 -0.025 0.1 NaN NaN 0.075 21209 JPY caleb_strategy_v3 [1] 0.006562 None 0.006538 0.006539 0.006537 0.006537 0.006535 0.000024 -0.0 0.000004 0.000002 NaN 0.000003 21205 JPY caleb_strategy_v3 [1] 0.006562 None 0.006538 0.006539 0.006537 0.006537 0.006536 0.000024 -0.0 0.000002 0.000001 NaN 0.000002 21216 DOW caleb_strategy_v3 [-1] 49595.0 None 49712.0 49711.0 49713.0 49713.0 49721.0 117.0 -1.0 10.0 8.0 NaN 9.0 21217 DOW caleb_strategy_v3 [-1] 49595.0 None 49701.0 49700.0 49702.0 49702.0 49724.0 106.0 -1.0 24.0 22.0 NaN 23.0 21218 DOW caleb_strategy_v3 [-1] 49595.0 None 49701.0 49700.0 49702.0 49702.0 49718.0 106.0 -1.0 18.0 16.0 NaN 17.0 21219 DOW caleb_strategy_v3 [-1] 49595.0 None 49701.0 49700.0 49702.0 49702.0 49713.0 106.0 -1.0 13.0 11.0 NaN 12.0 21208 DOW caleb_strategy_v3 [-1] 49595.0 None 49677.0 49676.0 49678.0 49678.0 49730.0 82.0 -1.0 54.0 52.0 NaN 53.0 21210 DOW caleb_strategy_v3 [-1] 49595.0 None 49677.0 49676.0 49678.0 49678.0 49728.0 82.0 -1.0 52.0 50.0 NaN 51.0 21211 DOW caleb_strategy_v3 [-1] 49595.0 None 49677.0 49676.0 49678.0 49678.0 49726.0 82.0 -1.0 50.0 48.0 NaN 49.0 21212 DOW caleb_strategy_v3 [-1] 49595.0 None 49677.0 49676.0 49678.0 49678.0 49723.0 82.0 -1.0 47.0 45.0 NaN 46.0 21213 DOW caleb_strategy_v3 [-1] 49595.0 None 49677.0 49676.0 49678.0 49678.0 49719.0 82.0 -1.0 43.0 41.0 NaN 42.0 21214 DOW caleb_strategy_v3 [-1] 49595.0 None 49714.0 49713.0 49715.0 49715.0 49730.0 119.0 -1.0 17.0 15.0 NaN 16.0 21215 DOW caleb_strategy_v3 [-1] 49595.0 None 49715.5 49714.0 49717.0 49717.0 49731.0 120.5 -1.5 17.0 14.0 NaN 15.5 21201 BUND caleb_strategy_v3 [1] 129.1 None 64.6 129.2 0.0 0.0 NaN 64.5 -64.6 NaN NaN NaN NaN 21202 BUND caleb_strategy_v3 [1] 129.1 None 129.235 129.24 129.23 129.23 129.23 -0.135 -0.005 0.01 0.0 NaN 0.005 21199 BUND caleb_strategy_v3 [1] 129.1 None 129.195 129.2 129.19 129.19 NaN -0.095 -0.005 NaN NaN NaN NaN ===================================================================================================================================================================== 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 21200 EUROSTX caleb_strategy_v3 [1] 728.959883 -294.940785 -6.859088 13.718176 0.0 NaN 6.859088 21203 COPPER caleb_strategy_v3 [-1] 2.091876 -35.85299 -2.390199 14.341196 9.560797 NaN 11.950997 21204 GOLD_micro caleb_strategy_v3 [-1] 1912.362086 384.341441 -0.522914 15.164492 14.118665 NaN 14.641579 21206 US30 caleb_strategy_v3 [1] 11.968263 -352.494763 -13.055362 26.110723 0.0 NaN 13.055362 21207 VIX caleb_strategy_v3 [1] 8.796792 -142.097248 -28.41945 113.677798 NaN NaN 85.258349 21209 JPY caleb_strategy_v3 [1] 0.000661 363.298422 -7.568717 52.98102 37.843586 NaN 45.412303 21205 JPY caleb_strategy_v3 [1] 0.000661 363.298422 -7.568717 37.843586 22.706151 NaN 30.274869 21216 DOW caleb_strategy_v3 [-1] 6493.673857 180.175356 -1.53996 15.399603 12.319682 NaN 13.859643 21217 DOW caleb_strategy_v3 [-1] 6493.673857 163.235793 -1.53996 36.959047 33.879127 NaN 35.419087 21218 DOW caleb_strategy_v3 [-1] 6493.673857 163.235793 -1.53996 27.719286 24.639365 NaN 26.179325 21219 DOW caleb_strategy_v3 [-1] 6493.673857 163.235793 -1.53996 20.019484 16.939563 NaN 18.479524 21208 DOW caleb_strategy_v3 [-1] 6493.673857 126.276745 -1.53996 83.157857 80.077936 NaN 81.617896 21210 DOW caleb_strategy_v3 [-1] 6493.673857 126.276745 -1.53996 80.077936 76.998015 NaN 78.537976 21211 DOW caleb_strategy_v3 [-1] 6493.673857 126.276745 -1.53996 76.998015 73.918095 NaN 75.458055 21212 DOW caleb_strategy_v3 [-1] 6493.673857 126.276745 -1.53996 72.378135 69.298214 NaN 70.838174 21213 DOW caleb_strategy_v3 [-1] 6493.673857 126.276745 -1.53996 66.218293 63.138373 NaN 64.678333 21214 DOW caleb_strategy_v3 [-1] 6493.673857 183.255277 -1.53996 26.179325 23.099405 NaN 24.639365 21215 DOW caleb_strategy_v3 [-1] 6493.673857 185.565217 -2.30994 26.179325 21.559444 NaN 23.869385 21201 BUND caleb_strategy_v3 [1] 4.513673 142899.143765 -143120.692825 NaN NaN NaN NaN 21202 BUND caleb_strategy_v3 [1] 4.513673 -299.091231 -11.077453 22.154906 0.0 NaN 11.077453 21199 BUND caleb_strategy_v3 [1] 4.513673 -210.471607 -11.077453 NaN NaN NaN NaN ======================================================================================================================================================================== 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 21200 EUROSTX caleb_strategy_v3 [1] 11.8636 -255.0674 -5.9318 11.8636 0.0 NaN 5.9318 21203 COPPER caleb_strategy_v3 [-1] 25000.0 -187.5 -12.5 75.0 50.0 NaN 62.5 21204 GOLD_micro caleb_strategy_v3 [-1] 10.0 735.0 -1.0 29.0 27.0 NaN 28.0 21206 US30 caleb_strategy_v3 [1] 1000.0 -421.875 -15.625 31.25 0.0 NaN 15.625 21207 VIX caleb_strategy_v3 [1] 1000.0 -125.0 -25.0 100.0 NaN NaN 75.0 21209 JPY caleb_strategy_v3 [1] 12500000.0 300.0 -6.25 43.75 31.25 NaN 37.5 21205 JPY caleb_strategy_v3 [1] 12500000.0 300.0 -6.25 31.25 18.75 NaN 25.0 21216 DOW caleb_strategy_v3 [-1] 0.5 58.5 -0.5 5.0 4.0 NaN 4.5 21217 DOW caleb_strategy_v3 [-1] 0.5 53.0 -0.5 12.0 11.0 NaN 11.5 21218 DOW caleb_strategy_v3 [-1] 0.5 53.0 -0.5 9.0 8.0 NaN 8.5 21219 DOW caleb_strategy_v3 [-1] 0.5 53.0 -0.5 6.5 5.5 NaN 6.0 21208 DOW caleb_strategy_v3 [-1] 0.5 41.0 -0.5 27.0 26.0 NaN 26.5 21210 DOW caleb_strategy_v3 [-1] 0.5 41.0 -0.5 26.0 25.0 NaN 25.5 21211 DOW caleb_strategy_v3 [-1] 0.5 41.0 -0.5 25.0 24.0 NaN 24.5 21212 DOW caleb_strategy_v3 [-1] 0.5 41.0 -0.5 23.5 22.5 NaN 23.0 21213 DOW caleb_strategy_v3 [-1] 0.5 41.0 -0.5 21.5 20.5 NaN 21.0 21214 DOW caleb_strategy_v3 [-1] 0.5 59.5 -0.5 8.5 7.5 NaN 8.0 21215 DOW caleb_strategy_v3 [-1] 0.5 60.25 -0.75 8.5 7.0 NaN 7.75 21201 BUND caleb_strategy_v3 [1] 1186.36 76520.22 -76638.856 NaN NaN NaN NaN 21202 BUND caleb_strategy_v3 [1] 1186.36 -160.1586 -5.9318 11.8636 0.0 NaN 5.9318 21199 BUND caleb_strategy_v3 [1] 1186.36 -112.7042 -5.9318 NaN NaN NaN NaN delay_cash Sum delay_cash strategy_name instrument_code caleb_strategy_v3 BUND 76247.3572 COPPER -187.5 DOW 542.25 EUROSTX -255.0674 GOLD_micro 735.0 JPY 600.0 US30 -421.875 VIX -125.0 delay_cash Total Sum delay_cash strategy_name caleb_strategy_v3 77135.1648 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code caleb_strategy_v3 BUND -76650.7196 COPPER -12.5 DOW -5.75 EUROSTX -5.9318 GOLD_micro -1.0 JPY -12.5 US30 -15.625 VIX -25.0 bid_ask_cash Total Sum bid_ask_cash strategy_name caleb_strategy_v3 -76729.0264 execution_cash Sum execution_cash strategy_name instrument_code caleb_strategy_v3 BUND 11.8636 COPPER 75.0 DOW 172.5 EUROSTX 11.8636 GOLD_micro 29.0 JPY 75.0 US30 31.25 VIX 100.0 execution_cash Total Sum execution_cash strategy_name caleb_strategy_v3 506.4772 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0.0 COPPER 50.0 DOW 161.0 EUROSTX 0.0 GOLD_micro 27.0 JPY 50.0 US30 0.0 VIX 0 versus_limit_cash Total Sum versus_limit_cash strategy_name caleb_strategy_v3 288.0 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code caleb_strategy_v3 BUND 0 COPPER 0 DOW 0 EUROSTX 0 GOLD_micro 0 JPY 0 US30 0 VIX 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 BUND 5.9318 COPPER 62.5 DOW 166.75 EUROSTX 5.9318 GOLD_micro 28.0 JPY 62.5 US30 15.625 VIX 75.0 total_trading_cash Total Sum total_trading_cash strategy_name caleb_strategy_v3 422.2386 ******************************************************************************** END OF REPORT ********************************************************************************